| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,635.00 |
2,636.25 |
1.25 |
0.0% |
2,669.25 |
| High |
2,647.50 |
2,672.50 |
25.00 |
0.9% |
2,673.50 |
| Low |
2,626.00 |
2,634.50 |
8.50 |
0.3% |
2,612.50 |
| Close |
2,634.00 |
2,663.50 |
29.50 |
1.1% |
2,663.50 |
| Range |
21.50 |
38.00 |
16.50 |
76.7% |
61.00 |
| ATR |
49.82 |
49.01 |
-0.81 |
-1.6% |
0.00 |
| Volume |
1,266,714 |
1,388,741 |
122,027 |
9.6% |
6,112,082 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.75 |
2,755.25 |
2,684.50 |
|
| R3 |
2,732.75 |
2,717.25 |
2,674.00 |
|
| R2 |
2,694.75 |
2,694.75 |
2,670.50 |
|
| R1 |
2,679.25 |
2,679.25 |
2,667.00 |
2,687.00 |
| PP |
2,656.75 |
2,656.75 |
2,656.75 |
2,660.75 |
| S1 |
2,641.25 |
2,641.25 |
2,660.00 |
2,649.00 |
| S2 |
2,618.75 |
2,618.75 |
2,656.50 |
|
| S3 |
2,580.75 |
2,603.25 |
2,653.00 |
|
| S4 |
2,542.75 |
2,565.25 |
2,642.50 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.75 |
2,809.25 |
2,697.00 |
|
| R3 |
2,771.75 |
2,748.25 |
2,680.25 |
|
| R2 |
2,710.75 |
2,710.75 |
2,674.75 |
|
| R1 |
2,687.25 |
2,687.25 |
2,669.00 |
2,668.50 |
| PP |
2,649.75 |
2,649.75 |
2,649.75 |
2,640.50 |
| S1 |
2,626.25 |
2,626.25 |
2,658.00 |
2,607.50 |
| S2 |
2,588.75 |
2,588.75 |
2,652.25 |
|
| S3 |
2,527.75 |
2,565.25 |
2,646.75 |
|
| S4 |
2,466.75 |
2,504.25 |
2,630.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,677.75 |
2,612.50 |
65.25 |
2.4% |
40.50 |
1.5% |
78% |
False |
False |
1,573,186 |
| 10 |
2,677.75 |
2,567.25 |
110.50 |
4.1% |
35.50 |
1.3% |
87% |
False |
False |
1,465,005 |
| 20 |
2,677.75 |
2,397.00 |
280.75 |
10.5% |
45.00 |
1.7% |
95% |
False |
False |
1,668,294 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.0% |
57.50 |
2.2% |
69% |
False |
False |
1,379,640 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
19.2% |
54.75 |
2.1% |
69% |
False |
False |
924,287 |
| 80 |
2,953.25 |
2,313.00 |
640.25 |
24.0% |
54.75 |
2.1% |
55% |
False |
False |
696,316 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.1% |
47.75 |
1.8% |
55% |
False |
False |
557,804 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.1% |
42.75 |
1.6% |
55% |
False |
False |
464,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.00 |
|
2.618 |
2,772.00 |
|
1.618 |
2,734.00 |
|
1.000 |
2,710.50 |
|
0.618 |
2,696.00 |
|
HIGH |
2,672.50 |
|
0.618 |
2,658.00 |
|
0.500 |
2,653.50 |
|
0.382 |
2,649.00 |
|
LOW |
2,634.50 |
|
0.618 |
2,611.00 |
|
1.000 |
2,596.50 |
|
1.618 |
2,573.00 |
|
2.618 |
2,535.00 |
|
4.250 |
2,473.00 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,660.25 |
2,656.50 |
| PP |
2,656.75 |
2,649.50 |
| S1 |
2,653.50 |
2,642.50 |
|