| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,648.50 |
2,683.50 |
35.00 |
1.3% |
2,669.25 |
| High |
2,689.75 |
2,713.00 |
23.25 |
0.9% |
2,673.50 |
| Low |
2,636.25 |
2,675.75 |
39.50 |
1.5% |
2,612.50 |
| Close |
2,682.50 |
2,704.50 |
22.00 |
0.8% |
2,663.50 |
| Range |
53.50 |
37.25 |
-16.25 |
-30.4% |
61.00 |
| ATR |
47.03 |
46.33 |
-0.70 |
-1.5% |
0.00 |
| Volume |
1,564,987 |
1,935,195 |
370,208 |
23.7% |
6,112,082 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.50 |
2,794.25 |
2,725.00 |
|
| R3 |
2,772.25 |
2,757.00 |
2,714.75 |
|
| R2 |
2,735.00 |
2,735.00 |
2,711.25 |
|
| R1 |
2,719.75 |
2,719.75 |
2,708.00 |
2,727.50 |
| PP |
2,697.75 |
2,697.75 |
2,697.75 |
2,701.50 |
| S1 |
2,682.50 |
2,682.50 |
2,701.00 |
2,690.00 |
| S2 |
2,660.50 |
2,660.50 |
2,697.75 |
|
| S3 |
2,623.25 |
2,645.25 |
2,694.25 |
|
| S4 |
2,586.00 |
2,608.00 |
2,684.00 |
|
|
| 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 |
2,713.00 |
2,622.25 |
90.75 |
3.4% |
38.25 |
1.4% |
91% |
True |
False |
1,511,852 |
| 10 |
2,713.00 |
2,596.50 |
116.50 |
4.3% |
40.50 |
1.5% |
93% |
True |
False |
1,554,532 |
| 20 |
2,713.00 |
2,438.50 |
274.50 |
10.1% |
40.25 |
1.5% |
97% |
True |
False |
1,592,841 |
| 40 |
2,795.25 |
2,313.00 |
482.25 |
17.8% |
57.25 |
2.1% |
81% |
False |
False |
1,531,766 |
| 60 |
2,824.50 |
2,313.00 |
511.50 |
18.9% |
53.75 |
2.0% |
77% |
False |
False |
1,026,112 |
| 80 |
2,908.50 |
2,313.00 |
595.50 |
22.0% |
55.25 |
2.0% |
66% |
False |
False |
773,048 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
23.8% |
48.50 |
1.8% |
61% |
False |
False |
619,457 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.8% |
43.75 |
1.6% |
61% |
False |
False |
516,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.25 |
|
2.618 |
2,810.50 |
|
1.618 |
2,773.25 |
|
1.000 |
2,750.25 |
|
0.618 |
2,736.00 |
|
HIGH |
2,713.00 |
|
0.618 |
2,698.75 |
|
0.500 |
2,694.50 |
|
0.382 |
2,690.00 |
|
LOW |
2,675.75 |
|
0.618 |
2,652.75 |
|
1.000 |
2,638.50 |
|
1.618 |
2,615.50 |
|
2.618 |
2,578.25 |
|
4.250 |
2,517.50 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,701.00 |
2,693.25 |
| PP |
2,697.75 |
2,682.00 |
| S1 |
2,694.50 |
2,670.75 |
|