| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,290.8 |
1,288.3 |
-2.5 |
-0.2% |
1,294.5 |
| High |
1,292.1 |
1,290.0 |
-2.1 |
-0.2% |
1,303.1 |
| Low |
1,284.0 |
1,281.5 |
-2.5 |
-0.2% |
1,286.3 |
| Close |
1,290.2 |
1,285.9 |
-4.3 |
-0.3% |
1,288.9 |
| Range |
8.1 |
8.5 |
0.4 |
4.9% |
16.8 |
| ATR |
10.5 |
10.3 |
-0.1 |
-1.2% |
0.0 |
| Volume |
62,348 |
70,661 |
8,313 |
13.3% |
139,899 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.3 |
1,307.1 |
1,290.6 |
|
| R3 |
1,302.8 |
1,298.6 |
1,288.2 |
|
| R2 |
1,294.3 |
1,294.3 |
1,287.5 |
|
| R1 |
1,290.1 |
1,290.1 |
1,286.7 |
1,288.0 |
| PP |
1,285.8 |
1,285.8 |
1,285.8 |
1,284.7 |
| S1 |
1,281.6 |
1,281.6 |
1,285.1 |
1,279.5 |
| S2 |
1,277.3 |
1,277.3 |
1,284.3 |
|
| S3 |
1,268.8 |
1,273.1 |
1,283.6 |
|
| S4 |
1,260.3 |
1,264.6 |
1,281.2 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.2 |
1,332.8 |
1,298.1 |
|
| R3 |
1,326.4 |
1,316.0 |
1,293.5 |
|
| R2 |
1,309.6 |
1,309.6 |
1,292.0 |
|
| R1 |
1,299.2 |
1,299.2 |
1,290.4 |
1,296.0 |
| PP |
1,292.8 |
1,292.8 |
1,292.8 |
1,291.2 |
| S1 |
1,282.4 |
1,282.4 |
1,287.4 |
1,279.2 |
| S2 |
1,276.0 |
1,276.0 |
1,285.8 |
|
| S3 |
1,259.2 |
1,265.6 |
1,284.3 |
|
| S4 |
1,242.4 |
1,248.8 |
1,279.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,301.3 |
1,281.5 |
19.8 |
1.5% |
8.9 |
0.7% |
22% |
False |
True |
51,763 |
| 10 |
1,304.3 |
1,281.5 |
22.8 |
1.8% |
8.8 |
0.7% |
19% |
False |
True |
41,977 |
| 20 |
1,306.5 |
1,273.7 |
32.8 |
2.6% |
10.4 |
0.8% |
37% |
False |
False |
28,440 |
| 40 |
1,306.5 |
1,222.8 |
83.7 |
6.5% |
10.7 |
0.8% |
75% |
False |
False |
16,964 |
| 60 |
1,306.5 |
1,209.3 |
97.2 |
7.6% |
10.4 |
0.8% |
79% |
False |
False |
12,162 |
| 80 |
1,306.5 |
1,199.2 |
107.3 |
8.3% |
10.5 |
0.8% |
81% |
False |
False |
9,536 |
| 100 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.4 |
0.8% |
81% |
False |
False |
7,788 |
| 120 |
1,306.5 |
1,182.7 |
123.8 |
9.6% |
10.2 |
0.8% |
83% |
False |
False |
6,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,326.1 |
|
2.618 |
1,312.3 |
|
1.618 |
1,303.8 |
|
1.000 |
1,298.5 |
|
0.618 |
1,295.3 |
|
HIGH |
1,290.0 |
|
0.618 |
1,286.8 |
|
0.500 |
1,285.8 |
|
0.382 |
1,284.7 |
|
LOW |
1,281.5 |
|
0.618 |
1,276.2 |
|
1.000 |
1,273.0 |
|
1.618 |
1,267.7 |
|
2.618 |
1,259.2 |
|
4.250 |
1,245.4 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.9 |
1,286.8 |
| PP |
1,285.8 |
1,286.5 |
| S1 |
1,285.8 |
1,286.2 |
|