| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,286.0 |
1,308.5 |
22.5 |
1.7% |
1,287.5 |
| High |
1,309.3 |
1,309.8 |
0.5 |
0.0% |
1,309.3 |
| Low |
1,284.8 |
1,302.7 |
17.9 |
1.4% |
1,281.5 |
| Close |
1,304.2 |
1,309.3 |
5.1 |
0.4% |
1,304.2 |
| Range |
24.5 |
7.1 |
-17.4 |
-71.0% |
27.8 |
| ATR |
11.3 |
11.0 |
-0.3 |
-2.7% |
0.0 |
| Volume |
90,113 |
126,076 |
35,963 |
39.9% |
296,765 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.6 |
1,326.0 |
1,313.2 |
|
| R3 |
1,321.5 |
1,318.9 |
1,311.3 |
|
| R2 |
1,314.4 |
1,314.4 |
1,310.6 |
|
| R1 |
1,311.8 |
1,311.8 |
1,310.0 |
1,313.1 |
| PP |
1,307.3 |
1,307.3 |
1,307.3 |
1,307.9 |
| S1 |
1,304.7 |
1,304.7 |
1,308.6 |
1,306.0 |
| S2 |
1,300.2 |
1,300.2 |
1,308.0 |
|
| S3 |
1,293.1 |
1,297.6 |
1,307.3 |
|
| S4 |
1,286.0 |
1,290.5 |
1,305.4 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.7 |
1,370.8 |
1,319.5 |
|
| R3 |
1,353.9 |
1,343.0 |
1,311.8 |
|
| R2 |
1,326.1 |
1,326.1 |
1,309.3 |
|
| R1 |
1,315.2 |
1,315.2 |
1,306.7 |
1,320.7 |
| PP |
1,298.3 |
1,298.3 |
1,298.3 |
1,301.1 |
| S1 |
1,287.4 |
1,287.4 |
1,301.7 |
1,292.9 |
| S2 |
1,270.5 |
1,270.5 |
1,299.1 |
|
| S3 |
1,242.7 |
1,259.6 |
1,296.6 |
|
| S4 |
1,214.9 |
1,231.8 |
1,288.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,309.8 |
1,281.5 |
28.3 |
2.2% |
11.4 |
0.9% |
98% |
True |
False |
84,568 |
| 10 |
1,309.8 |
1,281.5 |
28.3 |
2.2% |
10.1 |
0.8% |
98% |
True |
False |
56,274 |
| 20 |
1,309.8 |
1,281.5 |
28.3 |
2.2% |
10.6 |
0.8% |
98% |
True |
False |
38,762 |
| 40 |
1,309.8 |
1,227.8 |
82.0 |
6.3% |
10.7 |
0.8% |
99% |
True |
False |
21,932 |
| 60 |
1,309.8 |
1,209.3 |
100.5 |
7.7% |
10.7 |
0.8% |
100% |
True |
False |
15,744 |
| 80 |
1,309.8 |
1,199.2 |
110.6 |
8.4% |
10.6 |
0.8% |
100% |
True |
False |
12,200 |
| 100 |
1,309.8 |
1,195.7 |
114.1 |
8.7% |
10.5 |
0.8% |
100% |
True |
False |
9,943 |
| 120 |
1,309.8 |
1,182.7 |
127.1 |
9.7% |
10.3 |
0.8% |
100% |
True |
False |
8,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,340.0 |
|
2.618 |
1,328.4 |
|
1.618 |
1,321.3 |
|
1.000 |
1,316.9 |
|
0.618 |
1,314.2 |
|
HIGH |
1,309.8 |
|
0.618 |
1,307.1 |
|
0.500 |
1,306.3 |
|
0.382 |
1,305.4 |
|
LOW |
1,302.7 |
|
0.618 |
1,298.3 |
|
1.000 |
1,295.6 |
|
1.618 |
1,291.2 |
|
2.618 |
1,284.1 |
|
4.250 |
1,272.5 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,308.3 |
1,304.8 |
| PP |
1,307.3 |
1,300.2 |
| S1 |
1,306.3 |
1,295.7 |
|