| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,308.5 |
1,317.0 |
8.5 |
0.6% |
1,287.5 |
| High |
1,317.1 |
1,328.6 |
11.5 |
0.9% |
1,309.3 |
| Low |
1,307.8 |
1,313.5 |
5.7 |
0.4% |
1,281.5 |
| Close |
1,315.2 |
1,315.5 |
0.3 |
0.0% |
1,304.2 |
| Range |
9.3 |
15.1 |
5.8 |
62.4% |
27.8 |
| ATR |
10.9 |
11.2 |
0.3 |
2.7% |
0.0 |
| Volume |
185,535 |
272,109 |
86,574 |
46.7% |
296,765 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,364.5 |
1,355.1 |
1,323.8 |
|
| R3 |
1,349.4 |
1,340.0 |
1,319.7 |
|
| R2 |
1,334.3 |
1,334.3 |
1,318.3 |
|
| R1 |
1,324.9 |
1,324.9 |
1,316.9 |
1,322.1 |
| PP |
1,319.2 |
1,319.2 |
1,319.2 |
1,317.8 |
| S1 |
1,309.8 |
1,309.8 |
1,314.1 |
1,307.0 |
| S2 |
1,304.1 |
1,304.1 |
1,312.7 |
|
| S3 |
1,289.0 |
1,294.7 |
1,311.3 |
|
| S4 |
1,273.9 |
1,279.6 |
1,307.2 |
|
|
| 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 |
1,328.6 |
1,281.5 |
47.1 |
3.6% |
12.9 |
1.0% |
72% |
True |
False |
148,898 |
| 10 |
1,328.6 |
1,281.5 |
47.1 |
3.6% |
10.8 |
0.8% |
72% |
True |
False |
95,022 |
| 20 |
1,328.6 |
1,281.5 |
47.1 |
3.6% |
11.2 |
0.8% |
72% |
True |
False |
60,833 |
| 40 |
1,328.6 |
1,233.0 |
95.6 |
7.3% |
10.9 |
0.8% |
86% |
True |
False |
33,231 |
| 60 |
1,328.6 |
1,209.3 |
119.3 |
9.1% |
10.6 |
0.8% |
89% |
True |
False |
23,272 |
| 80 |
1,328.6 |
1,199.2 |
129.4 |
9.8% |
10.7 |
0.8% |
90% |
True |
False |
17,879 |
| 100 |
1,328.6 |
1,195.7 |
132.9 |
10.1% |
10.6 |
0.8% |
90% |
True |
False |
14,503 |
| 120 |
1,328.6 |
1,182.7 |
145.9 |
11.1% |
10.4 |
0.8% |
91% |
True |
False |
12,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,392.8 |
|
2.618 |
1,368.1 |
|
1.618 |
1,353.0 |
|
1.000 |
1,343.7 |
|
0.618 |
1,337.9 |
|
HIGH |
1,328.6 |
|
0.618 |
1,322.8 |
|
0.500 |
1,321.1 |
|
0.382 |
1,319.3 |
|
LOW |
1,313.5 |
|
0.618 |
1,304.2 |
|
1.000 |
1,298.4 |
|
1.618 |
1,289.1 |
|
2.618 |
1,274.0 |
|
4.250 |
1,249.3 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,321.1 |
1,315.7 |
| PP |
1,319.2 |
1,315.6 |
| S1 |
1,317.4 |
1,315.6 |
|