| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,579.89 |
6,536.37 |
-43.52 |
-0.7% |
6,434.55 |
| High |
6,604.56 |
6,566.87 |
-37.69 |
-0.6% |
6,631.06 |
| Low |
6,562.04 |
6,512.64 |
-49.40 |
-0.8% |
6,412.98 |
| Close |
6,601.40 |
6,541.04 |
-60.36 |
-0.9% |
6,601.40 |
| Range |
42.52 |
54.23 |
11.71 |
27.5% |
218.08 |
| ATR |
167.75 |
162.11 |
-5.64 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,702.87 |
6,676.19 |
6,570.87 |
|
| R3 |
6,648.64 |
6,621.96 |
6,555.95 |
|
| R2 |
6,594.41 |
6,594.41 |
6,550.98 |
|
| R1 |
6,567.73 |
6,567.73 |
6,546.01 |
6,581.07 |
| PP |
6,540.18 |
6,540.18 |
6,540.18 |
6,546.86 |
| S1 |
6,513.50 |
6,513.50 |
6,536.07 |
6,526.84 |
| S2 |
6,485.95 |
6,485.95 |
6,531.10 |
|
| S3 |
6,431.72 |
6,459.27 |
6,526.13 |
|
| S4 |
6,377.49 |
6,405.04 |
6,511.21 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,202.72 |
7,120.14 |
6,721.34 |
|
| R3 |
6,984.64 |
6,902.06 |
6,661.37 |
|
| R2 |
6,766.56 |
6,766.56 |
6,641.38 |
|
| R1 |
6,683.98 |
6,683.98 |
6,621.39 |
6,725.27 |
| PP |
6,548.48 |
6,548.48 |
6,548.48 |
6,569.13 |
| S1 |
6,465.90 |
6,465.90 |
6,581.41 |
6,507.19 |
| S2 |
6,330.40 |
6,330.40 |
6,561.42 |
|
| S3 |
6,112.32 |
6,247.82 |
6,541.43 |
|
| S4 |
5,894.24 |
6,029.74 |
6,481.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,631.06 |
6,457.00 |
174.06 |
2.7% |
80.73 |
1.2% |
48% |
False |
False |
|
| 10 |
6,631.06 |
6,139.40 |
491.66 |
7.5% |
116.35 |
1.8% |
82% |
False |
False |
|
| 20 |
6,710.41 |
5,895.12 |
815.29 |
12.5% |
167.75 |
2.6% |
79% |
False |
False |
|
| 40 |
7,107.00 |
5,895.12 |
1,211.88 |
18.5% |
157.34 |
2.4% |
53% |
False |
False |
|
| 60 |
7,311.85 |
5,895.12 |
1,416.73 |
21.7% |
160.62 |
2.5% |
46% |
False |
False |
|
| 80 |
7,700.56 |
5,895.12 |
1,805.44 |
27.6% |
148.95 |
2.3% |
36% |
False |
False |
|
| 100 |
7,700.56 |
5,895.12 |
1,805.44 |
27.6% |
133.74 |
2.0% |
36% |
False |
False |
|
| 120 |
7,700.56 |
5,895.12 |
1,805.44 |
27.6% |
124.78 |
1.9% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,797.35 |
|
2.618 |
6,708.84 |
|
1.618 |
6,654.61 |
|
1.000 |
6,621.10 |
|
0.618 |
6,600.38 |
|
HIGH |
6,566.87 |
|
0.618 |
6,546.15 |
|
0.500 |
6,539.76 |
|
0.382 |
6,533.36 |
|
LOW |
6,512.64 |
|
0.618 |
6,479.13 |
|
1.000 |
6,458.41 |
|
1.618 |
6,424.90 |
|
2.618 |
6,370.67 |
|
4.250 |
6,282.16 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,540.61 |
6,568.88 |
| PP |
6,540.18 |
6,559.60 |
| S1 |
6,539.76 |
6,550.32 |
|