Trading Metrics calculated at close of trading on 02-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,896.42 |
3,800.11 |
-96.31 |
-2.5% |
3,872.05 |
High |
3,952.13 |
3,904.89 |
-47.24 |
-1.2% |
4,258.85 |
Low |
3,669.80 |
3,779.60 |
109.80 |
3.0% |
3,577.94 |
Close |
3,682.45 |
3,899.87 |
217.42 |
5.9% |
3,896.42 |
Range |
282.33 |
125.29 |
-157.04 |
-55.6% |
680.91 |
ATR |
333.17 |
325.26 |
-7.91 |
-2.4% |
0.00 |
Volume |
71,401 |
50,204 |
-21,197 |
-29.7% |
417,796 |
|
Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,237.32 |
4,193.89 |
3,968.78 |
|
R3 |
4,112.03 |
4,068.60 |
3,934.32 |
|
R2 |
3,986.74 |
3,986.74 |
3,922.84 |
|
R1 |
3,943.31 |
3,943.31 |
3,911.35 |
3,965.03 |
PP |
3,861.45 |
3,861.45 |
3,861.45 |
3,872.31 |
S1 |
3,818.02 |
3,818.02 |
3,888.39 |
3,839.74 |
S2 |
3,736.16 |
3,736.16 |
3,876.90 |
|
S3 |
3,610.87 |
3,692.73 |
3,865.42 |
|
S4 |
3,485.58 |
3,567.44 |
3,830.96 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,953.80 |
5,606.02 |
4,270.92 |
|
R3 |
5,272.89 |
4,925.11 |
4,083.67 |
|
R2 |
4,591.98 |
4,591.98 |
4,021.25 |
|
R1 |
4,244.20 |
4,244.20 |
3,958.84 |
4,418.09 |
PP |
3,911.07 |
3,911.07 |
3,911.07 |
3,998.02 |
S1 |
3,563.29 |
3,563.29 |
3,834.00 |
3,737.18 |
S2 |
3,230.16 |
3,230.16 |
3,771.59 |
|
S3 |
2,549.25 |
2,882.38 |
3,709.17 |
|
S4 |
1,868.34 |
2,201.47 |
3,521.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,952.13 |
3,577.94 |
374.19 |
9.6% |
242.25 |
6.2% |
86% |
False |
False |
81,840 |
10 |
4,258.85 |
3,479.00 |
779.85 |
20.0% |
311.91 |
8.0% |
54% |
False |
False |
111,534 |
20 |
4,258.85 |
3,158.10 |
1,100.75 |
28.2% |
288.42 |
7.4% |
67% |
False |
False |
107,573 |
40 |
6,568.87 |
3,158.10 |
3,410.77 |
87.5% |
333.82 |
8.6% |
22% |
False |
False |
107,826 |
60 |
6,980.29 |
3,158.10 |
3,822.19 |
98.0% |
282.12 |
7.2% |
19% |
False |
False |
87,643 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
98.0% |
267.78 |
6.9% |
19% |
False |
False |
78,930 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
108.9% |
283.78 |
7.3% |
17% |
False |
False |
77,774 |
120 |
8,485.03 |
3,158.10 |
5,326.93 |
136.6% |
308.61 |
7.9% |
14% |
False |
False |
77,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,437.37 |
2.618 |
4,232.90 |
1.618 |
4,107.61 |
1.000 |
4,030.18 |
0.618 |
3,982.32 |
HIGH |
3,904.89 |
0.618 |
3,857.03 |
0.500 |
3,842.25 |
0.382 |
3,827.46 |
LOW |
3,779.60 |
0.618 |
3,702.17 |
1.000 |
3,654.31 |
1.618 |
3,576.88 |
2.618 |
3,451.59 |
4.250 |
3,247.12 |
|
|
Fisher Pivots for day following 02-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,880.66 |
3,854.93 |
PP |
3,861.45 |
3,809.98 |
S1 |
3,842.25 |
3,765.04 |
|