Trading Metrics calculated at close of trading on 03-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,800.11 |
3,898.54 |
98.43 |
2.6% |
3,872.05 |
High |
3,904.89 |
3,927.02 |
22.13 |
0.6% |
4,258.85 |
Low |
3,779.60 |
3,772.54 |
-7.06 |
-0.2% |
3,577.94 |
Close |
3,899.87 |
3,805.54 |
-94.33 |
-2.4% |
3,896.42 |
Range |
125.29 |
154.48 |
29.19 |
23.3% |
680.91 |
ATR |
325.26 |
313.06 |
-12.20 |
-3.8% |
0.00 |
Volume |
50,204 |
49,423 |
-781 |
-1.6% |
417,796 |
|
Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,298.47 |
4,206.49 |
3,890.50 |
|
R3 |
4,143.99 |
4,052.01 |
3,848.02 |
|
R2 |
3,989.51 |
3,989.51 |
3,833.86 |
|
R1 |
3,897.53 |
3,897.53 |
3,819.70 |
3,866.28 |
PP |
3,835.03 |
3,835.03 |
3,835.03 |
3,819.41 |
S1 |
3,743.05 |
3,743.05 |
3,791.38 |
3,711.80 |
S2 |
3,680.55 |
3,680.55 |
3,777.22 |
|
S3 |
3,526.07 |
3,588.57 |
3,763.06 |
|
S4 |
3,371.59 |
3,434.09 |
3,720.58 |
|
|
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 |
9.8% |
238.17 |
6.3% |
61% |
False |
False |
73,697 |
10 |
4,258.85 |
3,545.80 |
713.05 |
18.7% |
312.03 |
8.2% |
36% |
False |
False |
110,535 |
20 |
4,258.85 |
3,158.10 |
1,100.75 |
28.9% |
288.93 |
7.6% |
59% |
False |
False |
105,632 |
40 |
6,568.87 |
3,158.10 |
3,410.77 |
89.6% |
333.70 |
8.8% |
19% |
False |
False |
108,392 |
60 |
6,980.29 |
3,158.10 |
3,822.19 |
100.4% |
281.89 |
7.4% |
17% |
False |
False |
87,754 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
100.4% |
265.36 |
7.0% |
17% |
False |
False |
78,894 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
111.6% |
280.55 |
7.4% |
15% |
False |
False |
77,484 |
120 |
8,485.03 |
3,158.10 |
5,326.93 |
140.0% |
307.90 |
8.1% |
12% |
False |
False |
77,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,583.56 |
2.618 |
4,331.45 |
1.618 |
4,176.97 |
1.000 |
4,081.50 |
0.618 |
4,022.49 |
HIGH |
3,927.02 |
0.618 |
3,868.01 |
0.500 |
3,849.78 |
0.382 |
3,831.55 |
LOW |
3,772.54 |
0.618 |
3,677.07 |
1.000 |
3,618.06 |
1.618 |
3,522.59 |
2.618 |
3,368.11 |
4.250 |
3,116.00 |
|
|
Fisher Pivots for day following 03-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,849.78 |
3,810.97 |
PP |
3,835.03 |
3,809.16 |
S1 |
3,820.29 |
3,807.35 |
|