Trading Metrics calculated at close of trading on 04-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,898.54 |
3,805.28 |
-93.26 |
-2.4% |
3,896.42 |
High |
3,927.02 |
3,856.83 |
-70.19 |
-1.8% |
3,952.13 |
Low |
3,772.54 |
3,741.11 |
-31.43 |
-0.8% |
3,669.80 |
Close |
3,805.54 |
3,846.30 |
40.76 |
1.1% |
3,846.30 |
Range |
154.48 |
115.72 |
-38.76 |
-25.1% |
282.33 |
ATR |
313.06 |
298.96 |
-14.10 |
-4.5% |
0.00 |
Volume |
49,423 |
40,254 |
-9,169 |
-18.6% |
211,282 |
|
Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,161.91 |
4,119.82 |
3,909.95 |
|
R3 |
4,046.19 |
4,004.10 |
3,878.12 |
|
R2 |
3,930.47 |
3,930.47 |
3,867.52 |
|
R1 |
3,888.38 |
3,888.38 |
3,856.91 |
3,909.43 |
PP |
3,814.75 |
3,814.75 |
3,814.75 |
3,825.27 |
S1 |
3,772.66 |
3,772.66 |
3,835.69 |
3,793.71 |
S2 |
3,699.03 |
3,699.03 |
3,825.08 |
|
S3 |
3,583.31 |
3,656.94 |
3,814.48 |
|
S4 |
3,467.59 |
3,541.22 |
3,782.65 |
|
|
Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,669.73 |
4,540.35 |
4,001.58 |
|
R3 |
4,387.40 |
4,258.02 |
3,923.94 |
|
R2 |
4,105.07 |
4,105.07 |
3,898.06 |
|
R1 |
3,975.69 |
3,975.69 |
3,872.18 |
3,899.22 |
PP |
3,822.74 |
3,822.74 |
3,822.74 |
3,784.51 |
S1 |
3,693.36 |
3,693.36 |
3,820.42 |
3,616.89 |
S2 |
3,540.41 |
3,540.41 |
3,794.54 |
|
S3 |
3,258.08 |
3,411.03 |
3,768.66 |
|
S4 |
2,975.75 |
3,128.70 |
3,691.02 |
|
|
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 |
9.7% |
209.16 |
5.4% |
72% |
False |
False |
63,914 |
10 |
4,258.85 |
3,577.94 |
680.91 |
17.7% |
280.56 |
7.3% |
39% |
False |
False |
98,743 |
20 |
4,258.85 |
3,158.10 |
1,100.75 |
28.6% |
283.86 |
7.4% |
63% |
False |
False |
102,649 |
40 |
6,568.87 |
3,158.10 |
3,410.77 |
88.7% |
334.95 |
8.7% |
20% |
False |
False |
108,590 |
60 |
6,980.29 |
3,158.10 |
3,822.19 |
99.4% |
282.55 |
7.3% |
18% |
False |
False |
87,911 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
99.4% |
264.36 |
6.9% |
18% |
False |
False |
78,740 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
110.4% |
276.48 |
7.2% |
16% |
False |
False |
77,161 |
120 |
8,485.03 |
3,158.10 |
5,326.93 |
138.5% |
304.51 |
7.9% |
13% |
False |
False |
77,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,348.64 |
2.618 |
4,159.78 |
1.618 |
4,044.06 |
1.000 |
3,972.55 |
0.618 |
3,928.34 |
HIGH |
3,856.83 |
0.618 |
3,812.62 |
0.500 |
3,798.97 |
0.382 |
3,785.32 |
LOW |
3,741.11 |
0.618 |
3,669.60 |
1.000 |
3,625.39 |
1.618 |
3,553.88 |
2.618 |
3,438.16 |
4.250 |
3,249.30 |
|
|
Fisher Pivots for day following 04-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,830.52 |
3,842.22 |
PP |
3,814.75 |
3,838.14 |
S1 |
3,798.97 |
3,834.07 |
|