Trading Metrics calculated at close of trading on 07-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,805.28 |
3,846.30 |
41.02 |
1.1% |
3,896.42 |
High |
3,856.83 |
4,088.95 |
232.12 |
6.0% |
3,952.13 |
Low |
3,741.11 |
3,788.95 |
47.84 |
1.3% |
3,669.80 |
Close |
3,846.30 |
4,015.68 |
169.38 |
4.4% |
3,846.30 |
Range |
115.72 |
300.00 |
184.28 |
159.2% |
282.33 |
ATR |
298.96 |
299.04 |
0.07 |
0.0% |
0.00 |
Volume |
40,254 |
41,577 |
1,323 |
3.3% |
211,282 |
|
Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,864.53 |
4,740.10 |
4,180.68 |
|
R3 |
4,564.53 |
4,440.10 |
4,098.18 |
|
R2 |
4,264.53 |
4,264.53 |
4,070.68 |
|
R1 |
4,140.10 |
4,140.10 |
4,043.18 |
4,202.32 |
PP |
3,964.53 |
3,964.53 |
3,964.53 |
3,995.63 |
S1 |
3,840.10 |
3,840.10 |
3,988.18 |
3,902.32 |
S2 |
3,664.53 |
3,664.53 |
3,960.68 |
|
S3 |
3,364.53 |
3,540.10 |
3,933.18 |
|
S4 |
3,064.53 |
3,240.10 |
3,850.68 |
|
|
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 |
4,088.95 |
3,669.80 |
419.15 |
10.4% |
195.56 |
4.9% |
83% |
True |
False |
50,571 |
10 |
4,258.85 |
3,577.94 |
680.91 |
17.0% |
261.73 |
6.5% |
64% |
False |
False |
80,898 |
20 |
4,258.85 |
3,158.10 |
1,100.75 |
27.4% |
285.35 |
7.1% |
78% |
False |
False |
98,725 |
40 |
6,553.24 |
3,158.10 |
3,395.14 |
84.5% |
339.39 |
8.5% |
25% |
False |
False |
108,562 |
60 |
6,980.29 |
3,158.10 |
3,822.19 |
95.2% |
285.13 |
7.1% |
22% |
False |
False |
87,915 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
95.2% |
266.24 |
6.6% |
22% |
False |
False |
78,630 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
105.8% |
275.58 |
6.9% |
20% |
False |
False |
76,492 |
120 |
8,485.03 |
3,158.10 |
5,326.93 |
132.7% |
300.28 |
7.5% |
16% |
False |
False |
76,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,363.95 |
2.618 |
4,874.35 |
1.618 |
4,574.35 |
1.000 |
4,388.95 |
0.618 |
4,274.35 |
HIGH |
4,088.95 |
0.618 |
3,974.35 |
0.500 |
3,938.95 |
0.382 |
3,903.55 |
LOW |
3,788.95 |
0.618 |
3,603.55 |
1.000 |
3,488.95 |
1.618 |
3,303.55 |
2.618 |
3,003.55 |
4.250 |
2,513.95 |
|
|
Fisher Pivots for day following 07-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,990.10 |
3,982.13 |
PP |
3,964.53 |
3,948.58 |
S1 |
3,938.95 |
3,915.03 |
|