Trading Metrics calculated at close of trading on 08-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,846.30 |
4,015.68 |
169.38 |
4.4% |
3,896.42 |
High |
4,088.95 |
4,114.72 |
25.77 |
0.6% |
3,952.13 |
Low |
3,788.95 |
3,974.12 |
185.17 |
4.9% |
3,669.80 |
Close |
4,015.68 |
4,004.43 |
-11.25 |
-0.3% |
3,846.30 |
Range |
300.00 |
140.60 |
-159.40 |
-53.1% |
282.33 |
ATR |
299.04 |
287.72 |
-11.32 |
-3.8% |
0.00 |
Volume |
41,577 |
72,496 |
30,919 |
74.4% |
211,282 |
|
Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,452.89 |
4,369.26 |
4,081.76 |
|
R3 |
4,312.29 |
4,228.66 |
4,043.10 |
|
R2 |
4,171.69 |
4,171.69 |
4,030.21 |
|
R1 |
4,088.06 |
4,088.06 |
4,017.32 |
4,059.58 |
PP |
4,031.09 |
4,031.09 |
4,031.09 |
4,016.85 |
S1 |
3,947.46 |
3,947.46 |
3,991.54 |
3,918.98 |
S2 |
3,890.49 |
3,890.49 |
3,978.65 |
|
S3 |
3,749.89 |
3,806.86 |
3,965.77 |
|
S4 |
3,609.29 |
3,666.26 |
3,927.10 |
|
|
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 |
4,114.72 |
3,741.11 |
373.61 |
9.3% |
167.22 |
4.2% |
70% |
True |
False |
50,790 |
10 |
4,258.85 |
3,577.94 |
680.91 |
17.0% |
235.86 |
5.9% |
63% |
False |
False |
74,315 |
20 |
4,258.85 |
3,158.10 |
1,100.75 |
27.5% |
271.50 |
6.8% |
77% |
False |
False |
91,174 |
40 |
6,481.60 |
3,158.10 |
3,323.50 |
83.0% |
340.15 |
8.5% |
25% |
False |
False |
109,423 |
60 |
6,980.29 |
3,158.10 |
3,822.19 |
95.4% |
280.92 |
7.0% |
22% |
False |
False |
87,460 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
95.4% |
265.20 |
6.6% |
22% |
False |
False |
78,810 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
106.1% |
271.52 |
6.8% |
20% |
False |
False |
75,974 |
120 |
8,485.03 |
3,158.10 |
5,326.93 |
133.0% |
298.68 |
7.5% |
16% |
False |
False |
76,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,712.27 |
2.618 |
4,482.81 |
1.618 |
4,342.21 |
1.000 |
4,255.32 |
0.618 |
4,201.61 |
HIGH |
4,114.72 |
0.618 |
4,061.01 |
0.500 |
4,044.42 |
0.382 |
4,027.83 |
LOW |
3,974.12 |
0.618 |
3,887.23 |
1.000 |
3,833.52 |
1.618 |
3,746.63 |
2.618 |
3,606.03 |
4.250 |
3,376.57 |
|
|
Fisher Pivots for day following 08-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
4,044.42 |
3,978.93 |
PP |
4,031.09 |
3,953.42 |
S1 |
4,017.76 |
3,927.92 |
|