Trading Metrics calculated at close of trading on 09-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
4,015.68 |
4,004.43 |
-11.25 |
-0.3% |
3,896.42 |
High |
4,114.72 |
4,035.94 |
-78.78 |
-1.9% |
3,952.13 |
Low |
3,974.12 |
3,976.97 |
2.85 |
0.1% |
3,669.80 |
Close |
4,004.43 |
4,009.74 |
5.31 |
0.1% |
3,846.30 |
Range |
140.60 |
58.97 |
-81.63 |
-58.1% |
282.33 |
ATR |
287.72 |
271.38 |
-16.34 |
-5.7% |
0.00 |
Volume |
72,496 |
49,323 |
-23,173 |
-32.0% |
211,282 |
|
Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,184.46 |
4,156.07 |
4,042.17 |
|
R3 |
4,125.49 |
4,097.10 |
4,025.96 |
|
R2 |
4,066.52 |
4,066.52 |
4,020.55 |
|
R1 |
4,038.13 |
4,038.13 |
4,015.15 |
4,052.33 |
PP |
4,007.55 |
4,007.55 |
4,007.55 |
4,014.65 |
S1 |
3,979.16 |
3,979.16 |
4,004.33 |
3,993.36 |
S2 |
3,948.58 |
3,948.58 |
3,998.93 |
|
S3 |
3,889.61 |
3,920.19 |
3,993.52 |
|
S4 |
3,830.64 |
3,861.22 |
3,977.31 |
|
|
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% |
153.95 |
3.8% |
72% |
False |
False |
50,614 |
10 |
4,114.72 |
3,577.94 |
536.78 |
13.4% |
198.10 |
4.9% |
80% |
False |
False |
66,227 |
20 |
4,258.85 |
3,158.10 |
1,100.75 |
27.5% |
252.61 |
6.3% |
77% |
False |
False |
90,852 |
40 |
6,453.60 |
3,158.10 |
3,295.50 |
82.2% |
338.81 |
8.4% |
26% |
False |
False |
109,814 |
60 |
6,980.29 |
3,158.10 |
3,822.19 |
95.3% |
279.74 |
7.0% |
22% |
False |
False |
87,599 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
95.3% |
263.56 |
6.6% |
22% |
False |
False |
78,789 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
105.9% |
269.53 |
6.7% |
20% |
False |
False |
75,800 |
120 |
8,485.03 |
3,158.10 |
5,326.93 |
132.8% |
297.29 |
7.4% |
16% |
False |
False |
76,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,286.56 |
2.618 |
4,190.32 |
1.618 |
4,131.35 |
1.000 |
4,094.91 |
0.618 |
4,072.38 |
HIGH |
4,035.94 |
0.618 |
4,013.41 |
0.500 |
4,006.46 |
0.382 |
3,999.50 |
LOW |
3,976.97 |
0.618 |
3,940.53 |
1.000 |
3,918.00 |
1.618 |
3,881.56 |
2.618 |
3,822.59 |
4.250 |
3,726.35 |
|
|
Fisher Pivots for day following 09-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
4,008.65 |
3,990.44 |
PP |
4,007.55 |
3,971.14 |
S1 |
4,006.46 |
3,951.84 |
|