Trading Metrics calculated at close of trading on 10-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
4,004.43 |
4,009.74 |
5.31 |
0.1% |
3,896.42 |
High |
4,035.94 |
4,069.07 |
33.13 |
0.8% |
3,952.13 |
Low |
3,976.97 |
3,590.98 |
-385.99 |
-9.7% |
3,669.80 |
Close |
4,009.74 |
3,634.24 |
-375.50 |
-9.4% |
3,846.30 |
Range |
58.97 |
478.09 |
419.12 |
710.7% |
282.33 |
ATR |
271.38 |
286.15 |
14.76 |
5.4% |
0.00 |
Volume |
49,323 |
125,236 |
75,913 |
153.9% |
211,282 |
|
Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,199.03 |
4,894.73 |
3,897.19 |
|
R3 |
4,720.94 |
4,416.64 |
3,765.71 |
|
R2 |
4,242.85 |
4,242.85 |
3,721.89 |
|
R1 |
3,938.55 |
3,938.55 |
3,678.06 |
3,851.66 |
PP |
3,764.76 |
3,764.76 |
3,764.76 |
3,721.32 |
S1 |
3,460.46 |
3,460.46 |
3,590.42 |
3,373.57 |
S2 |
3,286.67 |
3,286.67 |
3,546.59 |
|
S3 |
2,808.58 |
2,982.37 |
3,502.77 |
|
S4 |
2,330.49 |
2,504.28 |
3,371.29 |
|
|
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 |
3,590.98 |
523.74 |
14.4% |
218.68 |
6.0% |
8% |
False |
True |
65,777 |
10 |
4,114.72 |
3,577.94 |
536.78 |
14.8% |
228.42 |
6.3% |
10% |
False |
False |
69,737 |
20 |
4,258.85 |
3,158.10 |
1,100.75 |
30.3% |
270.29 |
7.4% |
43% |
False |
False |
92,902 |
40 |
6,421.42 |
3,158.10 |
3,263.32 |
89.8% |
347.70 |
9.6% |
15% |
False |
False |
112,221 |
60 |
6,632.71 |
3,158.10 |
3,474.61 |
95.6% |
274.74 |
7.6% |
14% |
False |
False |
86,861 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
105.2% |
265.09 |
7.3% |
12% |
False |
False |
79,676 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
116.9% |
271.16 |
7.5% |
11% |
False |
False |
76,465 |
120 |
8,485.03 |
3,158.10 |
5,326.93 |
146.6% |
298.06 |
8.2% |
9% |
False |
False |
77,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,100.95 |
2.618 |
5,320.71 |
1.618 |
4,842.62 |
1.000 |
4,547.16 |
0.618 |
4,364.53 |
HIGH |
4,069.07 |
0.618 |
3,886.44 |
0.500 |
3,830.03 |
0.382 |
3,773.61 |
LOW |
3,590.98 |
0.618 |
3,295.52 |
1.000 |
3,112.89 |
1.618 |
2,817.43 |
2.618 |
2,339.34 |
4.250 |
1,559.10 |
|
|
Fisher Pivots for day following 10-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,830.03 |
3,852.85 |
PP |
3,764.76 |
3,779.98 |
S1 |
3,699.50 |
3,707.11 |
|