Trading Metrics calculated at close of trading on 11-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
4,009.74 |
3,634.23 |
-375.51 |
-9.4% |
3,846.30 |
High |
4,069.07 |
3,708.66 |
-360.41 |
-8.9% |
4,114.72 |
Low |
3,590.98 |
3,599.29 |
8.31 |
0.2% |
3,590.98 |
Close |
3,634.24 |
3,651.60 |
17.36 |
0.5% |
3,651.60 |
Range |
478.09 |
109.37 |
-368.72 |
-77.1% |
523.74 |
ATR |
286.15 |
273.52 |
-12.63 |
-4.4% |
0.00 |
Volume |
125,236 |
48,164 |
-77,072 |
-61.5% |
336,796 |
|
Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,981.29 |
3,925.82 |
3,711.75 |
|
R3 |
3,871.92 |
3,816.45 |
3,681.68 |
|
R2 |
3,762.55 |
3,762.55 |
3,671.65 |
|
R1 |
3,707.08 |
3,707.08 |
3,661.63 |
3,734.82 |
PP |
3,653.18 |
3,653.18 |
3,653.18 |
3,667.05 |
S1 |
3,597.71 |
3,597.71 |
3,641.57 |
3,625.45 |
S2 |
3,543.81 |
3,543.81 |
3,631.55 |
|
S3 |
3,434.44 |
3,488.34 |
3,621.52 |
|
S4 |
3,325.07 |
3,378.97 |
3,591.45 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,356.99 |
5,028.03 |
3,939.66 |
|
R3 |
4,833.25 |
4,504.29 |
3,795.63 |
|
R2 |
4,309.51 |
4,309.51 |
3,747.62 |
|
R1 |
3,980.55 |
3,980.55 |
3,699.61 |
3,883.16 |
PP |
3,785.77 |
3,785.77 |
3,785.77 |
3,737.07 |
S1 |
3,456.81 |
3,456.81 |
3,603.59 |
3,359.42 |
S2 |
3,262.03 |
3,262.03 |
3,555.58 |
|
S3 |
2,738.29 |
2,933.07 |
3,507.57 |
|
S4 |
2,214.55 |
2,409.33 |
3,363.54 |
|
|
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 |
14.3% |
217.41 |
6.0% |
12% |
False |
False |
67,359 |
10 |
4,114.72 |
3,577.94 |
536.78 |
14.7% |
213.29 |
5.8% |
14% |
False |
False |
65,636 |
20 |
4,258.85 |
3,158.10 |
1,100.75 |
30.1% |
267.91 |
7.3% |
45% |
False |
False |
91,482 |
40 |
6,391.71 |
3,158.10 |
3,233.61 |
88.6% |
347.36 |
9.5% |
15% |
False |
False |
112,535 |
60 |
6,632.71 |
3,158.10 |
3,474.61 |
95.2% |
273.23 |
7.5% |
14% |
False |
False |
86,632 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
104.7% |
264.34 |
7.2% |
13% |
False |
False |
79,676 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
116.3% |
269.24 |
7.4% |
12% |
False |
False |
76,530 |
120 |
8,485.03 |
3,158.10 |
5,326.93 |
145.9% |
294.20 |
8.1% |
9% |
False |
False |
76,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,173.48 |
2.618 |
3,994.99 |
1.618 |
3,885.62 |
1.000 |
3,818.03 |
0.618 |
3,776.25 |
HIGH |
3,708.66 |
0.618 |
3,666.88 |
0.500 |
3,653.98 |
0.382 |
3,641.07 |
LOW |
3,599.29 |
0.618 |
3,531.70 |
1.000 |
3,489.92 |
1.618 |
3,422.33 |
2.618 |
3,312.96 |
4.250 |
3,134.47 |
|
|
Fisher Pivots for day following 11-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,653.98 |
3,830.03 |
PP |
3,653.18 |
3,770.55 |
S1 |
3,652.39 |
3,711.08 |
|