Trading Metrics calculated at close of trading on 16-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,668.29 |
3,593.63 |
-74.66 |
-2.0% |
3,846.30 |
High |
3,691.42 |
3,692.17 |
0.75 |
0.0% |
4,114.72 |
Low |
3,570.48 |
3,575.62 |
5.14 |
0.1% |
3,590.98 |
Close |
3,593.63 |
3,601.81 |
8.18 |
0.2% |
3,651.60 |
Range |
120.94 |
116.55 |
-4.39 |
-3.6% |
523.74 |
ATR |
260.71 |
250.41 |
-10.30 |
-3.9% |
0.00 |
Volume |
44,691 |
62,198 |
17,507 |
39.2% |
336,796 |
|
Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,972.85 |
3,903.88 |
3,665.91 |
|
R3 |
3,856.30 |
3,787.33 |
3,633.86 |
|
R2 |
3,739.75 |
3,739.75 |
3,623.18 |
|
R1 |
3,670.78 |
3,670.78 |
3,612.49 |
3,705.27 |
PP |
3,623.20 |
3,623.20 |
3,623.20 |
3,640.44 |
S1 |
3,554.23 |
3,554.23 |
3,591.13 |
3,588.72 |
S2 |
3,506.65 |
3,506.65 |
3,580.44 |
|
S3 |
3,390.10 |
3,437.68 |
3,569.76 |
|
S4 |
3,273.55 |
3,321.13 |
3,537.71 |
|
|
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 |
4,069.07 |
3,487.60 |
581.47 |
16.1% |
213.93 |
5.9% |
20% |
False |
False |
65,978 |
10 |
4,114.72 |
3,487.60 |
627.12 |
17.4% |
183.94 |
5.1% |
18% |
False |
False |
58,296 |
20 |
4,258.85 |
3,479.00 |
779.85 |
21.7% |
247.93 |
6.9% |
16% |
False |
False |
84,915 |
40 |
5,704.62 |
3,158.10 |
2,546.52 |
70.7% |
321.87 |
8.9% |
17% |
False |
False |
107,740 |
60 |
6,568.87 |
3,158.10 |
3,410.77 |
94.7% |
272.68 |
7.6% |
13% |
False |
False |
87,335 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
106.1% |
259.09 |
7.2% |
12% |
False |
False |
79,041 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
117.9% |
263.47 |
7.3% |
10% |
False |
False |
75,696 |
120 |
8,289.31 |
3,158.10 |
5,131.21 |
142.5% |
287.53 |
8.0% |
9% |
False |
False |
76,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,187.51 |
2.618 |
3,997.30 |
1.618 |
3,880.75 |
1.000 |
3,808.72 |
0.618 |
3,764.20 |
HIGH |
3,692.17 |
0.618 |
3,647.65 |
0.500 |
3,633.90 |
0.382 |
3,620.14 |
LOW |
3,575.62 |
0.618 |
3,503.59 |
1.000 |
3,459.07 |
1.618 |
3,387.04 |
2.618 |
3,270.49 |
4.250 |
3,080.28 |
|
|
Fisher Pivots for day following 16-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,633.90 |
3,609.95 |
PP |
3,623.20 |
3,607.24 |
S1 |
3,612.51 |
3,604.52 |
|