Trading Metrics calculated at close of trading on 17-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,593.63 |
3,603.28 |
9.65 |
0.3% |
3,846.30 |
High |
3,692.17 |
3,668.90 |
-23.27 |
-0.6% |
4,114.72 |
Low |
3,575.62 |
3,573.52 |
-2.10 |
-0.1% |
3,590.98 |
Close |
3,601.81 |
3,629.52 |
27.71 |
0.8% |
3,651.60 |
Range |
116.55 |
95.38 |
-21.17 |
-18.2% |
523.74 |
ATR |
250.41 |
239.34 |
-11.07 |
-4.4% |
0.00 |
Volume |
62,198 |
38,494 |
-23,704 |
-38.1% |
336,796 |
|
Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,910.12 |
3,865.20 |
3,681.98 |
|
R3 |
3,814.74 |
3,769.82 |
3,655.75 |
|
R2 |
3,719.36 |
3,719.36 |
3,647.01 |
|
R1 |
3,674.44 |
3,674.44 |
3,638.26 |
3,696.90 |
PP |
3,623.98 |
3,623.98 |
3,623.98 |
3,635.21 |
S1 |
3,579.06 |
3,579.06 |
3,620.78 |
3,601.52 |
S2 |
3,528.60 |
3,528.60 |
3,612.03 |
|
S3 |
3,433.22 |
3,483.68 |
3,603.29 |
|
S4 |
3,337.84 |
3,388.30 |
3,577.06 |
|
|
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 |
3,732.30 |
3,487.60 |
244.70 |
6.7% |
137.39 |
3.8% |
58% |
False |
False |
48,630 |
10 |
4,114.72 |
3,487.60 |
627.12 |
17.3% |
178.03 |
4.9% |
23% |
False |
False |
57,203 |
20 |
4,258.85 |
3,487.60 |
771.25 |
21.2% |
245.03 |
6.8% |
18% |
False |
False |
83,869 |
40 |
4,976.90 |
3,158.10 |
1,818.80 |
50.1% |
301.41 |
8.3% |
26% |
False |
False |
104,213 |
60 |
6,568.87 |
3,158.10 |
3,410.77 |
94.0% |
271.70 |
7.5% |
14% |
False |
False |
87,682 |
80 |
6,980.29 |
3,158.10 |
3,822.19 |
105.3% |
257.24 |
7.1% |
12% |
False |
False |
78,922 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
117.0% |
262.18 |
7.2% |
11% |
False |
False |
75,574 |
120 |
8,289.31 |
3,158.10 |
5,131.21 |
141.4% |
284.39 |
7.8% |
9% |
False |
False |
75,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,074.27 |
2.618 |
3,918.60 |
1.618 |
3,823.22 |
1.000 |
3,764.28 |
0.618 |
3,727.84 |
HIGH |
3,668.90 |
0.618 |
3,632.46 |
0.500 |
3,621.21 |
0.382 |
3,609.96 |
LOW |
3,573.52 |
0.618 |
3,514.58 |
1.000 |
3,478.14 |
1.618 |
3,419.20 |
2.618 |
3,323.82 |
4.250 |
3,168.16 |
|
|
Fisher Pivots for day following 17-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,626.75 |
3,631.33 |
PP |
3,623.98 |
3,630.72 |
S1 |
3,621.21 |
3,630.12 |
|