Trading Metrics calculated at close of trading on 02-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,283.0 |
1,285.0 |
2.0 |
0.2% |
1,260.7 |
High |
1,286.5 |
1,291.0 |
4.5 |
0.3% |
1,284.7 |
Low |
1,279.7 |
1,280.6 |
0.9 |
0.1% |
1,260.0 |
Close |
1,281.3 |
1,284.1 |
2.8 |
0.2% |
1,283.0 |
Range |
6.8 |
10.4 |
3.6 |
52.9% |
24.7 |
ATR |
11.5 |
11.5 |
-0.1 |
-0.7% |
0.0 |
Volume |
113,258 |
235,334 |
122,076 |
107.8% |
722,011 |
|
Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.4 |
1,310.7 |
1,289.8 |
|
R3 |
1,306.0 |
1,300.3 |
1,287.0 |
|
R2 |
1,295.6 |
1,295.6 |
1,286.0 |
|
R1 |
1,289.9 |
1,289.9 |
1,285.1 |
1,287.6 |
PP |
1,285.2 |
1,285.2 |
1,285.2 |
1,284.1 |
S1 |
1,279.5 |
1,279.5 |
1,283.1 |
1,277.2 |
S2 |
1,274.8 |
1,274.8 |
1,282.2 |
|
S3 |
1,264.4 |
1,269.1 |
1,281.2 |
|
S4 |
1,254.0 |
1,258.7 |
1,278.4 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.0 |
1,341.2 |
1,296.6 |
|
R3 |
1,325.3 |
1,316.5 |
1,289.8 |
|
R2 |
1,300.6 |
1,300.6 |
1,287.5 |
|
R1 |
1,291.8 |
1,291.8 |
1,285.3 |
1,296.2 |
PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,278.1 |
S1 |
1,267.1 |
1,267.1 |
1,280.7 |
1,271.5 |
S2 |
1,251.2 |
1,251.2 |
1,278.5 |
|
S3 |
1,226.5 |
1,242.4 |
1,276.2 |
|
S4 |
1,201.8 |
1,217.7 |
1,269.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,291.0 |
1,267.4 |
23.6 |
1.8% |
10.6 |
0.8% |
71% |
True |
False |
186,672 |
10 |
1,291.0 |
1,245.3 |
45.7 |
3.6% |
12.2 |
1.0% |
85% |
True |
False |
204,851 |
20 |
1,291.0 |
1,235.8 |
55.2 |
4.3% |
10.9 |
0.9% |
88% |
True |
False |
195,892 |
40 |
1,291.0 |
1,202.4 |
88.6 |
6.9% |
11.1 |
0.9% |
92% |
True |
False |
138,279 |
60 |
1,291.0 |
1,192.0 |
99.0 |
7.7% |
11.7 |
0.9% |
93% |
True |
False |
94,968 |
80 |
1,291.0 |
1,190.0 |
101.0 |
7.9% |
11.7 |
0.9% |
93% |
True |
False |
72,067 |
100 |
1,291.0 |
1,173.2 |
117.8 |
9.2% |
11.8 |
0.9% |
94% |
True |
False |
58,061 |
120 |
1,291.0 |
1,173.2 |
117.8 |
9.2% |
11.5 |
0.9% |
94% |
True |
False |
48,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.2 |
2.618 |
1,318.2 |
1.618 |
1,307.8 |
1.000 |
1,301.4 |
0.618 |
1,297.4 |
HIGH |
1,291.0 |
0.618 |
1,287.0 |
0.500 |
1,285.8 |
0.382 |
1,284.6 |
LOW |
1,280.6 |
0.618 |
1,274.2 |
1.000 |
1,270.2 |
1.618 |
1,263.8 |
2.618 |
1,253.4 |
4.250 |
1,236.4 |
|
|
Fisher Pivots for day following 02-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,285.8 |
1,284.0 |
PP |
1,285.2 |
1,283.9 |
S1 |
1,284.7 |
1,283.8 |
|