| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,285.0 |
1,288.5 |
3.5 |
0.3% |
1,260.7 |
| High |
1,291.0 |
1,296.9 |
5.9 |
0.5% |
1,284.7 |
| Low |
1,280.6 |
1,286.4 |
5.8 |
0.5% |
1,260.0 |
| Close |
1,284.1 |
1,294.8 |
10.7 |
0.8% |
1,283.0 |
| Range |
10.4 |
10.5 |
0.1 |
1.0% |
24.7 |
| ATR |
11.5 |
11.6 |
0.1 |
0.8% |
0.0 |
| Volume |
235,334 |
244,542 |
9,208 |
3.9% |
722,011 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,324.2 |
1,320.0 |
1,300.6 |
|
| R3 |
1,313.7 |
1,309.5 |
1,297.7 |
|
| R2 |
1,303.2 |
1,303.2 |
1,296.7 |
|
| R1 |
1,299.0 |
1,299.0 |
1,295.8 |
1,301.1 |
| PP |
1,292.7 |
1,292.7 |
1,292.7 |
1,293.8 |
| S1 |
1,288.5 |
1,288.5 |
1,293.8 |
1,290.6 |
| S2 |
1,282.2 |
1,282.2 |
1,292.9 |
|
| S3 |
1,271.7 |
1,278.0 |
1,291.9 |
|
| S4 |
1,261.2 |
1,267.5 |
1,289.0 |
|
|
| 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 |
1,296.9 |
1,269.1 |
27.8 |
2.1% |
9.7 |
0.7% |
92% |
True |
False |
193,872 |
| 10 |
1,296.9 |
1,245.3 |
51.6 |
4.0% |
12.7 |
1.0% |
96% |
True |
False |
212,146 |
| 20 |
1,296.9 |
1,236.5 |
60.4 |
4.7% |
10.9 |
0.8% |
97% |
True |
False |
197,062 |
| 40 |
1,296.9 |
1,202.4 |
94.5 |
7.3% |
11.1 |
0.9% |
98% |
True |
False |
144,115 |
| 60 |
1,296.9 |
1,192.6 |
104.3 |
8.1% |
11.5 |
0.9% |
98% |
True |
False |
98,946 |
| 80 |
1,296.9 |
1,190.0 |
106.9 |
8.3% |
11.7 |
0.9% |
98% |
True |
False |
75,087 |
| 100 |
1,296.9 |
1,173.2 |
123.7 |
9.6% |
11.7 |
0.9% |
98% |
True |
False |
60,479 |
| 120 |
1,296.9 |
1,173.2 |
123.7 |
9.6% |
11.5 |
0.9% |
98% |
True |
False |
50,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,341.5 |
|
2.618 |
1,324.4 |
|
1.618 |
1,313.9 |
|
1.000 |
1,307.4 |
|
0.618 |
1,303.4 |
|
HIGH |
1,296.9 |
|
0.618 |
1,292.9 |
|
0.500 |
1,291.7 |
|
0.382 |
1,290.4 |
|
LOW |
1,286.4 |
|
0.618 |
1,279.9 |
|
1.000 |
1,275.9 |
|
1.618 |
1,269.4 |
|
2.618 |
1,258.9 |
|
4.250 |
1,241.8 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,293.8 |
1,292.6 |
| PP |
1,292.7 |
1,290.5 |
| S1 |
1,291.7 |
1,288.3 |
|