Trading Metrics calculated at close of trading on 04-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,288.5 |
1,296.5 |
8.0 |
0.6% |
1,283.0 |
High |
1,296.9 |
1,300.4 |
3.5 |
0.3% |
1,300.4 |
Low |
1,286.4 |
1,278.1 |
-8.3 |
-0.6% |
1,278.1 |
Close |
1,294.8 |
1,285.8 |
-9.0 |
-0.7% |
1,285.8 |
Range |
10.5 |
22.3 |
11.8 |
112.4% |
22.3 |
ATR |
11.6 |
12.3 |
0.8 |
6.6% |
0.0 |
Volume |
244,542 |
316,063 |
71,521 |
29.2% |
909,197 |
|
Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.0 |
1,342.7 |
1,298.1 |
|
R3 |
1,332.7 |
1,320.4 |
1,291.9 |
|
R2 |
1,310.4 |
1,310.4 |
1,289.9 |
|
R1 |
1,298.1 |
1,298.1 |
1,287.8 |
1,293.1 |
PP |
1,288.1 |
1,288.1 |
1,288.1 |
1,285.6 |
S1 |
1,275.8 |
1,275.8 |
1,283.8 |
1,270.8 |
S2 |
1,265.8 |
1,265.8 |
1,281.7 |
|
S3 |
1,243.5 |
1,253.5 |
1,279.7 |
|
S4 |
1,221.2 |
1,231.2 |
1,273.5 |
|
|
Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.0 |
1,342.7 |
1,298.1 |
|
R3 |
1,332.7 |
1,320.4 |
1,291.9 |
|
R2 |
1,310.4 |
1,310.4 |
1,289.9 |
|
R1 |
1,298.1 |
1,298.1 |
1,287.8 |
1,304.3 |
PP |
1,288.1 |
1,288.1 |
1,288.1 |
1,291.2 |
S1 |
1,275.8 |
1,275.8 |
1,283.8 |
1,282.0 |
S2 |
1,265.8 |
1,265.8 |
1,281.7 |
|
S3 |
1,243.5 |
1,253.5 |
1,279.7 |
|
S4 |
1,221.2 |
1,231.2 |
1,273.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,300.4 |
1,276.5 |
23.9 |
1.9% |
11.6 |
0.9% |
39% |
True |
False |
214,384 |
10 |
1,300.4 |
1,246.2 |
54.2 |
4.2% |
13.3 |
1.0% |
73% |
True |
False |
216,222 |
20 |
1,300.4 |
1,236.5 |
63.9 |
5.0% |
11.7 |
0.9% |
77% |
True |
False |
207,355 |
40 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.4 |
0.9% |
85% |
True |
False |
151,716 |
60 |
1,300.4 |
1,194.6 |
105.8 |
8.2% |
11.8 |
0.9% |
86% |
True |
False |
104,133 |
80 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.9 |
0.9% |
87% |
True |
False |
79,019 |
100 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.7 |
0.9% |
89% |
True |
False |
63,605 |
120 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.7 |
0.9% |
89% |
True |
False |
53,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,395.2 |
2.618 |
1,358.8 |
1.618 |
1,336.5 |
1.000 |
1,322.7 |
0.618 |
1,314.2 |
HIGH |
1,300.4 |
0.618 |
1,291.9 |
0.500 |
1,289.3 |
0.382 |
1,286.6 |
LOW |
1,278.1 |
0.618 |
1,264.3 |
1.000 |
1,255.8 |
1.618 |
1,242.0 |
2.618 |
1,219.7 |
4.250 |
1,183.3 |
|
|
Fisher Pivots for day following 04-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,289.3 |
1,289.3 |
PP |
1,288.1 |
1,288.1 |
S1 |
1,287.0 |
1,287.0 |
|