| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,287.0 |
1,289.9 |
2.9 |
0.2% |
1,283.0 |
| High |
1,297.0 |
1,291.4 |
-5.6 |
-0.4% |
1,300.4 |
| Low |
1,284.1 |
1,280.2 |
-3.9 |
-0.3% |
1,278.1 |
| Close |
1,289.9 |
1,285.9 |
-4.0 |
-0.3% |
1,285.8 |
| Range |
12.9 |
11.2 |
-1.7 |
-13.2% |
22.3 |
| ATR |
12.4 |
12.3 |
-0.1 |
-0.7% |
0.0 |
| Volume |
204,679 |
221,915 |
17,236 |
8.4% |
909,197 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.4 |
1,313.9 |
1,292.1 |
|
| R3 |
1,308.2 |
1,302.7 |
1,289.0 |
|
| R2 |
1,297.0 |
1,297.0 |
1,288.0 |
|
| R1 |
1,291.5 |
1,291.5 |
1,286.9 |
1,288.7 |
| PP |
1,285.8 |
1,285.8 |
1,285.8 |
1,284.4 |
| S1 |
1,280.3 |
1,280.3 |
1,284.9 |
1,277.5 |
| S2 |
1,274.6 |
1,274.6 |
1,283.8 |
|
| S3 |
1,263.4 |
1,269.1 |
1,282.8 |
|
| S4 |
1,252.2 |
1,257.9 |
1,279.7 |
|
|
| 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 |
1,278.1 |
22.3 |
1.7% |
13.5 |
1.0% |
35% |
False |
False |
244,506 |
| 10 |
1,300.4 |
1,260.0 |
40.4 |
3.1% |
12.4 |
1.0% |
64% |
False |
False |
205,780 |
| 20 |
1,300.4 |
1,236.5 |
63.9 |
5.0% |
11.7 |
0.9% |
77% |
False |
False |
204,964 |
| 40 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.5 |
0.9% |
85% |
False |
False |
160,935 |
| 60 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.4 |
0.9% |
85% |
False |
False |
110,818 |
| 80 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.8 |
0.9% |
87% |
False |
False |
84,293 |
| 100 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.7 |
0.9% |
89% |
False |
False |
67,831 |
| 120 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.6 |
0.9% |
89% |
False |
False |
56,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,339.0 |
|
2.618 |
1,320.7 |
|
1.618 |
1,309.5 |
|
1.000 |
1,302.6 |
|
0.618 |
1,298.3 |
|
HIGH |
1,291.4 |
|
0.618 |
1,287.1 |
|
0.500 |
1,285.8 |
|
0.382 |
1,284.5 |
|
LOW |
1,280.2 |
|
0.618 |
1,273.3 |
|
1.000 |
1,269.0 |
|
1.618 |
1,262.1 |
|
2.618 |
1,250.9 |
|
4.250 |
1,232.6 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.9 |
1,289.3 |
| PP |
1,285.8 |
1,288.1 |
| S1 |
1,285.8 |
1,287.0 |
|