Trading Metrics calculated at close of trading on 10-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,286.1 |
1,294.7 |
8.6 |
0.7% |
1,283.0 |
High |
1,295.0 |
1,298.0 |
3.0 |
0.2% |
1,300.4 |
Low |
1,280.9 |
1,286.7 |
5.8 |
0.5% |
1,278.1 |
Close |
1,292.0 |
1,287.4 |
-4.6 |
-0.4% |
1,285.8 |
Range |
14.1 |
11.3 |
-2.8 |
-19.9% |
22.3 |
ATR |
12.4 |
12.3 |
-0.1 |
-0.6% |
0.0 |
Volume |
245,969 |
239,920 |
-6,049 |
-2.5% |
909,197 |
|
Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.6 |
1,317.3 |
1,293.6 |
|
R3 |
1,313.3 |
1,306.0 |
1,290.5 |
|
R2 |
1,302.0 |
1,302.0 |
1,289.5 |
|
R1 |
1,294.7 |
1,294.7 |
1,288.4 |
1,292.7 |
PP |
1,290.7 |
1,290.7 |
1,290.7 |
1,289.7 |
S1 |
1,283.4 |
1,283.4 |
1,286.4 |
1,281.4 |
S2 |
1,279.4 |
1,279.4 |
1,285.3 |
|
S3 |
1,268.1 |
1,272.1 |
1,284.3 |
|
S4 |
1,256.8 |
1,260.8 |
1,281.2 |
|
|
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% |
14.4 |
1.1% |
42% |
False |
False |
245,709 |
10 |
1,300.4 |
1,269.1 |
31.3 |
2.4% |
12.0 |
0.9% |
58% |
False |
False |
219,790 |
20 |
1,300.4 |
1,236.5 |
63.9 |
5.0% |
12.1 |
0.9% |
80% |
False |
False |
209,952 |
40 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.4 |
0.9% |
87% |
False |
False |
171,109 |
60 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.4 |
0.9% |
87% |
False |
False |
118,701 |
80 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.8 |
0.9% |
88% |
False |
False |
90,318 |
100 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.6 |
0.9% |
88% |
False |
False |
72,671 |
120 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.6 |
0.9% |
90% |
False |
False |
60,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.0 |
2.618 |
1,327.6 |
1.618 |
1,316.3 |
1.000 |
1,309.3 |
0.618 |
1,305.0 |
HIGH |
1,298.0 |
0.618 |
1,293.7 |
0.500 |
1,292.4 |
0.382 |
1,291.0 |
LOW |
1,286.7 |
0.618 |
1,279.7 |
1.000 |
1,275.4 |
1.618 |
1,268.4 |
2.618 |
1,257.1 |
4.250 |
1,238.7 |
|
|
Fisher Pivots for day following 10-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,292.4 |
1,289.1 |
PP |
1,290.7 |
1,288.5 |
S1 |
1,289.1 |
1,288.0 |
|