Trading Metrics calculated at close of trading on 11-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,294.7 |
1,287.6 |
-7.1 |
-0.5% |
1,287.0 |
High |
1,298.0 |
1,295.7 |
-2.3 |
-0.2% |
1,298.0 |
Low |
1,286.7 |
1,287.0 |
0.3 |
0.0% |
1,280.2 |
Close |
1,287.4 |
1,289.5 |
2.1 |
0.2% |
1,289.5 |
Range |
11.3 |
8.7 |
-2.6 |
-23.0% |
17.8 |
ATR |
12.3 |
12.1 |
-0.3 |
-2.1% |
0.0 |
Volume |
239,920 |
210,644 |
-29,276 |
-12.2% |
1,123,127 |
|
Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.8 |
1,311.9 |
1,294.3 |
|
R3 |
1,308.1 |
1,303.2 |
1,291.9 |
|
R2 |
1,299.4 |
1,299.4 |
1,291.1 |
|
R1 |
1,294.5 |
1,294.5 |
1,290.3 |
1,297.0 |
PP |
1,290.7 |
1,290.7 |
1,290.7 |
1,292.0 |
S1 |
1,285.8 |
1,285.8 |
1,288.7 |
1,288.3 |
S2 |
1,282.0 |
1,282.0 |
1,287.9 |
|
S3 |
1,273.3 |
1,277.1 |
1,287.1 |
|
S4 |
1,264.6 |
1,268.4 |
1,284.7 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.6 |
1,333.9 |
1,299.3 |
|
R3 |
1,324.8 |
1,316.1 |
1,294.4 |
|
R2 |
1,307.0 |
1,307.0 |
1,292.8 |
|
R1 |
1,298.3 |
1,298.3 |
1,291.1 |
1,302.7 |
PP |
1,289.2 |
1,289.2 |
1,289.2 |
1,291.4 |
S1 |
1,280.5 |
1,280.5 |
1,287.9 |
1,284.9 |
S2 |
1,271.4 |
1,271.4 |
1,286.2 |
|
S3 |
1,253.6 |
1,262.7 |
1,284.6 |
|
S4 |
1,235.8 |
1,244.9 |
1,279.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,298.0 |
1,280.2 |
17.8 |
1.4% |
11.6 |
0.9% |
52% |
False |
False |
224,625 |
10 |
1,300.4 |
1,276.5 |
23.9 |
1.9% |
11.6 |
0.9% |
54% |
False |
False |
219,505 |
20 |
1,300.4 |
1,236.5 |
63.9 |
5.0% |
12.2 |
0.9% |
83% |
False |
False |
212,631 |
40 |
1,300.4 |
1,204.0 |
96.4 |
7.5% |
11.4 |
0.9% |
89% |
False |
False |
175,485 |
60 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.4 |
0.9% |
89% |
False |
False |
122,180 |
80 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.8 |
0.9% |
90% |
False |
False |
92,934 |
100 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.7 |
0.9% |
90% |
False |
False |
74,763 |
120 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.6 |
0.9% |
91% |
False |
False |
62,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.7 |
2.618 |
1,318.5 |
1.618 |
1,309.8 |
1.000 |
1,304.4 |
0.618 |
1,301.1 |
HIGH |
1,295.7 |
0.618 |
1,292.4 |
0.500 |
1,291.4 |
0.382 |
1,290.3 |
LOW |
1,287.0 |
0.618 |
1,281.6 |
1.000 |
1,278.3 |
1.618 |
1,272.9 |
2.618 |
1,264.2 |
4.250 |
1,250.0 |
|
|
Fisher Pivots for day following 11-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,291.4 |
1,289.5 |
PP |
1,290.7 |
1,289.5 |
S1 |
1,290.1 |
1,289.5 |
|