Trading Metrics calculated at close of trading on 15-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,288.0 |
1,292.4 |
4.4 |
0.3% |
1,287.0 |
High |
1,296.6 |
1,294.8 |
-1.8 |
-0.1% |
1,298.0 |
Low |
1,287.7 |
1,286.5 |
-1.2 |
-0.1% |
1,280.2 |
Close |
1,291.3 |
1,288.4 |
-2.9 |
-0.2% |
1,289.5 |
Range |
8.9 |
8.3 |
-0.6 |
-6.7% |
17.8 |
ATR |
11.8 |
11.6 |
-0.3 |
-2.1% |
0.0 |
Volume |
221,893 |
242,065 |
20,172 |
9.1% |
1,123,127 |
|
Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.8 |
1,309.9 |
1,293.0 |
|
R3 |
1,306.5 |
1,301.6 |
1,290.7 |
|
R2 |
1,298.2 |
1,298.2 |
1,289.9 |
|
R1 |
1,293.3 |
1,293.3 |
1,289.2 |
1,291.6 |
PP |
1,289.9 |
1,289.9 |
1,289.9 |
1,289.1 |
S1 |
1,285.0 |
1,285.0 |
1,287.6 |
1,283.3 |
S2 |
1,281.6 |
1,281.6 |
1,286.9 |
|
S3 |
1,273.3 |
1,276.7 |
1,286.1 |
|
S4 |
1,265.0 |
1,268.4 |
1,283.8 |
|
|
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 |
1,280.9 |
17.1 |
1.3% |
10.3 |
0.8% |
44% |
False |
False |
232,098 |
10 |
1,300.4 |
1,278.1 |
22.3 |
1.7% |
11.9 |
0.9% |
46% |
False |
False |
238,302 |
20 |
1,300.4 |
1,239.4 |
61.0 |
4.7% |
12.2 |
0.9% |
80% |
False |
False |
218,153 |
40 |
1,300.4 |
1,216.8 |
83.6 |
6.5% |
11.1 |
0.9% |
86% |
False |
False |
186,101 |
60 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.4 |
0.9% |
88% |
False |
False |
129,819 |
80 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.8 |
0.9% |
89% |
False |
False |
98,693 |
100 |
1,300.4 |
1,190.0 |
110.4 |
8.6% |
11.7 |
0.9% |
89% |
False |
False |
79,388 |
120 |
1,300.4 |
1,173.2 |
127.2 |
9.9% |
11.5 |
0.9% |
91% |
False |
False |
66,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.1 |
2.618 |
1,316.5 |
1.618 |
1,308.2 |
1.000 |
1,303.1 |
0.618 |
1,299.9 |
HIGH |
1,294.8 |
0.618 |
1,291.6 |
0.500 |
1,290.7 |
0.382 |
1,289.7 |
LOW |
1,286.5 |
0.618 |
1,281.4 |
1.000 |
1,278.2 |
1.618 |
1,273.1 |
2.618 |
1,264.8 |
4.250 |
1,251.2 |
|
|
Fisher Pivots for day following 15-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,290.7 |
1,291.6 |
PP |
1,289.9 |
1,290.5 |
S1 |
1,289.2 |
1,289.5 |
|