Trading Metrics calculated at close of trading on 16-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,292.4 |
1,289.6 |
-2.8 |
-0.2% |
1,287.0 |
High |
1,294.8 |
1,295.4 |
0.6 |
0.0% |
1,298.0 |
Low |
1,286.5 |
1,287.6 |
1.1 |
0.1% |
1,280.2 |
Close |
1,288.4 |
1,293.8 |
5.4 |
0.4% |
1,289.5 |
Range |
8.3 |
7.8 |
-0.5 |
-6.0% |
17.8 |
ATR |
11.6 |
11.3 |
-0.3 |
-2.3% |
0.0 |
Volume |
242,065 |
181,387 |
-60,678 |
-25.1% |
1,123,127 |
|
Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.7 |
1,312.5 |
1,298.1 |
|
R3 |
1,307.9 |
1,304.7 |
1,295.9 |
|
R2 |
1,300.1 |
1,300.1 |
1,295.2 |
|
R1 |
1,296.9 |
1,296.9 |
1,294.5 |
1,298.5 |
PP |
1,292.3 |
1,292.3 |
1,292.3 |
1,293.1 |
S1 |
1,289.1 |
1,289.1 |
1,293.1 |
1,290.7 |
S2 |
1,284.5 |
1,284.5 |
1,292.4 |
|
S3 |
1,276.7 |
1,281.3 |
1,291.7 |
|
S4 |
1,268.9 |
1,273.5 |
1,289.5 |
|
|
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 |
1,286.5 |
11.5 |
0.9% |
9.0 |
0.7% |
63% |
False |
False |
219,181 |
10 |
1,300.4 |
1,278.1 |
22.3 |
1.7% |
11.6 |
0.9% |
70% |
False |
False |
232,907 |
20 |
1,300.4 |
1,245.3 |
55.1 |
4.3% |
11.9 |
0.9% |
88% |
False |
False |
218,879 |
40 |
1,300.4 |
1,216.8 |
83.6 |
6.5% |
11.0 |
0.9% |
92% |
False |
False |
189,870 |
60 |
1,300.4 |
1,202.4 |
98.0 |
7.6% |
11.4 |
0.9% |
93% |
False |
False |
132,802 |
80 |
1,300.4 |
1,190.0 |
110.4 |
8.5% |
11.7 |
0.9% |
94% |
False |
False |
100,929 |
100 |
1,300.4 |
1,190.0 |
110.4 |
8.5% |
11.6 |
0.9% |
94% |
False |
False |
81,192 |
120 |
1,300.4 |
1,173.2 |
127.2 |
9.8% |
11.5 |
0.9% |
95% |
False |
False |
67,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.6 |
2.618 |
1,315.8 |
1.618 |
1,308.0 |
1.000 |
1,303.2 |
0.618 |
1,300.2 |
HIGH |
1,295.4 |
0.618 |
1,292.4 |
0.500 |
1,291.5 |
0.382 |
1,290.6 |
LOW |
1,287.6 |
0.618 |
1,282.8 |
1.000 |
1,279.8 |
1.618 |
1,275.0 |
2.618 |
1,267.2 |
4.250 |
1,254.5 |
|
|
Fisher Pivots for day following 16-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,293.0 |
1,293.1 |
PP |
1,292.3 |
1,292.3 |
S1 |
1,291.5 |
1,291.6 |
|