| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,960.0 |
2,999.0 |
39.0 |
1.3% |
2,981.0 |
| High |
2,991.0 |
3,007.0 |
16.0 |
0.5% |
2,994.0 |
| Low |
2,939.0 |
2,923.0 |
-16.0 |
-0.5% |
2,895.0 |
| Close |
2,974.0 |
2,978.0 |
4.0 |
0.1% |
2,974.0 |
| Range |
52.0 |
84.0 |
32.0 |
61.5% |
99.0 |
| ATR |
58.7 |
60.5 |
1.8 |
3.1% |
0.0 |
| Volume |
942,077 |
993,751 |
51,674 |
5.5% |
1,982,432 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,221.3 |
3,183.7 |
3,024.2 |
|
| R3 |
3,137.3 |
3,099.7 |
3,001.1 |
|
| R2 |
3,053.3 |
3,053.3 |
2,993.4 |
|
| R1 |
3,015.7 |
3,015.7 |
2,985.7 |
2,992.5 |
| PP |
2,969.3 |
2,969.3 |
2,969.3 |
2,957.8 |
| S1 |
2,931.7 |
2,931.7 |
2,970.3 |
2,908.5 |
| S2 |
2,885.3 |
2,885.3 |
2,962.6 |
|
| S3 |
2,801.3 |
2,847.7 |
2,954.9 |
|
| S4 |
2,717.3 |
2,763.7 |
2,931.8 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,251.3 |
3,211.7 |
3,028.5 |
|
| R3 |
3,152.3 |
3,112.7 |
3,001.2 |
|
| R2 |
3,053.3 |
3,053.3 |
2,992.2 |
|
| R1 |
3,013.7 |
3,013.7 |
2,983.1 |
2,984.0 |
| PP |
2,954.3 |
2,954.3 |
2,954.3 |
2,939.5 |
| S1 |
2,914.7 |
2,914.7 |
2,964.9 |
2,885.0 |
| S2 |
2,855.3 |
2,855.3 |
2,955.9 |
|
| S3 |
2,756.3 |
2,815.7 |
2,946.8 |
|
| S4 |
2,657.3 |
2,716.7 |
2,919.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,014.0 |
2,895.0 |
119.0 |
4.0% |
67.6 |
2.3% |
70% |
False |
False |
1,201,496 |
| 10 |
3,110.0 |
2,895.0 |
215.0 |
7.2% |
57.2 |
1.9% |
39% |
False |
False |
1,299,468 |
| 20 |
3,225.0 |
2,895.0 |
330.0 |
11.1% |
53.9 |
1.8% |
25% |
False |
False |
728,034 |
| 40 |
3,240.0 |
2,895.0 |
345.0 |
11.6% |
46.4 |
1.6% |
24% |
False |
False |
370,638 |
| 60 |
3,372.0 |
2,895.0 |
477.0 |
16.0% |
49.2 |
1.7% |
17% |
False |
False |
250,505 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.9% |
42.8 |
1.4% |
16% |
False |
False |
188,761 |
| 100 |
3,461.0 |
2,895.0 |
566.0 |
19.0% |
38.8 |
1.3% |
15% |
False |
False |
151,125 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
20.1% |
35.0 |
1.2% |
14% |
False |
False |
125,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,364.0 |
|
2.618 |
3,226.9 |
|
1.618 |
3,142.9 |
|
1.000 |
3,091.0 |
|
0.618 |
3,058.9 |
|
HIGH |
3,007.0 |
|
0.618 |
2,974.9 |
|
0.500 |
2,965.0 |
|
0.382 |
2,955.1 |
|
LOW |
2,923.0 |
|
0.618 |
2,871.1 |
|
1.000 |
2,839.0 |
|
1.618 |
2,787.1 |
|
2.618 |
2,703.1 |
|
4.250 |
2,566.0 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,973.7 |
2,969.0 |
| PP |
2,969.3 |
2,960.0 |
| S1 |
2,965.0 |
2,951.0 |
|