| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,999.0 |
2,962.0 |
-37.0 |
-1.2% |
2,981.0 |
| High |
3,007.0 |
2,971.0 |
-36.0 |
-1.2% |
2,994.0 |
| Low |
2,923.0 |
2,937.0 |
14.0 |
0.5% |
2,895.0 |
| Close |
2,978.0 |
2,946.0 |
-32.0 |
-1.1% |
2,974.0 |
| Range |
84.0 |
34.0 |
-50.0 |
-59.5% |
99.0 |
| ATR |
60.5 |
59.1 |
-1.4 |
-2.3% |
0.0 |
| Volume |
993,751 |
1,228,183 |
234,432 |
23.6% |
1,982,432 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.3 |
3,033.7 |
2,964.7 |
|
| R3 |
3,019.3 |
2,999.7 |
2,955.4 |
|
| R2 |
2,985.3 |
2,985.3 |
2,952.2 |
|
| R1 |
2,965.7 |
2,965.7 |
2,949.1 |
2,958.5 |
| PP |
2,951.3 |
2,951.3 |
2,951.3 |
2,947.8 |
| S1 |
2,931.7 |
2,931.7 |
2,942.9 |
2,924.5 |
| S2 |
2,917.3 |
2,917.3 |
2,939.8 |
|
| S3 |
2,883.3 |
2,897.7 |
2,936.7 |
|
| S4 |
2,849.3 |
2,863.7 |
2,927.3 |
|
|
| 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 |
3,007.0 |
2,895.0 |
112.0 |
3.8% |
63.2 |
2.1% |
46% |
False |
False |
1,076,430 |
| 10 |
3,088.0 |
2,895.0 |
193.0 |
6.6% |
57.8 |
2.0% |
26% |
False |
False |
1,338,722 |
| 20 |
3,225.0 |
2,895.0 |
330.0 |
11.2% |
54.2 |
1.8% |
15% |
False |
False |
788,417 |
| 40 |
3,240.0 |
2,895.0 |
345.0 |
11.7% |
46.4 |
1.6% |
15% |
False |
False |
401,264 |
| 60 |
3,353.0 |
2,895.0 |
458.0 |
15.5% |
49.2 |
1.7% |
11% |
False |
False |
270,923 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
18.1% |
42.9 |
1.5% |
10% |
False |
False |
203,995 |
| 100 |
3,437.0 |
2,895.0 |
542.0 |
18.4% |
39.0 |
1.3% |
9% |
False |
False |
163,407 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
20.4% |
35.1 |
1.2% |
9% |
False |
False |
136,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,115.5 |
|
2.618 |
3,060.0 |
|
1.618 |
3,026.0 |
|
1.000 |
3,005.0 |
|
0.618 |
2,992.0 |
|
HIGH |
2,971.0 |
|
0.618 |
2,958.0 |
|
0.500 |
2,954.0 |
|
0.382 |
2,950.0 |
|
LOW |
2,937.0 |
|
0.618 |
2,916.0 |
|
1.000 |
2,903.0 |
|
1.618 |
2,882.0 |
|
2.618 |
2,848.0 |
|
4.250 |
2,792.5 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,954.0 |
2,965.0 |
| PP |
2,951.3 |
2,958.7 |
| S1 |
2,948.7 |
2,952.3 |
|