| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,962.0 |
2,938.0 |
-24.0 |
-0.8% |
2,999.0 |
| High |
2,971.0 |
3,043.0 |
72.0 |
2.4% |
3,043.0 |
| Low |
2,937.0 |
2,931.0 |
-6.0 |
-0.2% |
2,923.0 |
| Close |
2,946.0 |
3,027.0 |
81.0 |
2.7% |
3,027.0 |
| Range |
34.0 |
112.0 |
78.0 |
229.4% |
120.0 |
| ATR |
59.1 |
62.9 |
3.8 |
6.4% |
0.0 |
| Volume |
1,228,183 |
922,892 |
-305,291 |
-24.9% |
3,144,826 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,336.3 |
3,293.7 |
3,088.6 |
|
| R3 |
3,224.3 |
3,181.7 |
3,057.8 |
|
| R2 |
3,112.3 |
3,112.3 |
3,047.5 |
|
| R1 |
3,069.7 |
3,069.7 |
3,037.3 |
3,091.0 |
| PP |
3,000.3 |
3,000.3 |
3,000.3 |
3,011.0 |
| S1 |
2,957.7 |
2,957.7 |
3,016.7 |
2,979.0 |
| S2 |
2,888.3 |
2,888.3 |
3,006.5 |
|
| S3 |
2,776.3 |
2,845.7 |
2,996.2 |
|
| S4 |
2,664.3 |
2,733.7 |
2,965.4 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,357.7 |
3,312.3 |
3,093.0 |
|
| R3 |
3,237.7 |
3,192.3 |
3,060.0 |
|
| R2 |
3,117.7 |
3,117.7 |
3,049.0 |
|
| R1 |
3,072.3 |
3,072.3 |
3,038.0 |
3,095.0 |
| PP |
2,997.7 |
2,997.7 |
2,997.7 |
3,009.0 |
| S1 |
2,952.3 |
2,952.3 |
3,016.0 |
2,975.0 |
| S2 |
2,877.7 |
2,877.7 |
3,005.0 |
|
| S3 |
2,757.7 |
2,832.3 |
2,994.0 |
|
| S4 |
2,637.7 |
2,712.3 |
2,961.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,043.0 |
2,895.0 |
148.0 |
4.9% |
76.2 |
2.5% |
89% |
True |
False |
1,025,451 |
| 10 |
3,083.0 |
2,895.0 |
188.0 |
6.2% |
64.6 |
2.1% |
70% |
False |
False |
1,296,386 |
| 20 |
3,225.0 |
2,895.0 |
330.0 |
10.9% |
58.5 |
1.9% |
40% |
False |
False |
834,346 |
| 40 |
3,240.0 |
2,895.0 |
345.0 |
11.4% |
48.1 |
1.6% |
38% |
False |
False |
424,210 |
| 60 |
3,316.0 |
2,895.0 |
421.0 |
13.9% |
50.3 |
1.7% |
31% |
False |
False |
286,173 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.6% |
44.1 |
1.5% |
25% |
False |
False |
215,527 |
| 100 |
3,431.0 |
2,895.0 |
536.0 |
17.7% |
39.6 |
1.3% |
25% |
False |
False |
172,635 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
19.8% |
36.0 |
1.2% |
22% |
False |
False |
143,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,519.0 |
|
2.618 |
3,336.2 |
|
1.618 |
3,224.2 |
|
1.000 |
3,155.0 |
|
0.618 |
3,112.2 |
|
HIGH |
3,043.0 |
|
0.618 |
3,000.2 |
|
0.500 |
2,987.0 |
|
0.382 |
2,973.8 |
|
LOW |
2,931.0 |
|
0.618 |
2,861.8 |
|
1.000 |
2,819.0 |
|
1.618 |
2,749.8 |
|
2.618 |
2,637.8 |
|
4.250 |
2,455.0 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,013.7 |
3,012.3 |
| PP |
3,000.3 |
2,997.7 |
| S1 |
2,987.0 |
2,983.0 |
|