| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,938.0 |
3,046.0 |
108.0 |
3.7% |
2,999.0 |
| High |
3,043.0 |
3,059.0 |
16.0 |
0.5% |
3,043.0 |
| Low |
2,931.0 |
3,002.0 |
71.0 |
2.4% |
2,923.0 |
| Close |
3,027.0 |
3,017.0 |
-10.0 |
-0.3% |
3,027.0 |
| Range |
112.0 |
57.0 |
-55.0 |
-49.1% |
120.0 |
| ATR |
62.9 |
62.5 |
-0.4 |
-0.7% |
0.0 |
| Volume |
922,892 |
1,069,860 |
146,968 |
15.9% |
3,144,826 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,197.0 |
3,164.0 |
3,048.4 |
|
| R3 |
3,140.0 |
3,107.0 |
3,032.7 |
|
| R2 |
3,083.0 |
3,083.0 |
3,027.5 |
|
| R1 |
3,050.0 |
3,050.0 |
3,022.2 |
3,038.0 |
| PP |
3,026.0 |
3,026.0 |
3,026.0 |
3,020.0 |
| S1 |
2,993.0 |
2,993.0 |
3,011.8 |
2,981.0 |
| S2 |
2,969.0 |
2,969.0 |
3,006.6 |
|
| S3 |
2,912.0 |
2,936.0 |
3,001.3 |
|
| S4 |
2,855.0 |
2,879.0 |
2,985.7 |
|
|
| 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 |
3,059.0 |
2,923.0 |
136.0 |
4.5% |
67.8 |
2.2% |
69% |
True |
False |
1,031,352 |
| 10 |
3,059.0 |
2,895.0 |
164.0 |
5.4% |
63.7 |
2.1% |
74% |
True |
False |
1,193,871 |
| 20 |
3,193.0 |
2,895.0 |
298.0 |
9.9% |
59.6 |
2.0% |
41% |
False |
False |
883,670 |
| 40 |
3,240.0 |
2,895.0 |
345.0 |
11.4% |
49.0 |
1.6% |
35% |
False |
False |
450,935 |
| 60 |
3,306.0 |
2,895.0 |
411.0 |
13.6% |
50.6 |
1.7% |
30% |
False |
False |
304,004 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.7% |
44.6 |
1.5% |
23% |
False |
False |
228,900 |
| 100 |
3,431.0 |
2,895.0 |
536.0 |
17.8% |
40.1 |
1.3% |
23% |
False |
False |
183,326 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
19.9% |
36.4 |
1.2% |
20% |
False |
False |
152,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,301.3 |
|
2.618 |
3,208.2 |
|
1.618 |
3,151.2 |
|
1.000 |
3,116.0 |
|
0.618 |
3,094.2 |
|
HIGH |
3,059.0 |
|
0.618 |
3,037.2 |
|
0.500 |
3,030.5 |
|
0.382 |
3,023.8 |
|
LOW |
3,002.0 |
|
0.618 |
2,966.8 |
|
1.000 |
2,945.0 |
|
1.618 |
2,909.8 |
|
2.618 |
2,852.8 |
|
4.250 |
2,759.8 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,030.5 |
3,009.7 |
| PP |
3,026.0 |
3,002.3 |
| S1 |
3,021.5 |
2,995.0 |
|