| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,046.0 |
3,027.0 |
-19.0 |
-0.6% |
2,999.0 |
| High |
3,059.0 |
3,067.0 |
8.0 |
0.3% |
3,043.0 |
| Low |
3,002.0 |
3,019.0 |
17.0 |
0.6% |
2,923.0 |
| Close |
3,017.0 |
3,049.0 |
32.0 |
1.1% |
3,027.0 |
| Range |
57.0 |
48.0 |
-9.0 |
-15.8% |
120.0 |
| ATR |
62.5 |
61.6 |
-0.9 |
-1.4% |
0.0 |
| Volume |
1,069,860 |
911,579 |
-158,281 |
-14.8% |
3,144,826 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,189.0 |
3,167.0 |
3,075.4 |
|
| R3 |
3,141.0 |
3,119.0 |
3,062.2 |
|
| R2 |
3,093.0 |
3,093.0 |
3,057.8 |
|
| R1 |
3,071.0 |
3,071.0 |
3,053.4 |
3,082.0 |
| PP |
3,045.0 |
3,045.0 |
3,045.0 |
3,050.5 |
| S1 |
3,023.0 |
3,023.0 |
3,044.6 |
3,034.0 |
| S2 |
2,997.0 |
2,997.0 |
3,040.2 |
|
| S3 |
2,949.0 |
2,975.0 |
3,035.8 |
|
| S4 |
2,901.0 |
2,927.0 |
3,022.6 |
|
|
| 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 |
3,067.0 |
2,923.0 |
144.0 |
4.7% |
67.0 |
2.2% |
88% |
True |
False |
1,025,253 |
| 10 |
3,067.0 |
2,895.0 |
172.0 |
5.6% |
65.4 |
2.1% |
90% |
True |
False |
1,164,816 |
| 20 |
3,152.0 |
2,895.0 |
257.0 |
8.4% |
58.3 |
1.9% |
60% |
False |
False |
928,234 |
| 40 |
3,240.0 |
2,895.0 |
345.0 |
11.3% |
49.5 |
1.6% |
45% |
False |
False |
473,219 |
| 60 |
3,302.0 |
2,895.0 |
407.0 |
13.3% |
50.6 |
1.7% |
38% |
False |
False |
318,965 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.5% |
45.0 |
1.5% |
29% |
False |
False |
240,292 |
| 100 |
3,431.0 |
2,895.0 |
536.0 |
17.6% |
40.6 |
1.3% |
29% |
False |
False |
192,437 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
19.7% |
36.5 |
1.2% |
26% |
False |
False |
160,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,271.0 |
|
2.618 |
3,192.7 |
|
1.618 |
3,144.7 |
|
1.000 |
3,115.0 |
|
0.618 |
3,096.7 |
|
HIGH |
3,067.0 |
|
0.618 |
3,048.7 |
|
0.500 |
3,043.0 |
|
0.382 |
3,037.3 |
|
LOW |
3,019.0 |
|
0.618 |
2,989.3 |
|
1.000 |
2,971.0 |
|
1.618 |
2,941.3 |
|
2.618 |
2,893.3 |
|
4.250 |
2,815.0 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,047.0 |
3,032.3 |
| PP |
3,045.0 |
3,015.7 |
| S1 |
3,043.0 |
2,999.0 |
|