| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,027.0 |
3,057.0 |
30.0 |
1.0% |
2,999.0 |
| High |
3,067.0 |
3,078.0 |
11.0 |
0.4% |
3,043.0 |
| Low |
3,019.0 |
3,048.0 |
29.0 |
1.0% |
2,923.0 |
| Close |
3,049.0 |
3,063.0 |
14.0 |
0.5% |
3,027.0 |
| Range |
48.0 |
30.0 |
-18.0 |
-37.5% |
120.0 |
| ATR |
61.6 |
59.3 |
-2.3 |
-3.7% |
0.0 |
| Volume |
911,579 |
801,247 |
-110,332 |
-12.1% |
3,144,826 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,153.0 |
3,138.0 |
3,079.5 |
|
| R3 |
3,123.0 |
3,108.0 |
3,071.3 |
|
| R2 |
3,093.0 |
3,093.0 |
3,068.5 |
|
| R1 |
3,078.0 |
3,078.0 |
3,065.8 |
3,085.5 |
| PP |
3,063.0 |
3,063.0 |
3,063.0 |
3,066.8 |
| S1 |
3,048.0 |
3,048.0 |
3,060.3 |
3,055.5 |
| S2 |
3,033.0 |
3,033.0 |
3,057.5 |
|
| S3 |
3,003.0 |
3,018.0 |
3,054.8 |
|
| S4 |
2,973.0 |
2,988.0 |
3,046.5 |
|
|
| 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 |
3,078.0 |
2,931.0 |
147.0 |
4.8% |
56.2 |
1.8% |
90% |
True |
False |
986,752 |
| 10 |
3,078.0 |
2,895.0 |
183.0 |
6.0% |
61.9 |
2.0% |
92% |
True |
False |
1,094,124 |
| 20 |
3,110.0 |
2,895.0 |
215.0 |
7.0% |
58.5 |
1.9% |
78% |
False |
False |
959,473 |
| 40 |
3,240.0 |
2,895.0 |
345.0 |
11.3% |
49.2 |
1.6% |
49% |
False |
False |
493,248 |
| 60 |
3,258.0 |
2,895.0 |
363.0 |
11.9% |
49.7 |
1.6% |
46% |
False |
False |
331,712 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.4% |
45.2 |
1.5% |
31% |
False |
False |
250,306 |
| 100 |
3,431.0 |
2,895.0 |
536.0 |
17.5% |
40.3 |
1.3% |
31% |
False |
False |
200,449 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
19.6% |
36.8 |
1.2% |
28% |
False |
False |
167,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,205.5 |
|
2.618 |
3,156.5 |
|
1.618 |
3,126.5 |
|
1.000 |
3,108.0 |
|
0.618 |
3,096.5 |
|
HIGH |
3,078.0 |
|
0.618 |
3,066.5 |
|
0.500 |
3,063.0 |
|
0.382 |
3,059.5 |
|
LOW |
3,048.0 |
|
0.618 |
3,029.5 |
|
1.000 |
3,018.0 |
|
1.618 |
2,999.5 |
|
2.618 |
2,969.5 |
|
4.250 |
2,920.5 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,063.0 |
3,055.3 |
| PP |
3,063.0 |
3,047.7 |
| S1 |
3,063.0 |
3,040.0 |
|