| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,057.0 |
3,059.0 |
2.0 |
0.1% |
2,999.0 |
| High |
3,078.0 |
3,075.0 |
-3.0 |
-0.1% |
3,043.0 |
| Low |
3,048.0 |
3,031.0 |
-17.0 |
-0.6% |
2,923.0 |
| Close |
3,063.0 |
3,058.0 |
-5.0 |
-0.2% |
3,027.0 |
| Range |
30.0 |
44.0 |
14.0 |
46.7% |
120.0 |
| ATR |
59.3 |
58.2 |
-1.1 |
-1.8% |
0.0 |
| Volume |
801,247 |
846,007 |
44,760 |
5.6% |
3,144,826 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,186.7 |
3,166.3 |
3,082.2 |
|
| R3 |
3,142.7 |
3,122.3 |
3,070.1 |
|
| R2 |
3,098.7 |
3,098.7 |
3,066.1 |
|
| R1 |
3,078.3 |
3,078.3 |
3,062.0 |
3,066.5 |
| PP |
3,054.7 |
3,054.7 |
3,054.7 |
3,048.8 |
| S1 |
3,034.3 |
3,034.3 |
3,054.0 |
3,022.5 |
| S2 |
3,010.7 |
3,010.7 |
3,049.9 |
|
| S3 |
2,966.7 |
2,990.3 |
3,045.9 |
|
| S4 |
2,922.7 |
2,946.3 |
3,033.8 |
|
|
| 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% |
58.2 |
1.9% |
86% |
False |
False |
910,317 |
| 10 |
3,078.0 |
2,895.0 |
183.0 |
6.0% |
60.7 |
2.0% |
89% |
False |
False |
993,373 |
| 20 |
3,110.0 |
2,895.0 |
215.0 |
7.0% |
56.1 |
1.8% |
76% |
False |
False |
997,870 |
| 40 |
3,226.0 |
2,895.0 |
331.0 |
10.8% |
49.6 |
1.6% |
49% |
False |
False |
514,339 |
| 60 |
3,258.0 |
2,895.0 |
363.0 |
11.9% |
49.2 |
1.6% |
45% |
False |
False |
344,977 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.5% |
45.4 |
1.5% |
31% |
False |
False |
260,863 |
| 100 |
3,431.0 |
2,895.0 |
536.0 |
17.5% |
40.6 |
1.3% |
30% |
False |
False |
208,909 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
19.6% |
37.0 |
1.2% |
27% |
False |
False |
174,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,262.0 |
|
2.618 |
3,190.2 |
|
1.618 |
3,146.2 |
|
1.000 |
3,119.0 |
|
0.618 |
3,102.2 |
|
HIGH |
3,075.0 |
|
0.618 |
3,058.2 |
|
0.500 |
3,053.0 |
|
0.382 |
3,047.8 |
|
LOW |
3,031.0 |
|
0.618 |
3,003.8 |
|
1.000 |
2,987.0 |
|
1.618 |
2,959.8 |
|
2.618 |
2,915.8 |
|
4.250 |
2,844.0 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,056.3 |
3,054.8 |
| PP |
3,054.7 |
3,051.7 |
| S1 |
3,053.0 |
3,048.5 |
|