| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
3,059.0 |
3,070.0 |
11.0 |
0.4% |
3,046.0 |
| High |
3,075.0 |
3,076.0 |
1.0 |
0.0% |
3,078.0 |
| Low |
3,031.0 |
3,044.0 |
13.0 |
0.4% |
3,002.0 |
| Close |
3,058.0 |
3,055.0 |
-3.0 |
-0.1% |
3,055.0 |
| Range |
44.0 |
32.0 |
-12.0 |
-27.3% |
76.0 |
| ATR |
58.2 |
56.4 |
-1.9 |
-3.2% |
0.0 |
| Volume |
846,007 |
806,428 |
-39,579 |
-4.7% |
4,435,121 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,154.3 |
3,136.7 |
3,072.6 |
|
| R3 |
3,122.3 |
3,104.7 |
3,063.8 |
|
| R2 |
3,090.3 |
3,090.3 |
3,060.9 |
|
| R1 |
3,072.7 |
3,072.7 |
3,057.9 |
3,065.5 |
| PP |
3,058.3 |
3,058.3 |
3,058.3 |
3,054.8 |
| S1 |
3,040.7 |
3,040.7 |
3,052.1 |
3,033.5 |
| S2 |
3,026.3 |
3,026.3 |
3,049.1 |
|
| S3 |
2,994.3 |
3,008.7 |
3,046.2 |
|
| S4 |
2,962.3 |
2,976.7 |
3,037.4 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,273.0 |
3,240.0 |
3,096.8 |
|
| R3 |
3,197.0 |
3,164.0 |
3,075.9 |
|
| R2 |
3,121.0 |
3,121.0 |
3,068.9 |
|
| R1 |
3,088.0 |
3,088.0 |
3,062.0 |
3,104.5 |
| PP |
3,045.0 |
3,045.0 |
3,045.0 |
3,053.3 |
| S1 |
3,012.0 |
3,012.0 |
3,048.0 |
3,028.5 |
| S2 |
2,969.0 |
2,969.0 |
3,041.1 |
|
| S3 |
2,893.0 |
2,936.0 |
3,034.1 |
|
| S4 |
2,817.0 |
2,860.0 |
3,013.2 |
|
|
| 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 |
3,002.0 |
76.0 |
2.5% |
42.2 |
1.4% |
70% |
False |
False |
887,024 |
| 10 |
3,078.0 |
2,895.0 |
183.0 |
6.0% |
59.2 |
1.9% |
87% |
False |
False |
956,237 |
| 20 |
3,110.0 |
2,895.0 |
215.0 |
7.0% |
54.6 |
1.8% |
74% |
False |
False |
1,033,570 |
| 40 |
3,226.0 |
2,895.0 |
331.0 |
10.8% |
49.7 |
1.6% |
48% |
False |
False |
534,497 |
| 60 |
3,258.0 |
2,895.0 |
363.0 |
11.9% |
48.5 |
1.6% |
44% |
False |
False |
358,250 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
17.5% |
45.6 |
1.5% |
30% |
False |
False |
270,942 |
| 100 |
3,431.0 |
2,895.0 |
536.0 |
17.5% |
40.6 |
1.3% |
30% |
False |
False |
216,973 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
19.6% |
37.1 |
1.2% |
27% |
False |
False |
180,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,212.0 |
|
2.618 |
3,159.8 |
|
1.618 |
3,127.8 |
|
1.000 |
3,108.0 |
|
0.618 |
3,095.8 |
|
HIGH |
3,076.0 |
|
0.618 |
3,063.8 |
|
0.500 |
3,060.0 |
|
0.382 |
3,056.2 |
|
LOW |
3,044.0 |
|
0.618 |
3,024.2 |
|
1.000 |
3,012.0 |
|
1.618 |
2,992.2 |
|
2.618 |
2,960.2 |
|
4.250 |
2,908.0 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,060.0 |
3,054.8 |
| PP |
3,058.3 |
3,054.7 |
| S1 |
3,056.7 |
3,054.5 |
|