Trading Metrics calculated at close of trading on 14-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,070.0 |
3,053.0 |
-17.0 |
-0.6% |
3,046.0 |
High |
3,076.0 |
3,053.0 |
-23.0 |
-0.7% |
3,078.0 |
Low |
3,044.0 |
3,025.0 |
-19.0 |
-0.6% |
3,002.0 |
Close |
3,055.0 |
3,041.0 |
-14.0 |
-0.5% |
3,055.0 |
Range |
32.0 |
28.0 |
-4.0 |
-12.5% |
76.0 |
ATR |
56.4 |
54.5 |
-1.9 |
-3.3% |
0.0 |
Volume |
806,428 |
1,029,771 |
223,343 |
27.7% |
4,435,121 |
|
Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,123.7 |
3,110.3 |
3,056.4 |
|
R3 |
3,095.7 |
3,082.3 |
3,048.7 |
|
R2 |
3,067.7 |
3,067.7 |
3,046.1 |
|
R1 |
3,054.3 |
3,054.3 |
3,043.6 |
3,047.0 |
PP |
3,039.7 |
3,039.7 |
3,039.7 |
3,036.0 |
S1 |
3,026.3 |
3,026.3 |
3,038.4 |
3,019.0 |
S2 |
3,011.7 |
3,011.7 |
3,035.9 |
|
S3 |
2,983.7 |
2,998.3 |
3,033.3 |
|
S4 |
2,955.7 |
2,970.3 |
3,025.6 |
|
|
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 |
3,019.0 |
59.0 |
1.9% |
36.4 |
1.2% |
37% |
False |
False |
879,006 |
10 |
3,078.0 |
2,923.0 |
155.0 |
5.1% |
52.1 |
1.7% |
76% |
False |
False |
955,179 |
20 |
3,110.0 |
2,895.0 |
215.0 |
7.1% |
53.6 |
1.8% |
68% |
False |
False |
1,078,075 |
40 |
3,225.0 |
2,895.0 |
330.0 |
10.9% |
49.0 |
1.6% |
44% |
False |
False |
560,057 |
60 |
3,258.0 |
2,895.0 |
363.0 |
11.9% |
48.4 |
1.6% |
40% |
False |
False |
375,360 |
80 |
3,429.0 |
2,895.0 |
534.0 |
17.6% |
45.8 |
1.5% |
27% |
False |
False |
283,810 |
100 |
3,431.0 |
2,895.0 |
536.0 |
17.6% |
40.8 |
1.3% |
27% |
False |
False |
227,271 |
120 |
3,495.0 |
2,895.0 |
600.0 |
19.7% |
37.3 |
1.2% |
24% |
False |
False |
189,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,172.0 |
2.618 |
3,126.3 |
1.618 |
3,098.3 |
1.000 |
3,081.0 |
0.618 |
3,070.3 |
HIGH |
3,053.0 |
0.618 |
3,042.3 |
0.500 |
3,039.0 |
0.382 |
3,035.7 |
LOW |
3,025.0 |
0.618 |
3,007.7 |
1.000 |
2,997.0 |
1.618 |
2,979.7 |
2.618 |
2,951.7 |
4.250 |
2,906.0 |
|
|
Fisher Pivots for day following 14-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,040.3 |
3,050.5 |
PP |
3,039.7 |
3,047.3 |
S1 |
3,039.0 |
3,044.2 |
|