Trading Metrics calculated at close of trading on 15-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
3,053.0 |
3,048.0 |
-5.0 |
-0.2% |
3,046.0 |
High |
3,053.0 |
3,078.0 |
25.0 |
0.8% |
3,078.0 |
Low |
3,025.0 |
3,033.0 |
8.0 |
0.3% |
3,002.0 |
Close |
3,041.0 |
3,056.0 |
15.0 |
0.5% |
3,055.0 |
Range |
28.0 |
45.0 |
17.0 |
60.7% |
76.0 |
ATR |
54.5 |
53.8 |
-0.7 |
-1.2% |
0.0 |
Volume |
1,029,771 |
931,817 |
-97,954 |
-9.5% |
4,435,121 |
|
Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,190.7 |
3,168.3 |
3,080.8 |
|
R3 |
3,145.7 |
3,123.3 |
3,068.4 |
|
R2 |
3,100.7 |
3,100.7 |
3,064.3 |
|
R1 |
3,078.3 |
3,078.3 |
3,060.1 |
3,089.5 |
PP |
3,055.7 |
3,055.7 |
3,055.7 |
3,061.3 |
S1 |
3,033.3 |
3,033.3 |
3,051.9 |
3,044.5 |
S2 |
3,010.7 |
3,010.7 |
3,047.8 |
|
S3 |
2,965.7 |
2,988.3 |
3,043.6 |
|
S4 |
2,920.7 |
2,943.3 |
3,031.3 |
|
|
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 |
3,025.0 |
53.0 |
1.7% |
35.8 |
1.2% |
58% |
True |
False |
883,054 |
10 |
3,078.0 |
2,923.0 |
155.0 |
5.1% |
51.4 |
1.7% |
86% |
True |
False |
954,153 |
20 |
3,110.0 |
2,895.0 |
215.0 |
7.0% |
53.2 |
1.7% |
75% |
False |
False |
1,113,433 |
40 |
3,225.0 |
2,895.0 |
330.0 |
10.8% |
49.4 |
1.6% |
49% |
False |
False |
583,348 |
60 |
3,258.0 |
2,895.0 |
363.0 |
11.9% |
48.2 |
1.6% |
44% |
False |
False |
390,888 |
80 |
3,429.0 |
2,895.0 |
534.0 |
17.5% |
46.0 |
1.5% |
30% |
False |
False |
295,366 |
100 |
3,431.0 |
2,895.0 |
536.0 |
17.5% |
40.9 |
1.3% |
30% |
False |
False |
236,589 |
120 |
3,495.0 |
2,895.0 |
600.0 |
19.6% |
37.5 |
1.2% |
27% |
False |
False |
197,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,269.3 |
2.618 |
3,195.8 |
1.618 |
3,150.8 |
1.000 |
3,123.0 |
0.618 |
3,105.8 |
HIGH |
3,078.0 |
0.618 |
3,060.8 |
0.500 |
3,055.5 |
0.382 |
3,050.2 |
LOW |
3,033.0 |
0.618 |
3,005.2 |
1.000 |
2,988.0 |
1.618 |
2,960.2 |
2.618 |
2,915.2 |
4.250 |
2,841.8 |
|
|
Fisher Pivots for day following 15-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
3,055.8 |
3,054.5 |
PP |
3,055.7 |
3,053.0 |
S1 |
3,055.5 |
3,051.5 |
|