Trading Metrics calculated at close of trading on 03-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
23,320 |
23,065 |
-255 |
-1.1% |
22,379 |
High |
23,417 |
23,123 |
-294 |
-1.3% |
23,372 |
Low |
22,786 |
22,615 |
-171 |
-0.8% |
21,452 |
Close |
23,325 |
22,659 |
-666 |
-2.9% |
23,035 |
Range |
631 |
508 |
-123 |
-19.5% |
1,920 |
ATR |
646 |
650 |
5 |
0.7% |
0 |
Volume |
315,923 |
346,019 |
30,096 |
9.5% |
1,284,550 |
|
Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,323 |
23,999 |
22,939 |
|
R3 |
23,815 |
23,491 |
22,799 |
|
R2 |
23,307 |
23,307 |
22,752 |
|
R1 |
22,983 |
22,983 |
22,706 |
22,891 |
PP |
22,799 |
22,799 |
22,799 |
22,753 |
S1 |
22,475 |
22,475 |
22,613 |
22,383 |
S2 |
22,291 |
22,291 |
22,566 |
|
S3 |
21,783 |
21,967 |
22,519 |
|
S4 |
21,275 |
21,459 |
22,380 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,380 |
27,627 |
24,091 |
|
R3 |
26,460 |
25,707 |
23,563 |
|
R2 |
24,540 |
24,540 |
23,387 |
|
R1 |
23,787 |
23,787 |
23,211 |
24,164 |
PP |
22,620 |
22,620 |
22,620 |
22,808 |
S1 |
21,867 |
21,867 |
22,859 |
22,244 |
S2 |
20,700 |
20,700 |
22,683 |
|
S3 |
18,780 |
19,947 |
22,507 |
|
S4 |
16,860 |
18,027 |
21,979 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,417 |
22,242 |
1,175 |
5.2% |
555 |
2.4% |
35% |
False |
False |
302,466 |
10 |
24,080 |
21,452 |
2,628 |
11.6% |
777 |
3.4% |
46% |
False |
False |
334,068 |
20 |
25,206 |
21,452 |
3,754 |
16.6% |
667 |
2.9% |
32% |
False |
False |
208,209 |
40 |
26,307 |
21,452 |
4,855 |
21.4% |
563 |
2.5% |
25% |
False |
False |
104,346 |
60 |
26,618 |
21,452 |
5,166 |
22.8% |
550 |
2.4% |
23% |
False |
False |
69,706 |
80 |
27,018 |
21,452 |
5,566 |
24.6% |
467 |
2.1% |
22% |
False |
False |
52,315 |
100 |
27,018 |
21,452 |
5,566 |
24.6% |
399 |
1.8% |
22% |
False |
False |
41,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,282 |
2.618 |
24,453 |
1.618 |
23,945 |
1.000 |
23,631 |
0.618 |
23,437 |
HIGH |
23,123 |
0.618 |
22,929 |
0.500 |
22,869 |
0.382 |
22,809 |
LOW |
22,615 |
0.618 |
22,301 |
1.000 |
22,107 |
1.618 |
21,793 |
2.618 |
21,285 |
4.250 |
20,456 |
|
|
Fisher Pivots for day following 03-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
22,869 |
23,016 |
PP |
22,799 |
22,897 |
S1 |
22,729 |
22,778 |
|