Trading Metrics calculated at close of trading on 02-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
6,698.0 |
6,695.0 |
-3.0 |
0.0% |
6,579.0 |
High |
6,698.0 |
6,701.5 |
3.5 |
0.1% |
6,695.0 |
Low |
6,655.0 |
6,537.0 |
-118.0 |
-1.8% |
6,475.0 |
Close |
6,659.0 |
6,667.0 |
8.0 |
0.1% |
6,666.5 |
Range |
43.0 |
164.5 |
121.5 |
282.6% |
220.0 |
ATR |
111.5 |
115.3 |
3.8 |
3.4% |
0.0 |
Volume |
29,666 |
105,166 |
75,500 |
254.5% |
284,967 |
|
Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,128.5 |
7,062.5 |
6,757.5 |
|
R3 |
6,964.0 |
6,898.0 |
6,712.0 |
|
R2 |
6,799.5 |
6,799.5 |
6,697.0 |
|
R1 |
6,733.5 |
6,733.5 |
6,682.0 |
6,684.0 |
PP |
6,635.0 |
6,635.0 |
6,635.0 |
6,610.5 |
S1 |
6,569.0 |
6,569.0 |
6,652.0 |
6,520.0 |
S2 |
6,470.5 |
6,470.5 |
6,637.0 |
|
S3 |
6,306.0 |
6,404.5 |
6,622.0 |
|
S4 |
6,141.5 |
6,240.0 |
6,576.5 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,272.0 |
7,189.5 |
6,787.5 |
|
R3 |
7,052.0 |
6,969.5 |
6,727.0 |
|
R2 |
6,832.0 |
6,832.0 |
6,707.0 |
|
R1 |
6,749.5 |
6,749.5 |
6,686.5 |
6,791.0 |
PP |
6,612.0 |
6,612.0 |
6,612.0 |
6,633.0 |
S1 |
6,529.5 |
6,529.5 |
6,646.5 |
6,571.0 |
S2 |
6,392.0 |
6,392.0 |
6,626.0 |
|
S3 |
6,172.0 |
6,309.5 |
6,606.0 |
|
S4 |
5,952.0 |
6,089.5 |
6,545.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,701.5 |
6,475.0 |
226.5 |
3.4% |
123.5 |
1.9% |
85% |
True |
False |
83,959 |
10 |
6,786.0 |
6,475.0 |
311.0 |
4.7% |
124.0 |
1.9% |
62% |
False |
False |
153,797 |
20 |
7,080.0 |
6,475.0 |
605.0 |
9.1% |
112.0 |
1.7% |
32% |
False |
False |
88,686 |
40 |
7,080.0 |
6,475.0 |
605.0 |
9.1% |
77.5 |
1.2% |
32% |
False |
False |
45,953 |
60 |
7,149.5 |
6,475.0 |
674.5 |
10.1% |
64.0 |
1.0% |
28% |
False |
False |
30,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,400.5 |
2.618 |
7,132.0 |
1.618 |
6,967.5 |
1.000 |
6,866.0 |
0.618 |
6,803.0 |
HIGH |
6,701.5 |
0.618 |
6,638.5 |
0.500 |
6,619.0 |
0.382 |
6,600.0 |
LOW |
6,537.0 |
0.618 |
6,435.5 |
1.000 |
6,372.5 |
1.618 |
6,271.0 |
2.618 |
6,106.5 |
4.250 |
5,838.0 |
|
|
Fisher Pivots for day following 02-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,651.0 |
6,651.0 |
PP |
6,635.0 |
6,635.0 |
S1 |
6,619.0 |
6,619.0 |
|