| 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 |
6,695.0 |
6,637.5 |
-57.5 |
-0.9% |
6,579.0 |
| High |
6,701.5 |
6,692.5 |
-9.0 |
-0.1% |
6,695.0 |
| Low |
6,537.0 |
6,616.5 |
79.5 |
1.2% |
6,475.0 |
| Close |
6,667.0 |
6,641.0 |
-26.0 |
-0.4% |
6,666.5 |
| Range |
164.5 |
76.0 |
-88.5 |
-53.8% |
220.0 |
| ATR |
115.3 |
112.5 |
-2.8 |
-2.4% |
0.0 |
| Volume |
105,166 |
100,577 |
-4,589 |
-4.4% |
284,967 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,878.0 |
6,835.5 |
6,683.0 |
|
| R3 |
6,802.0 |
6,759.5 |
6,662.0 |
|
| R2 |
6,726.0 |
6,726.0 |
6,655.0 |
|
| R1 |
6,683.5 |
6,683.5 |
6,648.0 |
6,705.0 |
| PP |
6,650.0 |
6,650.0 |
6,650.0 |
6,660.5 |
| S1 |
6,607.5 |
6,607.5 |
6,634.0 |
6,629.0 |
| S2 |
6,574.0 |
6,574.0 |
6,627.0 |
|
| S3 |
6,498.0 |
6,531.5 |
6,620.0 |
|
| S4 |
6,422.0 |
6,455.5 |
6,599.0 |
|
|
| 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% |
126.5 |
1.9% |
73% |
False |
False |
99,577 |
| 10 |
6,724.5 |
6,475.0 |
249.5 |
3.8% |
115.5 |
1.7% |
67% |
False |
False |
137,892 |
| 20 |
6,998.5 |
6,475.0 |
523.5 |
7.9% |
111.0 |
1.7% |
32% |
False |
False |
93,656 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
9.1% |
79.0 |
1.2% |
27% |
False |
False |
48,467 |
| 60 |
7,149.5 |
6,475.0 |
674.5 |
10.2% |
65.5 |
1.0% |
25% |
False |
False |
32,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,015.5 |
|
2.618 |
6,891.5 |
|
1.618 |
6,815.5 |
|
1.000 |
6,768.5 |
|
0.618 |
6,739.5 |
|
HIGH |
6,692.5 |
|
0.618 |
6,663.5 |
|
0.500 |
6,654.5 |
|
0.382 |
6,645.5 |
|
LOW |
6,616.5 |
|
0.618 |
6,569.5 |
|
1.000 |
6,540.5 |
|
1.618 |
6,493.5 |
|
2.618 |
6,417.5 |
|
4.250 |
6,293.5 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,654.5 |
6,634.0 |
| PP |
6,650.0 |
6,626.5 |
| S1 |
6,645.5 |
6,619.0 |
|