| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,637.5 |
6,625.0 |
-12.5 |
-0.2% |
6,698.0 |
| High |
6,692.5 |
6,801.5 |
109.0 |
1.6% |
6,801.5 |
| Low |
6,616.5 |
6,618.0 |
1.5 |
0.0% |
6,537.0 |
| Close |
6,641.0 |
6,774.5 |
133.5 |
2.0% |
6,774.5 |
| Range |
76.0 |
183.5 |
107.5 |
141.4% |
264.5 |
| ATR |
112.5 |
117.5 |
5.1 |
4.5% |
0.0 |
| Volume |
100,577 |
114,223 |
13,646 |
13.6% |
349,632 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,282.0 |
7,211.5 |
6,875.5 |
|
| R3 |
7,098.5 |
7,028.0 |
6,825.0 |
|
| R2 |
6,915.0 |
6,915.0 |
6,808.0 |
|
| R1 |
6,844.5 |
6,844.5 |
6,791.5 |
6,880.0 |
| PP |
6,731.5 |
6,731.5 |
6,731.5 |
6,749.0 |
| S1 |
6,661.0 |
6,661.0 |
6,757.5 |
6,696.0 |
| S2 |
6,548.0 |
6,548.0 |
6,741.0 |
|
| S3 |
6,364.5 |
6,477.5 |
6,724.0 |
|
| S4 |
6,181.0 |
6,294.0 |
6,673.5 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,498.0 |
7,400.5 |
6,920.0 |
|
| R3 |
7,233.5 |
7,136.0 |
6,847.0 |
|
| R2 |
6,969.0 |
6,969.0 |
6,823.0 |
|
| R1 |
6,871.5 |
6,871.5 |
6,798.5 |
6,920.0 |
| PP |
6,704.5 |
6,704.5 |
6,704.5 |
6,728.5 |
| S1 |
6,607.0 |
6,607.0 |
6,750.5 |
6,656.0 |
| S2 |
6,440.0 |
6,440.0 |
6,726.0 |
|
| S3 |
6,175.5 |
6,342.5 |
6,702.0 |
|
| S4 |
5,911.0 |
6,078.0 |
6,629.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,801.5 |
6,537.0 |
264.5 |
3.9% |
119.5 |
1.8% |
90% |
True |
False |
94,885 |
| 10 |
6,801.5 |
6,475.0 |
326.5 |
4.8% |
126.0 |
1.9% |
92% |
True |
False |
115,012 |
| 20 |
6,914.0 |
6,475.0 |
439.0 |
6.5% |
114.5 |
1.7% |
68% |
False |
False |
99,331 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.9% |
83.5 |
1.2% |
50% |
False |
False |
51,322 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
9.0% |
68.5 |
1.0% |
49% |
False |
False |
34,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,581.5 |
|
2.618 |
7,282.0 |
|
1.618 |
7,098.5 |
|
1.000 |
6,985.0 |
|
0.618 |
6,915.0 |
|
HIGH |
6,801.5 |
|
0.618 |
6,731.5 |
|
0.500 |
6,710.0 |
|
0.382 |
6,688.0 |
|
LOW |
6,618.0 |
|
0.618 |
6,504.5 |
|
1.000 |
6,434.5 |
|
1.618 |
6,321.0 |
|
2.618 |
6,137.5 |
|
4.250 |
5,838.0 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,753.0 |
6,739.5 |
| PP |
6,731.5 |
6,704.5 |
| S1 |
6,710.0 |
6,669.0 |
|