| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,840.0 |
6,830.0 |
-10.0 |
-0.1% |
6,698.0 |
| High |
6,885.0 |
6,909.0 |
24.0 |
0.3% |
6,801.5 |
| Low |
6,829.0 |
6,798.5 |
-30.5 |
-0.4% |
6,537.0 |
| Close |
6,856.5 |
6,866.0 |
9.5 |
0.1% |
6,774.5 |
| Range |
56.0 |
110.5 |
54.5 |
97.3% |
264.5 |
| ATR |
111.5 |
111.4 |
-0.1 |
-0.1% |
0.0 |
| Volume |
104,870 |
93,813 |
-11,057 |
-10.5% |
349,632 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,189.5 |
7,138.0 |
6,927.0 |
|
| R3 |
7,079.0 |
7,027.5 |
6,896.5 |
|
| R2 |
6,968.5 |
6,968.5 |
6,886.5 |
|
| R1 |
6,917.0 |
6,917.0 |
6,876.0 |
6,943.0 |
| PP |
6,858.0 |
6,858.0 |
6,858.0 |
6,870.5 |
| S1 |
6,806.5 |
6,806.5 |
6,856.0 |
6,832.0 |
| S2 |
6,747.5 |
6,747.5 |
6,845.5 |
|
| S3 |
6,637.0 |
6,696.0 |
6,835.5 |
|
| S4 |
6,526.5 |
6,585.5 |
6,805.0 |
|
|
| 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 |
6,909.0 |
6,618.0 |
291.0 |
4.2% |
109.5 |
1.6% |
85% |
True |
False |
99,951 |
| 10 |
6,909.0 |
6,475.0 |
434.0 |
6.3% |
118.0 |
1.7% |
90% |
True |
False |
99,764 |
| 20 |
6,909.0 |
6,475.0 |
434.0 |
6.3% |
109.5 |
1.6% |
90% |
True |
False |
117,948 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.8% |
91.0 |
1.3% |
65% |
False |
False |
60,936 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
8.8% |
73.5 |
1.1% |
64% |
False |
False |
40,642 |
| 80 |
7,453.5 |
6,475.0 |
978.5 |
14.3% |
58.5 |
0.9% |
40% |
False |
False |
30,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,378.5 |
|
2.618 |
7,198.5 |
|
1.618 |
7,088.0 |
|
1.000 |
7,019.5 |
|
0.618 |
6,977.5 |
|
HIGH |
6,909.0 |
|
0.618 |
6,867.0 |
|
0.500 |
6,854.0 |
|
0.382 |
6,840.5 |
|
LOW |
6,798.5 |
|
0.618 |
6,730.0 |
|
1.000 |
6,688.0 |
|
1.618 |
6,619.5 |
|
2.618 |
6,509.0 |
|
4.250 |
6,329.0 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,862.0 |
6,852.0 |
| PP |
6,858.0 |
6,838.0 |
| S1 |
6,854.0 |
6,824.0 |
|