| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,830.0 |
6,891.5 |
61.5 |
0.9% |
6,791.0 |
| High |
6,909.0 |
6,941.5 |
32.5 |
0.5% |
6,941.5 |
| Low |
6,798.5 |
6,838.0 |
39.5 |
0.6% |
6,713.5 |
| Close |
6,866.0 |
6,851.0 |
-15.0 |
-0.2% |
6,851.0 |
| Range |
110.5 |
103.5 |
-7.0 |
-6.3% |
228.0 |
| ATR |
111.4 |
110.9 |
-0.6 |
-0.5% |
0.0 |
| Volume |
93,813 |
92,480 |
-1,333 |
-1.4% |
478,013 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,187.5 |
7,122.5 |
6,908.0 |
|
| R3 |
7,084.0 |
7,019.0 |
6,879.5 |
|
| R2 |
6,980.5 |
6,980.5 |
6,870.0 |
|
| R1 |
6,915.5 |
6,915.5 |
6,860.5 |
6,896.0 |
| PP |
6,877.0 |
6,877.0 |
6,877.0 |
6,867.0 |
| S1 |
6,812.0 |
6,812.0 |
6,841.5 |
6,793.0 |
| S2 |
6,773.5 |
6,773.5 |
6,832.0 |
|
| S3 |
6,670.0 |
6,708.5 |
6,822.5 |
|
| S4 |
6,566.5 |
6,605.0 |
6,794.0 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,519.5 |
7,413.0 |
6,976.5 |
|
| R3 |
7,291.5 |
7,185.0 |
6,913.5 |
|
| R2 |
7,063.5 |
7,063.5 |
6,893.0 |
|
| R1 |
6,957.0 |
6,957.0 |
6,872.0 |
7,010.0 |
| PP |
6,835.5 |
6,835.5 |
6,835.5 |
6,862.0 |
| S1 |
6,729.0 |
6,729.0 |
6,830.0 |
6,782.0 |
| S2 |
6,607.5 |
6,607.5 |
6,809.0 |
|
| S3 |
6,379.5 |
6,501.0 |
6,788.5 |
|
| S4 |
6,151.5 |
6,273.0 |
6,725.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,941.5 |
6,713.5 |
228.0 |
3.3% |
93.5 |
1.4% |
60% |
True |
False |
95,602 |
| 10 |
6,941.5 |
6,537.0 |
404.5 |
5.9% |
106.5 |
1.6% |
78% |
True |
False |
95,243 |
| 20 |
6,941.5 |
6,475.0 |
466.5 |
6.8% |
109.0 |
1.6% |
81% |
True |
False |
122,210 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.8% |
92.0 |
1.3% |
62% |
False |
False |
63,216 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
8.9% |
74.0 |
1.1% |
62% |
False |
False |
42,183 |
| 80 |
7,453.5 |
6,475.0 |
978.5 |
14.3% |
59.0 |
0.9% |
38% |
False |
False |
31,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,381.5 |
|
2.618 |
7,212.5 |
|
1.618 |
7,109.0 |
|
1.000 |
7,045.0 |
|
0.618 |
7,005.5 |
|
HIGH |
6,941.5 |
|
0.618 |
6,902.0 |
|
0.500 |
6,890.0 |
|
0.382 |
6,877.5 |
|
LOW |
6,838.0 |
|
0.618 |
6,774.0 |
|
1.000 |
6,734.5 |
|
1.618 |
6,670.5 |
|
2.618 |
6,567.0 |
|
4.250 |
6,398.0 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,890.0 |
6,870.0 |
| PP |
6,877.0 |
6,863.5 |
| S1 |
6,864.0 |
6,857.5 |
|