Trading Metrics calculated at close of trading on 21-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
21-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
6,793.5 |
6,939.0 |
145.5 |
2.1% |
6,837.0 |
High |
6,941.5 |
6,939.0 |
-2.5 |
0.0% |
6,941.5 |
Low |
6,793.5 |
6,895.0 |
101.5 |
1.5% |
6,736.0 |
Close |
6,914.5 |
6,901.5 |
-13.0 |
-0.2% |
6,914.5 |
Range |
148.0 |
44.0 |
-104.0 |
-70.3% |
205.5 |
ATR |
106.4 |
101.9 |
-4.5 |
-4.2% |
0.0 |
Volume |
120,440 |
55,827 |
-64,613 |
-53.6% |
468,735 |
|
Daily Pivots for day following 21-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,044.0 |
7,016.5 |
6,925.5 |
|
R3 |
7,000.0 |
6,972.5 |
6,913.5 |
|
R2 |
6,956.0 |
6,956.0 |
6,909.5 |
|
R1 |
6,928.5 |
6,928.5 |
6,905.5 |
6,920.0 |
PP |
6,912.0 |
6,912.0 |
6,912.0 |
6,907.5 |
S1 |
6,884.5 |
6,884.5 |
6,897.5 |
6,876.0 |
S2 |
6,868.0 |
6,868.0 |
6,893.5 |
|
S3 |
6,824.0 |
6,840.5 |
6,889.5 |
|
S4 |
6,780.0 |
6,796.5 |
6,877.5 |
|
|
Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,480.5 |
7,403.0 |
7,027.5 |
|
R3 |
7,275.0 |
7,197.5 |
6,971.0 |
|
R2 |
7,069.5 |
7,069.5 |
6,952.0 |
|
R1 |
6,992.0 |
6,992.0 |
6,933.5 |
7,031.0 |
PP |
6,864.0 |
6,864.0 |
6,864.0 |
6,883.5 |
S1 |
6,786.5 |
6,786.5 |
6,895.5 |
6,825.0 |
S2 |
6,658.5 |
6,658.5 |
6,877.0 |
|
S3 |
6,453.0 |
6,581.0 |
6,858.0 |
|
S4 |
6,247.5 |
6,375.5 |
6,801.5 |
|
|
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 |
6,736.0 |
205.5 |
3.0% |
84.0 |
1.2% |
81% |
False |
False |
88,670 |
10 |
6,941.5 |
6,736.0 |
205.5 |
3.0% |
86.0 |
1.2% |
81% |
False |
False |
91,178 |
20 |
6,941.5 |
6,475.0 |
466.5 |
6.8% |
104.5 |
1.5% |
91% |
False |
False |
99,100 |
40 |
7,080.0 |
6,475.0 |
605.0 |
8.8% |
96.0 |
1.4% |
70% |
False |
False |
76,222 |
60 |
7,082.5 |
6,475.0 |
607.5 |
8.8% |
79.5 |
1.2% |
70% |
False |
False |
50,926 |
80 |
7,453.5 |
6,475.0 |
978.5 |
14.2% |
64.0 |
0.9% |
44% |
False |
False |
38,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,126.0 |
2.618 |
7,054.0 |
1.618 |
7,010.0 |
1.000 |
6,983.0 |
0.618 |
6,966.0 |
HIGH |
6,939.0 |
0.618 |
6,922.0 |
0.500 |
6,917.0 |
0.382 |
6,912.0 |
LOW |
6,895.0 |
0.618 |
6,868.0 |
1.000 |
6,851.0 |
1.618 |
6,824.0 |
2.618 |
6,780.0 |
4.250 |
6,708.0 |
|
|
Fisher Pivots for day following 21-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,917.0 |
6,880.5 |
PP |
6,912.0 |
6,859.5 |
S1 |
6,906.5 |
6,839.0 |
|