| 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 |
1,344.9 |
1,333.1 |
-11.8 |
-0.9% |
1,345.3 |
| High |
1,357.1 |
1,387.3 |
30.2 |
2.2% |
1,387.3 |
| Low |
1,326.4 |
1,325.3 |
-1.1 |
-0.1% |
1,323.5 |
| Close |
1,330.4 |
1,381.6 |
51.2 |
3.8% |
1,381.6 |
| Range |
30.7 |
62.0 |
31.3 |
102.0% |
63.8 |
| ATR |
39.9 |
41.5 |
1.6 |
3.9% |
0.0 |
| Volume |
174,035 |
182,263 |
8,228 |
4.7% |
674,877 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,550.7 |
1,528.2 |
1,415.7 |
|
| R3 |
1,488.7 |
1,466.2 |
1,398.7 |
|
| R2 |
1,426.7 |
1,426.7 |
1,393.0 |
|
| R1 |
1,404.2 |
1,404.2 |
1,387.3 |
1,415.5 |
| PP |
1,364.7 |
1,364.7 |
1,364.7 |
1,370.4 |
| S1 |
1,342.2 |
1,342.2 |
1,375.9 |
1,353.5 |
| S2 |
1,302.7 |
1,302.7 |
1,370.2 |
|
| S3 |
1,240.7 |
1,280.2 |
1,364.6 |
|
| S4 |
1,178.7 |
1,218.2 |
1,347.5 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,555.5 |
1,532.4 |
1,416.7 |
|
| R3 |
1,491.7 |
1,468.6 |
1,399.1 |
|
| R2 |
1,427.9 |
1,427.9 |
1,393.3 |
|
| R1 |
1,404.8 |
1,404.8 |
1,387.4 |
1,416.4 |
| PP |
1,364.1 |
1,364.1 |
1,364.1 |
1,369.9 |
| S1 |
1,341.0 |
1,341.0 |
1,375.8 |
1,352.6 |
| S2 |
1,300.3 |
1,300.3 |
1,369.9 |
|
| S3 |
1,236.5 |
1,277.2 |
1,364.1 |
|
| S4 |
1,172.7 |
1,213.4 |
1,346.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,387.3 |
1,323.5 |
63.8 |
4.6% |
38.6 |
2.8% |
91% |
True |
False |
168,002 |
| 10 |
1,387.3 |
1,252.0 |
135.3 |
9.8% |
46.5 |
3.4% |
96% |
True |
False |
196,233 |
| 20 |
1,494.1 |
1,252.0 |
242.1 |
17.5% |
43.9 |
3.2% |
54% |
False |
False |
155,931 |
| 40 |
1,593.9 |
1,252.0 |
341.9 |
24.7% |
37.6 |
2.7% |
38% |
False |
False |
78,005 |
| 60 |
1,634.6 |
1,252.0 |
382.6 |
27.7% |
37.2 |
2.7% |
34% |
False |
False |
52,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,650.8 |
|
2.618 |
1,549.6 |
|
1.618 |
1,487.6 |
|
1.000 |
1,449.3 |
|
0.618 |
1,425.6 |
|
HIGH |
1,387.3 |
|
0.618 |
1,363.6 |
|
0.500 |
1,356.3 |
|
0.382 |
1,349.0 |
|
LOW |
1,325.3 |
|
0.618 |
1,287.0 |
|
1.000 |
1,263.3 |
|
1.618 |
1,225.0 |
|
2.618 |
1,163.0 |
|
4.250 |
1,061.8 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,373.2 |
1,372.9 |
| PP |
1,364.7 |
1,364.1 |
| S1 |
1,356.3 |
1,355.4 |
|