| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,333.1 |
1,384.4 |
51.3 |
3.8% |
1,345.3 |
| High |
1,387.3 |
1,414.6 |
27.3 |
2.0% |
1,387.3 |
| Low |
1,325.3 |
1,375.8 |
50.5 |
3.8% |
1,323.5 |
| Close |
1,381.6 |
1,405.9 |
24.3 |
1.8% |
1,381.6 |
| Range |
62.0 |
38.8 |
-23.2 |
-37.4% |
63.8 |
| ATR |
41.5 |
41.3 |
-0.2 |
-0.5% |
0.0 |
| Volume |
182,263 |
173,010 |
-9,253 |
-5.1% |
674,877 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.2 |
1,499.3 |
1,427.2 |
|
| R3 |
1,476.4 |
1,460.5 |
1,416.6 |
|
| R2 |
1,437.6 |
1,437.6 |
1,413.0 |
|
| R1 |
1,421.7 |
1,421.7 |
1,409.5 |
1,429.7 |
| PP |
1,398.8 |
1,398.8 |
1,398.8 |
1,402.7 |
| S1 |
1,382.9 |
1,382.9 |
1,402.3 |
1,390.9 |
| S2 |
1,360.0 |
1,360.0 |
1,398.8 |
|
| S3 |
1,321.2 |
1,344.1 |
1,395.2 |
|
| S4 |
1,282.4 |
1,305.3 |
1,384.6 |
|
|
| 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 |
1,414.6 |
1,323.5 |
91.1 |
6.5% |
39.5 |
2.8% |
90% |
True |
False |
169,577 |
| 10 |
1,414.6 |
1,252.0 |
162.6 |
11.6% |
45.5 |
3.2% |
95% |
True |
False |
179,061 |
| 20 |
1,493.2 |
1,252.0 |
241.2 |
17.2% |
43.4 |
3.1% |
64% |
False |
False |
164,541 |
| 40 |
1,593.9 |
1,252.0 |
341.9 |
24.3% |
37.7 |
2.7% |
45% |
False |
False |
82,329 |
| 60 |
1,607.0 |
1,252.0 |
355.0 |
25.3% |
36.8 |
2.6% |
43% |
False |
False |
54,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,579.5 |
|
2.618 |
1,516.2 |
|
1.618 |
1,477.4 |
|
1.000 |
1,453.4 |
|
0.618 |
1,438.6 |
|
HIGH |
1,414.6 |
|
0.618 |
1,399.8 |
|
0.500 |
1,395.2 |
|
0.382 |
1,390.6 |
|
LOW |
1,375.8 |
|
0.618 |
1,351.8 |
|
1.000 |
1,337.0 |
|
1.618 |
1,313.0 |
|
2.618 |
1,274.2 |
|
4.250 |
1,210.9 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,402.3 |
1,393.9 |
| PP |
1,398.8 |
1,381.9 |
| S1 |
1,395.2 |
1,370.0 |
|