| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,384.4 |
1,406.8 |
22.4 |
1.6% |
1,345.3 |
| High |
1,414.6 |
1,429.3 |
14.7 |
1.0% |
1,387.3 |
| Low |
1,375.8 |
1,404.6 |
28.8 |
2.1% |
1,323.5 |
| Close |
1,405.9 |
1,425.9 |
20.0 |
1.4% |
1,381.6 |
| Range |
38.8 |
24.7 |
-14.1 |
-36.3% |
63.8 |
| ATR |
41.3 |
40.1 |
-1.2 |
-2.9% |
0.0 |
| Volume |
173,010 |
164,464 |
-8,546 |
-4.9% |
674,877 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.0 |
1,484.7 |
1,439.5 |
|
| R3 |
1,469.3 |
1,460.0 |
1,432.7 |
|
| R2 |
1,444.6 |
1,444.6 |
1,430.4 |
|
| R1 |
1,435.3 |
1,435.3 |
1,428.2 |
1,440.0 |
| PP |
1,419.9 |
1,419.9 |
1,419.9 |
1,422.3 |
| S1 |
1,410.6 |
1,410.6 |
1,423.6 |
1,415.3 |
| S2 |
1,395.2 |
1,395.2 |
1,421.4 |
|
| S3 |
1,370.5 |
1,385.9 |
1,419.1 |
|
| S4 |
1,345.8 |
1,361.2 |
1,412.3 |
|
|
| 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 |
1,429.3 |
1,323.5 |
105.8 |
7.4% |
39.1 |
2.7% |
97% |
True |
False |
171,275 |
| 10 |
1,429.3 |
1,252.0 |
177.3 |
12.4% |
42.8 |
3.0% |
98% |
True |
False |
170,425 |
| 20 |
1,478.2 |
1,252.0 |
226.2 |
15.9% |
42.2 |
3.0% |
77% |
False |
False |
172,704 |
| 40 |
1,579.7 |
1,252.0 |
327.7 |
23.0% |
38.0 |
2.7% |
53% |
False |
False |
86,439 |
| 60 |
1,607.0 |
1,252.0 |
355.0 |
24.9% |
36.6 |
2.6% |
49% |
False |
False |
57,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,534.3 |
|
2.618 |
1,494.0 |
|
1.618 |
1,469.3 |
|
1.000 |
1,454.0 |
|
0.618 |
1,444.6 |
|
HIGH |
1,429.3 |
|
0.618 |
1,419.9 |
|
0.500 |
1,417.0 |
|
0.382 |
1,414.0 |
|
LOW |
1,404.6 |
|
0.618 |
1,389.3 |
|
1.000 |
1,379.9 |
|
1.618 |
1,364.6 |
|
2.618 |
1,339.9 |
|
4.250 |
1,299.6 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,422.9 |
1,409.7 |
| PP |
1,419.9 |
1,393.5 |
| S1 |
1,417.0 |
1,377.3 |
|