| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,406.8 |
1,424.0 |
17.2 |
1.2% |
1,345.3 |
| High |
1,429.3 |
1,445.1 |
15.8 |
1.1% |
1,387.3 |
| Low |
1,404.6 |
1,422.8 |
18.2 |
1.3% |
1,323.5 |
| Close |
1,425.9 |
1,437.5 |
11.6 |
0.8% |
1,381.6 |
| Range |
24.7 |
22.3 |
-2.4 |
-9.7% |
63.8 |
| ATR |
40.1 |
38.9 |
-1.3 |
-3.2% |
0.0 |
| Volume |
164,464 |
136,836 |
-27,628 |
-16.8% |
674,877 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,502.0 |
1,492.1 |
1,449.8 |
|
| R3 |
1,479.7 |
1,469.8 |
1,443.6 |
|
| R2 |
1,457.4 |
1,457.4 |
1,441.6 |
|
| R1 |
1,447.5 |
1,447.5 |
1,439.5 |
1,452.5 |
| PP |
1,435.1 |
1,435.1 |
1,435.1 |
1,437.6 |
| S1 |
1,425.2 |
1,425.2 |
1,435.5 |
1,430.2 |
| S2 |
1,412.8 |
1,412.8 |
1,433.4 |
|
| S3 |
1,390.5 |
1,402.9 |
1,431.4 |
|
| S4 |
1,368.2 |
1,380.6 |
1,425.2 |
|
|
| 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 |
1,445.1 |
1,325.3 |
119.8 |
8.3% |
35.7 |
2.5% |
94% |
True |
False |
166,121 |
| 10 |
1,445.1 |
1,252.0 |
193.1 |
13.4% |
40.9 |
2.8% |
96% |
True |
False |
171,736 |
| 20 |
1,478.2 |
1,252.0 |
226.2 |
15.7% |
41.5 |
2.9% |
82% |
False |
False |
179,305 |
| 40 |
1,567.4 |
1,252.0 |
315.4 |
21.9% |
37.7 |
2.6% |
59% |
False |
False |
89,859 |
| 60 |
1,607.0 |
1,252.0 |
355.0 |
24.7% |
36.2 |
2.5% |
52% |
False |
False |
59,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,539.9 |
|
2.618 |
1,503.5 |
|
1.618 |
1,481.2 |
|
1.000 |
1,467.4 |
|
0.618 |
1,458.9 |
|
HIGH |
1,445.1 |
|
0.618 |
1,436.6 |
|
0.500 |
1,434.0 |
|
0.382 |
1,431.3 |
|
LOW |
1,422.8 |
|
0.618 |
1,409.0 |
|
1.000 |
1,400.5 |
|
1.618 |
1,386.7 |
|
2.618 |
1,364.4 |
|
4.250 |
1,328.0 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,436.3 |
1,428.5 |
| PP |
1,435.1 |
1,419.5 |
| S1 |
1,434.0 |
1,410.5 |
|