| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,424.0 |
1,436.4 |
12.4 |
0.9% |
1,345.3 |
| High |
1,445.1 |
1,448.6 |
3.5 |
0.2% |
1,387.3 |
| Low |
1,422.8 |
1,424.3 |
1.5 |
0.1% |
1,323.5 |
| Close |
1,437.5 |
1,446.6 |
9.1 |
0.6% |
1,381.6 |
| Range |
22.3 |
24.3 |
2.0 |
9.0% |
63.8 |
| ATR |
38.9 |
37.8 |
-1.0 |
-2.7% |
0.0 |
| Volume |
136,836 |
139,747 |
2,911 |
2.1% |
674,877 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,512.7 |
1,504.0 |
1,460.0 |
|
| R3 |
1,488.4 |
1,479.7 |
1,453.3 |
|
| R2 |
1,464.1 |
1,464.1 |
1,451.1 |
|
| R1 |
1,455.4 |
1,455.4 |
1,448.8 |
1,459.8 |
| PP |
1,439.8 |
1,439.8 |
1,439.8 |
1,442.0 |
| S1 |
1,431.1 |
1,431.1 |
1,444.4 |
1,435.5 |
| S2 |
1,415.5 |
1,415.5 |
1,442.1 |
|
| S3 |
1,391.2 |
1,406.8 |
1,439.9 |
|
| S4 |
1,366.9 |
1,382.5 |
1,433.2 |
|
|
| 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 |
1,448.6 |
1,325.3 |
123.3 |
8.5% |
34.4 |
2.4% |
98% |
True |
False |
159,264 |
| 10 |
1,448.6 |
1,288.9 |
159.7 |
11.0% |
35.2 |
2.4% |
99% |
True |
False |
167,931 |
| 20 |
1,478.2 |
1,252.0 |
226.2 |
15.6% |
40.8 |
2.8% |
86% |
False |
False |
186,087 |
| 40 |
1,567.4 |
1,252.0 |
315.4 |
21.8% |
37.2 |
2.6% |
62% |
False |
False |
93,352 |
| 60 |
1,607.0 |
1,252.0 |
355.0 |
24.5% |
36.2 |
2.5% |
55% |
False |
False |
62,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,551.9 |
|
2.618 |
1,512.2 |
|
1.618 |
1,487.9 |
|
1.000 |
1,472.9 |
|
0.618 |
1,463.6 |
|
HIGH |
1,448.6 |
|
0.618 |
1,439.3 |
|
0.500 |
1,436.5 |
|
0.382 |
1,433.6 |
|
LOW |
1,424.3 |
|
0.618 |
1,409.3 |
|
1.000 |
1,400.0 |
|
1.618 |
1,385.0 |
|
2.618 |
1,360.7 |
|
4.250 |
1,321.0 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,443.2 |
1,439.9 |
| PP |
1,439.8 |
1,433.3 |
| S1 |
1,436.5 |
1,426.6 |
|