| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,312.25 |
6,349.50 |
37.25 |
0.6% |
6,049.75 |
| High |
6,376.75 |
6,409.25 |
32.50 |
0.5% |
6,402.50 |
| Low |
6,283.00 |
6,154.00 |
-129.00 |
-2.1% |
5,820.50 |
| Close |
6,333.25 |
6,371.00 |
37.75 |
0.6% |
6,293.25 |
| Range |
93.75 |
255.25 |
161.50 |
172.3% |
582.00 |
| ATR |
209.88 |
213.12 |
3.24 |
1.5% |
0.00 |
| Volume |
386,061 |
659,316 |
273,255 |
70.8% |
2,476,898 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,077.25 |
6,979.25 |
6,511.50 |
|
| R3 |
6,822.00 |
6,724.00 |
6,441.25 |
|
| R2 |
6,566.75 |
6,566.75 |
6,417.75 |
|
| R1 |
6,468.75 |
6,468.75 |
6,394.50 |
6,517.75 |
| PP |
6,311.50 |
6,311.50 |
6,311.50 |
6,336.00 |
| S1 |
6,213.50 |
6,213.50 |
6,347.50 |
6,262.50 |
| S2 |
6,056.25 |
6,056.25 |
6,324.25 |
|
| S3 |
5,801.00 |
5,958.25 |
6,300.75 |
|
| S4 |
5,545.75 |
5,703.00 |
6,230.50 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,918.00 |
7,687.75 |
6,613.25 |
|
| R3 |
7,336.00 |
7,105.75 |
6,453.25 |
|
| R2 |
6,754.00 |
6,754.00 |
6,400.00 |
|
| R1 |
6,523.75 |
6,523.75 |
6,346.50 |
6,639.00 |
| PP |
6,172.00 |
6,172.00 |
6,172.00 |
6,229.75 |
| S1 |
5,941.75 |
5,941.75 |
6,240.00 |
6,057.00 |
| S2 |
5,590.00 |
5,590.00 |
6,186.50 |
|
| S3 |
5,008.00 |
5,359.75 |
6,133.25 |
|
| S4 |
4,426.00 |
4,777.75 |
5,973.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,409.25 |
5,820.50 |
588.75 |
9.2% |
255.50 |
4.0% |
94% |
True |
False |
614,536 |
| 10 |
6,610.00 |
5,820.50 |
789.50 |
12.4% |
247.25 |
3.9% |
70% |
False |
False |
675,723 |
| 20 |
7,086.50 |
5,820.50 |
1,266.00 |
19.9% |
217.25 |
3.4% |
43% |
False |
False |
400,410 |
| 40 |
7,262.00 |
5,820.50 |
1,441.50 |
22.6% |
190.25 |
3.0% |
38% |
False |
False |
201,249 |
| 60 |
7,492.75 |
5,820.50 |
1,672.25 |
26.2% |
200.75 |
3.2% |
33% |
False |
False |
134,820 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
30.5% |
174.75 |
2.7% |
28% |
False |
False |
101,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,494.00 |
|
2.618 |
7,077.50 |
|
1.618 |
6,822.25 |
|
1.000 |
6,664.50 |
|
0.618 |
6,567.00 |
|
HIGH |
6,409.25 |
|
0.618 |
6,311.75 |
|
0.500 |
6,281.50 |
|
0.382 |
6,251.50 |
|
LOW |
6,154.00 |
|
0.618 |
5,996.25 |
|
1.000 |
5,898.75 |
|
1.618 |
5,741.00 |
|
2.618 |
5,485.75 |
|
4.250 |
5,069.25 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,341.25 |
6,341.25 |
| PP |
6,311.50 |
6,311.50 |
| S1 |
6,281.50 |
6,281.50 |
|