| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,349.50 |
6,242.75 |
-106.75 |
-1.7% |
6,049.75 |
| High |
6,409.25 |
6,304.25 |
-105.00 |
-1.6% |
6,402.50 |
| Low |
6,154.00 |
6,148.50 |
-5.50 |
-0.1% |
5,820.50 |
| Close |
6,371.00 |
6,162.00 |
-209.00 |
-3.3% |
6,293.25 |
| Range |
255.25 |
155.75 |
-99.50 |
-39.0% |
582.00 |
| ATR |
213.12 |
213.79 |
0.67 |
0.3% |
0.00 |
| Volume |
659,316 |
714,536 |
55,220 |
8.4% |
2,476,898 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,672.25 |
6,572.75 |
6,247.75 |
|
| R3 |
6,516.50 |
6,417.00 |
6,204.75 |
|
| R2 |
6,360.75 |
6,360.75 |
6,190.50 |
|
| R1 |
6,261.25 |
6,261.25 |
6,176.25 |
6,233.00 |
| PP |
6,205.00 |
6,205.00 |
6,205.00 |
6,190.75 |
| S1 |
6,105.50 |
6,105.50 |
6,147.75 |
6,077.50 |
| S2 |
6,049.25 |
6,049.25 |
6,133.50 |
|
| S3 |
5,893.50 |
5,949.75 |
6,119.25 |
|
| S4 |
5,737.75 |
5,794.00 |
6,076.25 |
|
|
| 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 |
6,053.25 |
356.00 |
5.8% |
188.75 |
3.1% |
31% |
False |
False |
628,955 |
| 10 |
6,610.00 |
5,820.50 |
789.50 |
12.8% |
250.75 |
4.1% |
43% |
False |
False |
682,545 |
| 20 |
6,897.00 |
5,820.50 |
1,076.50 |
17.5% |
211.50 |
3.4% |
32% |
False |
False |
436,110 |
| 40 |
7,262.00 |
5,820.50 |
1,441.50 |
23.4% |
190.75 |
3.1% |
24% |
False |
False |
219,082 |
| 60 |
7,492.75 |
5,820.50 |
1,672.25 |
27.1% |
200.75 |
3.3% |
20% |
False |
False |
146,709 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
31.6% |
176.00 |
2.9% |
18% |
False |
False |
110,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,966.25 |
|
2.618 |
6,712.00 |
|
1.618 |
6,556.25 |
|
1.000 |
6,460.00 |
|
0.618 |
6,400.50 |
|
HIGH |
6,304.25 |
|
0.618 |
6,244.75 |
|
0.500 |
6,226.50 |
|
0.382 |
6,208.00 |
|
LOW |
6,148.50 |
|
0.618 |
6,052.25 |
|
1.000 |
5,992.75 |
|
1.618 |
5,896.50 |
|
2.618 |
5,740.75 |
|
4.250 |
5,486.50 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,226.50 |
6,279.00 |
| PP |
6,205.00 |
6,240.00 |
| S1 |
6,183.50 |
6,201.00 |
|