| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,242.75 |
6,168.75 |
-74.00 |
-1.2% |
6,312.25 |
| High |
6,304.25 |
6,462.00 |
157.75 |
2.5% |
6,462.00 |
| Low |
6,148.50 |
6,136.50 |
-12.00 |
-0.2% |
6,136.50 |
| Close |
6,162.00 |
6,434.00 |
272.00 |
4.4% |
6,434.00 |
| Range |
155.75 |
325.50 |
169.75 |
109.0% |
325.50 |
| ATR |
213.79 |
221.77 |
7.98 |
3.7% |
0.00 |
| Volume |
714,536 |
696,539 |
-17,997 |
-2.5% |
2,456,452 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,320.75 |
7,202.75 |
6,613.00 |
|
| R3 |
6,995.25 |
6,877.25 |
6,523.50 |
|
| R2 |
6,669.75 |
6,669.75 |
6,493.75 |
|
| R1 |
6,551.75 |
6,551.75 |
6,463.75 |
6,610.75 |
| PP |
6,344.25 |
6,344.25 |
6,344.25 |
6,373.50 |
| S1 |
6,226.25 |
6,226.25 |
6,404.25 |
6,285.25 |
| S2 |
6,018.75 |
6,018.75 |
6,374.25 |
|
| S3 |
5,693.25 |
5,900.75 |
6,344.50 |
|
| S4 |
5,367.75 |
5,575.25 |
6,255.00 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,320.75 |
7,202.75 |
6,613.00 |
|
| R3 |
6,995.25 |
6,877.25 |
6,523.50 |
|
| R2 |
6,669.75 |
6,669.75 |
6,493.75 |
|
| R1 |
6,551.75 |
6,551.75 |
6,463.75 |
6,610.75 |
| PP |
6,344.25 |
6,344.25 |
6,344.25 |
6,373.50 |
| S1 |
6,226.25 |
6,226.25 |
6,404.25 |
6,285.25 |
| S2 |
6,018.75 |
6,018.75 |
6,374.25 |
|
| S3 |
5,693.25 |
5,900.75 |
6,344.50 |
|
| S4 |
5,367.75 |
5,575.25 |
6,255.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,462.00 |
6,136.50 |
325.50 |
5.1% |
197.75 |
3.1% |
91% |
True |
True |
620,237 |
| 10 |
6,462.00 |
5,820.50 |
641.50 |
10.0% |
252.50 |
3.9% |
96% |
True |
False |
680,753 |
| 20 |
6,897.00 |
5,820.50 |
1,076.50 |
16.7% |
224.50 |
3.5% |
57% |
False |
False |
470,910 |
| 40 |
7,262.00 |
5,820.50 |
1,441.50 |
22.4% |
196.00 |
3.0% |
43% |
False |
False |
236,468 |
| 60 |
7,448.50 |
5,820.50 |
1,628.00 |
25.3% |
204.00 |
3.2% |
38% |
False |
False |
158,300 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
30.2% |
178.75 |
2.8% |
32% |
False |
False |
118,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,845.50 |
|
2.618 |
7,314.25 |
|
1.618 |
6,988.75 |
|
1.000 |
6,787.50 |
|
0.618 |
6,663.25 |
|
HIGH |
6,462.00 |
|
0.618 |
6,337.75 |
|
0.500 |
6,299.25 |
|
0.382 |
6,260.75 |
|
LOW |
6,136.50 |
|
0.618 |
5,935.25 |
|
1.000 |
5,811.00 |
|
1.618 |
5,609.75 |
|
2.618 |
5,284.25 |
|
4.250 |
4,753.00 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,389.00 |
6,389.00 |
| PP |
6,344.25 |
6,344.25 |
| S1 |
6,299.25 |
6,299.25 |
|