| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,168.75 |
6,451.25 |
282.50 |
4.6% |
6,312.25 |
| High |
6,462.00 |
6,535.75 |
73.75 |
1.1% |
6,462.00 |
| Low |
6,136.50 |
6,402.50 |
266.00 |
4.3% |
6,136.50 |
| Close |
6,434.00 |
6,496.50 |
62.50 |
1.0% |
6,434.00 |
| Range |
325.50 |
133.25 |
-192.25 |
-59.1% |
325.50 |
| ATR |
221.77 |
215.44 |
-6.32 |
-2.9% |
0.00 |
| Volume |
696,539 |
516,597 |
-179,942 |
-25.8% |
2,456,452 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,878.00 |
6,820.50 |
6,569.75 |
|
| R3 |
6,744.75 |
6,687.25 |
6,533.25 |
|
| R2 |
6,611.50 |
6,611.50 |
6,521.00 |
|
| R1 |
6,554.00 |
6,554.00 |
6,508.75 |
6,582.75 |
| PP |
6,478.25 |
6,478.25 |
6,478.25 |
6,492.50 |
| S1 |
6,420.75 |
6,420.75 |
6,484.25 |
6,449.50 |
| S2 |
6,345.00 |
6,345.00 |
6,472.00 |
|
| S3 |
6,211.75 |
6,287.50 |
6,459.75 |
|
| S4 |
6,078.50 |
6,154.25 |
6,423.25 |
|
|
| 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 |
6,535.75 |
6,136.50 |
399.25 |
6.1% |
192.75 |
3.0% |
90% |
True |
False |
594,609 |
| 10 |
6,535.75 |
5,820.50 |
715.25 |
11.0% |
243.50 |
3.7% |
95% |
True |
False |
631,263 |
| 20 |
6,897.00 |
5,820.50 |
1,076.50 |
16.6% |
220.00 |
3.4% |
63% |
False |
False |
496,339 |
| 40 |
7,262.00 |
5,820.50 |
1,441.50 |
22.2% |
193.00 |
3.0% |
47% |
False |
False |
249,345 |
| 60 |
7,403.25 |
5,820.50 |
1,582.75 |
24.4% |
199.50 |
3.1% |
43% |
False |
False |
166,854 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.9% |
179.25 |
2.8% |
35% |
False |
False |
125,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,102.00 |
|
2.618 |
6,884.50 |
|
1.618 |
6,751.25 |
|
1.000 |
6,669.00 |
|
0.618 |
6,618.00 |
|
HIGH |
6,535.75 |
|
0.618 |
6,484.75 |
|
0.500 |
6,469.00 |
|
0.382 |
6,453.50 |
|
LOW |
6,402.50 |
|
0.618 |
6,320.25 |
|
1.000 |
6,269.25 |
|
1.618 |
6,187.00 |
|
2.618 |
6,053.75 |
|
4.250 |
5,836.25 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,487.50 |
6,443.00 |
| PP |
6,478.25 |
6,389.50 |
| S1 |
6,469.00 |
6,336.00 |
|