| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,451.25 |
6,506.00 |
54.75 |
0.8% |
6,312.25 |
| High |
6,535.75 |
6,586.25 |
50.50 |
0.8% |
6,462.00 |
| Low |
6,402.50 |
6,467.25 |
64.75 |
1.0% |
6,136.50 |
| Close |
6,496.50 |
6,557.25 |
60.75 |
0.9% |
6,434.00 |
| Range |
133.25 |
119.00 |
-14.25 |
-10.7% |
325.50 |
| ATR |
215.44 |
208.55 |
-6.89 |
-3.2% |
0.00 |
| Volume |
516,597 |
539,049 |
22,452 |
4.3% |
2,456,452 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,894.00 |
6,844.50 |
6,622.75 |
|
| R3 |
6,775.00 |
6,725.50 |
6,590.00 |
|
| R2 |
6,656.00 |
6,656.00 |
6,579.00 |
|
| R1 |
6,606.50 |
6,606.50 |
6,568.25 |
6,631.25 |
| PP |
6,537.00 |
6,537.00 |
6,537.00 |
6,549.25 |
| S1 |
6,487.50 |
6,487.50 |
6,546.25 |
6,512.25 |
| S2 |
6,418.00 |
6,418.00 |
6,535.50 |
|
| S3 |
6,299.00 |
6,368.50 |
6,524.50 |
|
| S4 |
6,180.00 |
6,249.50 |
6,491.75 |
|
|
| 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 |
6,586.25 |
6,136.50 |
449.75 |
6.9% |
197.75 |
3.0% |
94% |
True |
False |
625,207 |
| 10 |
6,586.25 |
5,820.50 |
765.75 |
11.7% |
224.50 |
3.4% |
96% |
True |
False |
598,899 |
| 20 |
6,897.00 |
5,820.50 |
1,076.50 |
16.4% |
213.00 |
3.2% |
68% |
False |
False |
523,010 |
| 40 |
7,197.25 |
5,820.50 |
1,376.75 |
21.0% |
193.50 |
3.0% |
54% |
False |
False |
262,790 |
| 60 |
7,403.25 |
5,820.50 |
1,582.75 |
24.1% |
197.75 |
3.0% |
47% |
False |
False |
175,769 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.7% |
179.50 |
2.7% |
38% |
False |
False |
132,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,092.00 |
|
2.618 |
6,897.75 |
|
1.618 |
6,778.75 |
|
1.000 |
6,705.25 |
|
0.618 |
6,659.75 |
|
HIGH |
6,586.25 |
|
0.618 |
6,540.75 |
|
0.500 |
6,526.75 |
|
0.382 |
6,512.75 |
|
LOW |
6,467.25 |
|
0.618 |
6,393.75 |
|
1.000 |
6,348.25 |
|
1.618 |
6,274.75 |
|
2.618 |
6,155.75 |
|
4.250 |
5,961.50 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,547.00 |
6,492.00 |
| PP |
6,537.00 |
6,426.75 |
| S1 |
6,526.75 |
6,361.50 |
|