| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,506.00 |
6,546.75 |
40.75 |
0.6% |
6,312.25 |
| High |
6,586.25 |
6,645.00 |
58.75 |
0.9% |
6,462.00 |
| Low |
6,467.25 |
6,546.75 |
79.50 |
1.2% |
6,136.50 |
| Close |
6,557.25 |
6,604.75 |
47.50 |
0.7% |
6,434.00 |
| Range |
119.00 |
98.25 |
-20.75 |
-17.4% |
325.50 |
| ATR |
208.55 |
200.68 |
-7.88 |
-3.8% |
0.00 |
| Volume |
539,049 |
496,789 |
-42,260 |
-7.8% |
2,456,452 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,893.50 |
6,847.50 |
6,658.75 |
|
| R3 |
6,795.25 |
6,749.25 |
6,631.75 |
|
| R2 |
6,697.00 |
6,697.00 |
6,622.75 |
|
| R1 |
6,651.00 |
6,651.00 |
6,613.75 |
6,674.00 |
| PP |
6,598.75 |
6,598.75 |
6,598.75 |
6,610.50 |
| S1 |
6,552.75 |
6,552.75 |
6,595.75 |
6,575.75 |
| S2 |
6,500.50 |
6,500.50 |
6,586.75 |
|
| S3 |
6,402.25 |
6,454.50 |
6,577.75 |
|
| S4 |
6,304.00 |
6,356.25 |
6,550.75 |
|
|
| 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 |
6,645.00 |
6,136.50 |
508.50 |
7.7% |
166.25 |
2.5% |
92% |
True |
False |
592,702 |
| 10 |
6,645.00 |
5,820.50 |
824.50 |
12.5% |
211.00 |
3.2% |
95% |
True |
False |
603,619 |
| 20 |
6,897.00 |
5,820.50 |
1,076.50 |
16.3% |
209.00 |
3.2% |
73% |
False |
False |
547,383 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.4% |
191.75 |
2.9% |
58% |
False |
False |
275,189 |
| 60 |
7,403.25 |
5,820.50 |
1,582.75 |
24.0% |
196.50 |
3.0% |
50% |
False |
False |
184,007 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.4% |
179.75 |
2.7% |
40% |
False |
False |
138,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,062.50 |
|
2.618 |
6,902.25 |
|
1.618 |
6,804.00 |
|
1.000 |
6,743.25 |
|
0.618 |
6,705.75 |
|
HIGH |
6,645.00 |
|
0.618 |
6,607.50 |
|
0.500 |
6,596.00 |
|
0.382 |
6,584.25 |
|
LOW |
6,546.75 |
|
0.618 |
6,486.00 |
|
1.000 |
6,448.50 |
|
1.618 |
6,387.75 |
|
2.618 |
6,289.50 |
|
4.250 |
6,129.25 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,601.75 |
6,577.75 |
| PP |
6,598.75 |
6,550.75 |
| S1 |
6,596.00 |
6,523.75 |
|