| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,546.75 |
6,597.25 |
50.50 |
0.8% |
6,312.25 |
| High |
6,645.00 |
6,641.75 |
-3.25 |
0.0% |
6,462.00 |
| Low |
6,546.75 |
6,527.50 |
-19.25 |
-0.3% |
6,136.50 |
| Close |
6,604.75 |
6,625.25 |
20.50 |
0.3% |
6,434.00 |
| Range |
98.25 |
114.25 |
16.00 |
16.3% |
325.50 |
| ATR |
200.68 |
194.50 |
-6.17 |
-3.1% |
0.00 |
| Volume |
496,789 |
496,364 |
-425 |
-0.1% |
2,456,452 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,941.00 |
6,897.25 |
6,688.00 |
|
| R3 |
6,826.75 |
6,783.00 |
6,656.75 |
|
| R2 |
6,712.50 |
6,712.50 |
6,646.25 |
|
| R1 |
6,668.75 |
6,668.75 |
6,635.75 |
6,690.50 |
| PP |
6,598.25 |
6,598.25 |
6,598.25 |
6,609.00 |
| S1 |
6,554.50 |
6,554.50 |
6,614.75 |
6,576.50 |
| S2 |
6,484.00 |
6,484.00 |
6,604.25 |
|
| S3 |
6,369.75 |
6,440.25 |
6,593.75 |
|
| S4 |
6,255.50 |
6,326.00 |
6,562.50 |
|
|
| 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% |
158.00 |
2.4% |
96% |
False |
False |
549,067 |
| 10 |
6,645.00 |
6,053.25 |
591.75 |
8.9% |
173.25 |
2.6% |
97% |
False |
False |
589,011 |
| 20 |
6,897.00 |
5,820.50 |
1,076.50 |
16.2% |
206.75 |
3.1% |
75% |
False |
False |
571,405 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.4% |
187.50 |
2.8% |
60% |
False |
False |
287,569 |
| 60 |
7,403.25 |
5,820.50 |
1,582.75 |
23.9% |
196.50 |
3.0% |
51% |
False |
False |
192,260 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.3% |
180.00 |
2.7% |
41% |
False |
False |
144,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,127.25 |
|
2.618 |
6,940.75 |
|
1.618 |
6,826.50 |
|
1.000 |
6,756.00 |
|
0.618 |
6,712.25 |
|
HIGH |
6,641.75 |
|
0.618 |
6,598.00 |
|
0.500 |
6,584.50 |
|
0.382 |
6,571.25 |
|
LOW |
6,527.50 |
|
0.618 |
6,457.00 |
|
1.000 |
6,413.25 |
|
1.618 |
6,342.75 |
|
2.618 |
6,228.50 |
|
4.250 |
6,042.00 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,611.75 |
6,602.25 |
| PP |
6,598.25 |
6,579.25 |
| S1 |
6,584.50 |
6,556.00 |
|