| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,597.25 |
6,622.50 |
25.25 |
0.4% |
6,451.25 |
| High |
6,641.75 |
6,632.50 |
-9.25 |
-0.1% |
6,645.00 |
| Low |
6,527.50 |
6,572.00 |
44.50 |
0.7% |
6,402.50 |
| Close |
6,625.25 |
6,612.75 |
-12.50 |
-0.2% |
6,612.75 |
| Range |
114.25 |
60.50 |
-53.75 |
-47.0% |
242.50 |
| ATR |
194.50 |
184.93 |
-9.57 |
-4.9% |
0.00 |
| Volume |
496,364 |
364,787 |
-131,577 |
-26.5% |
2,413,586 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,787.25 |
6,760.50 |
6,646.00 |
|
| R3 |
6,726.75 |
6,700.00 |
6,629.50 |
|
| R2 |
6,666.25 |
6,666.25 |
6,623.75 |
|
| R1 |
6,639.50 |
6,639.50 |
6,618.25 |
6,622.50 |
| PP |
6,605.75 |
6,605.75 |
6,605.75 |
6,597.25 |
| S1 |
6,579.00 |
6,579.00 |
6,607.25 |
6,562.00 |
| S2 |
6,545.25 |
6,545.25 |
6,601.75 |
|
| S3 |
6,484.75 |
6,518.50 |
6,596.00 |
|
| S4 |
6,424.25 |
6,458.00 |
6,579.50 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,281.00 |
7,189.25 |
6,746.00 |
|
| R3 |
7,038.50 |
6,946.75 |
6,679.50 |
|
| R2 |
6,796.00 |
6,796.00 |
6,657.25 |
|
| R1 |
6,704.25 |
6,704.25 |
6,635.00 |
6,750.00 |
| PP |
6,553.50 |
6,553.50 |
6,553.50 |
6,576.25 |
| S1 |
6,461.75 |
6,461.75 |
6,590.50 |
6,507.50 |
| S2 |
6,311.00 |
6,311.00 |
6,568.25 |
|
| S3 |
6,068.50 |
6,219.25 |
6,546.00 |
|
| S4 |
5,826.00 |
5,976.75 |
6,479.50 |
|
|
| 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 |
6,402.50 |
242.50 |
3.7% |
105.00 |
1.6% |
87% |
False |
False |
482,717 |
| 10 |
6,645.00 |
6,136.50 |
508.50 |
7.7% |
151.50 |
2.3% |
94% |
False |
False |
551,477 |
| 20 |
6,864.75 |
5,820.50 |
1,044.25 |
15.8% |
200.25 |
3.0% |
76% |
False |
False |
588,469 |
| 40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.4% |
185.25 |
2.8% |
59% |
False |
False |
296,663 |
| 60 |
7,403.25 |
5,820.50 |
1,582.75 |
23.9% |
192.75 |
2.9% |
50% |
False |
False |
198,316 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.4% |
179.00 |
2.7% |
41% |
False |
False |
149,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,889.50 |
|
2.618 |
6,791.00 |
|
1.618 |
6,730.50 |
|
1.000 |
6,693.00 |
|
0.618 |
6,670.00 |
|
HIGH |
6,632.50 |
|
0.618 |
6,609.50 |
|
0.500 |
6,602.25 |
|
0.382 |
6,595.00 |
|
LOW |
6,572.00 |
|
0.618 |
6,534.50 |
|
1.000 |
6,511.50 |
|
1.618 |
6,474.00 |
|
2.618 |
6,413.50 |
|
4.250 |
6,315.00 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,609.25 |
6,604.00 |
| PP |
6,605.75 |
6,595.00 |
| S1 |
6,602.25 |
6,586.25 |
|