Trading Metrics calculated at close of trading on 14-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
6,622.50 |
6,599.00 |
-23.50 |
-0.4% |
6,451.25 |
High |
6,632.50 |
6,602.50 |
-30.00 |
-0.5% |
6,645.00 |
Low |
6,572.00 |
6,521.50 |
-50.50 |
-0.8% |
6,402.50 |
Close |
6,612.75 |
6,545.00 |
-67.75 |
-1.0% |
6,612.75 |
Range |
60.50 |
81.00 |
20.50 |
33.9% |
242.50 |
ATR |
184.93 |
178.24 |
-6.69 |
-3.6% |
0.00 |
Volume |
364,787 |
364,990 |
203 |
0.1% |
2,413,586 |
|
Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,799.25 |
6,753.25 |
6,589.50 |
|
R3 |
6,718.25 |
6,672.25 |
6,567.25 |
|
R2 |
6,637.25 |
6,637.25 |
6,559.75 |
|
R1 |
6,591.25 |
6,591.25 |
6,552.50 |
6,573.75 |
PP |
6,556.25 |
6,556.25 |
6,556.25 |
6,547.50 |
S1 |
6,510.25 |
6,510.25 |
6,537.50 |
6,492.75 |
S2 |
6,475.25 |
6,475.25 |
6,530.25 |
|
S3 |
6,394.25 |
6,429.25 |
6,522.75 |
|
S4 |
6,313.25 |
6,348.25 |
6,500.50 |
|
|
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 |
6,467.25 |
177.75 |
2.7% |
94.50 |
1.4% |
44% |
False |
False |
452,395 |
10 |
6,645.00 |
6,136.50 |
508.50 |
7.8% |
143.75 |
2.2% |
80% |
False |
False |
523,502 |
20 |
6,786.25 |
5,820.50 |
965.75 |
14.8% |
198.50 |
3.0% |
75% |
False |
False |
603,278 |
40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.6% |
182.75 |
2.8% |
54% |
False |
False |
305,737 |
60 |
7,340.75 |
5,820.50 |
1,520.25 |
23.2% |
191.75 |
2.9% |
48% |
False |
False |
204,382 |
80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.7% |
179.00 |
2.7% |
37% |
False |
False |
153,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,946.75 |
2.618 |
6,814.50 |
1.618 |
6,733.50 |
1.000 |
6,683.50 |
0.618 |
6,652.50 |
HIGH |
6,602.50 |
0.618 |
6,571.50 |
0.500 |
6,562.00 |
0.382 |
6,552.50 |
LOW |
6,521.50 |
0.618 |
6,471.50 |
1.000 |
6,440.50 |
1.618 |
6,390.50 |
2.618 |
6,309.50 |
4.250 |
6,177.25 |
|
|
Fisher Pivots for day following 14-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,562.00 |
6,581.50 |
PP |
6,556.25 |
6,569.50 |
S1 |
6,550.75 |
6,557.25 |
|