Trading Metrics calculated at close of trading on 24-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
6,652.00 |
6,663.00 |
11.00 |
0.2% |
6,599.00 |
High |
6,724.25 |
6,718.50 |
-5.75 |
-0.1% |
6,828.25 |
Low |
6,592.25 |
6,653.00 |
60.75 |
0.9% |
6,521.50 |
Close |
6,665.25 |
6,675.00 |
9.75 |
0.1% |
6,792.75 |
Range |
132.00 |
65.50 |
-66.50 |
-50.4% |
306.75 |
ATR |
162.56 |
155.63 |
-6.93 |
-4.3% |
0.00 |
Volume |
515,044 |
449,017 |
-66,027 |
-12.8% |
2,273,698 |
|
Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,878.75 |
6,842.25 |
6,711.00 |
|
R3 |
6,813.25 |
6,776.75 |
6,693.00 |
|
R2 |
6,747.75 |
6,747.75 |
6,687.00 |
|
R1 |
6,711.25 |
6,711.25 |
6,681.00 |
6,729.50 |
PP |
6,682.25 |
6,682.25 |
6,682.25 |
6,691.25 |
S1 |
6,645.75 |
6,645.75 |
6,669.00 |
6,664.00 |
S2 |
6,616.75 |
6,616.75 |
6,663.00 |
|
S3 |
6,551.25 |
6,580.25 |
6,657.00 |
|
S4 |
6,485.75 |
6,514.75 |
6,639.00 |
|
|
Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,634.50 |
7,520.25 |
6,961.50 |
|
R3 |
7,327.75 |
7,213.50 |
6,877.00 |
|
R2 |
7,021.00 |
7,021.00 |
6,849.00 |
|
R1 |
6,906.75 |
6,906.75 |
6,820.75 |
6,964.00 |
PP |
6,714.25 |
6,714.25 |
6,714.25 |
6,742.75 |
S1 |
6,600.00 |
6,600.00 |
6,764.75 |
6,657.00 |
S2 |
6,407.50 |
6,407.50 |
6,736.50 |
|
S3 |
6,100.75 |
6,293.25 |
6,708.50 |
|
S4 |
5,794.00 |
5,986.50 |
6,624.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,828.25 |
6,592.25 |
236.00 |
3.5% |
129.00 |
1.9% |
35% |
False |
False |
517,592 |
10 |
6,828.25 |
6,521.50 |
306.75 |
4.6% |
112.00 |
1.7% |
50% |
False |
False |
475,016 |
20 |
6,828.25 |
5,820.50 |
1,007.75 |
15.1% |
161.50 |
2.4% |
85% |
False |
False |
539,317 |
40 |
7,169.00 |
5,820.50 |
1,348.50 |
20.2% |
173.50 |
2.6% |
63% |
False |
False |
393,392 |
60 |
7,262.00 |
5,820.50 |
1,441.50 |
21.6% |
179.25 |
2.7% |
59% |
False |
False |
262,880 |
80 |
7,765.00 |
5,820.50 |
1,944.50 |
29.1% |
182.50 |
2.7% |
44% |
False |
False |
197,607 |
100 |
7,765.00 |
5,820.50 |
1,944.50 |
29.1% |
163.50 |
2.5% |
44% |
False |
False |
158,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,997.00 |
2.618 |
6,890.00 |
1.618 |
6,824.50 |
1.000 |
6,784.00 |
0.618 |
6,759.00 |
HIGH |
6,718.50 |
0.618 |
6,693.50 |
0.500 |
6,685.75 |
0.382 |
6,678.00 |
LOW |
6,653.00 |
0.618 |
6,612.50 |
1.000 |
6,587.50 |
1.618 |
6,547.00 |
2.618 |
6,481.50 |
4.250 |
6,374.50 |
|
|
Fisher Pivots for day following 24-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,685.75 |
6,693.50 |
PP |
6,682.25 |
6,687.25 |
S1 |
6,678.50 |
6,681.00 |
|