Trading Metrics calculated at close of trading on 02-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
20,055 |
19,900 |
-155 |
-0.8% |
19,785 |
High |
20,120 |
20,005 |
-115 |
-0.6% |
20,225 |
Low |
19,750 |
19,320 |
-430 |
-2.2% |
18,960 |
Close |
19,860 |
19,855 |
-5 |
0.0% |
19,960 |
Range |
370 |
685 |
315 |
85.1% |
1,265 |
ATR |
539 |
549 |
10 |
1.9% |
0 |
Volume |
3,993 |
10,961 |
6,968 |
174.5% |
55,140 |
|
Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,782 |
21,503 |
20,232 |
|
R3 |
21,097 |
20,818 |
20,044 |
|
R2 |
20,412 |
20,412 |
19,981 |
|
R1 |
20,133 |
20,133 |
19,918 |
19,930 |
PP |
19,727 |
19,727 |
19,727 |
19,625 |
S1 |
19,448 |
19,448 |
19,792 |
19,245 |
S2 |
19,042 |
19,042 |
19,730 |
|
S3 |
18,357 |
18,763 |
19,667 |
|
S4 |
17,672 |
18,078 |
19,478 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,510 |
23,000 |
20,656 |
|
R3 |
22,245 |
21,735 |
20,308 |
|
R2 |
20,980 |
20,980 |
20,192 |
|
R1 |
20,470 |
20,470 |
20,076 |
20,725 |
PP |
19,715 |
19,715 |
19,715 |
19,843 |
S1 |
19,205 |
19,205 |
19,844 |
19,460 |
S2 |
18,450 |
18,450 |
19,728 |
|
S3 |
17,185 |
17,940 |
19,612 |
|
S4 |
15,920 |
16,675 |
19,264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,225 |
18,960 |
1,265 |
6.4% |
648 |
3.3% |
71% |
False |
False |
12,725 |
10 |
21,300 |
18,960 |
2,340 |
11.8% |
629 |
3.2% |
38% |
False |
False |
14,333 |
20 |
22,635 |
18,960 |
3,675 |
18.5% |
592 |
3.0% |
24% |
False |
False |
11,589 |
40 |
22,720 |
18,960 |
3,760 |
18.9% |
466 |
2.3% |
24% |
False |
False |
5,810 |
60 |
23,800 |
18,960 |
4,840 |
24.4% |
478 |
2.4% |
18% |
False |
False |
3,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,916 |
2.618 |
21,798 |
1.618 |
21,113 |
1.000 |
20,690 |
0.618 |
20,428 |
HIGH |
20,005 |
0.618 |
19,743 |
0.500 |
19,663 |
0.382 |
19,582 |
LOW |
19,320 |
0.618 |
18,897 |
1.000 |
18,635 |
1.618 |
18,212 |
2.618 |
17,527 |
4.250 |
16,409 |
|
|
Fisher Pivots for day following 02-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
19,791 |
19,810 |
PP |
19,727 |
19,765 |
S1 |
19,663 |
19,720 |
|