Trading Metrics calculated at close of trading on 03-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
19,900 |
19,600 |
-300 |
-1.5% |
19,785 |
High |
20,005 |
19,690 |
-315 |
-1.6% |
20,225 |
Low |
19,320 |
19,325 |
5 |
0.0% |
18,960 |
Close |
19,855 |
19,425 |
-430 |
-2.2% |
19,960 |
Range |
685 |
365 |
-320 |
-46.7% |
1,265 |
ATR |
549 |
548 |
-1 |
-0.2% |
0 |
Volume |
10,961 |
10,889 |
-72 |
-0.7% |
55,140 |
|
Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,575 |
20,365 |
19,626 |
|
R3 |
20,210 |
20,000 |
19,526 |
|
R2 |
19,845 |
19,845 |
19,492 |
|
R1 |
19,635 |
19,635 |
19,459 |
19,558 |
PP |
19,480 |
19,480 |
19,480 |
19,441 |
S1 |
19,270 |
19,270 |
19,392 |
19,193 |
S2 |
19,115 |
19,115 |
19,358 |
|
S3 |
18,750 |
18,905 |
19,325 |
|
S4 |
18,385 |
18,540 |
19,224 |
|
|
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 |
19,320 |
905 |
4.7% |
490 |
2.5% |
12% |
False |
False |
10,992 |
10 |
21,165 |
18,960 |
2,205 |
11.4% |
631 |
3.2% |
21% |
False |
False |
14,138 |
20 |
21,950 |
18,960 |
2,990 |
15.4% |
556 |
2.9% |
16% |
False |
False |
12,113 |
40 |
22,720 |
18,960 |
3,760 |
19.4% |
471 |
2.4% |
12% |
False |
False |
6,082 |
60 |
23,605 |
18,960 |
4,645 |
23.9% |
478 |
2.5% |
10% |
False |
False |
4,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,241 |
2.618 |
20,646 |
1.618 |
20,281 |
1.000 |
20,055 |
0.618 |
19,916 |
HIGH |
19,690 |
0.618 |
19,551 |
0.500 |
19,508 |
0.382 |
19,465 |
LOW |
19,325 |
0.618 |
19,100 |
1.000 |
18,960 |
1.618 |
18,735 |
2.618 |
18,370 |
4.250 |
17,774 |
|
|
Fisher Pivots for day following 03-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
19,508 |
19,720 |
PP |
19,480 |
19,622 |
S1 |
19,453 |
19,523 |
|