Trading Metrics calculated at close of trading on 04-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
19,600 |
19,445 |
-155 |
-0.8% |
20,055 |
High |
19,690 |
20,225 |
535 |
2.7% |
20,225 |
Low |
19,325 |
19,250 |
-75 |
-0.4% |
19,250 |
Close |
19,425 |
20,135 |
710 |
3.7% |
20,135 |
Range |
365 |
975 |
610 |
167.1% |
975 |
ATR |
548 |
578 |
31 |
5.6% |
0 |
Volume |
10,889 |
18,200 |
7,311 |
67.1% |
44,043 |
|
Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,795 |
22,440 |
20,671 |
|
R3 |
21,820 |
21,465 |
20,403 |
|
R2 |
20,845 |
20,845 |
20,314 |
|
R1 |
20,490 |
20,490 |
20,225 |
20,668 |
PP |
19,870 |
19,870 |
19,870 |
19,959 |
S1 |
19,515 |
19,515 |
20,046 |
19,693 |
S2 |
18,895 |
18,895 |
19,956 |
|
S3 |
17,920 |
18,540 |
19,867 |
|
S4 |
16,945 |
17,565 |
19,599 |
|
|
Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,795 |
22,440 |
20,671 |
|
R3 |
21,820 |
21,465 |
20,403 |
|
R2 |
20,845 |
20,845 |
20,314 |
|
R1 |
20,490 |
20,490 |
20,225 |
20,668 |
PP |
19,870 |
19,870 |
19,870 |
19,959 |
S1 |
19,515 |
19,515 |
20,046 |
19,693 |
S2 |
18,895 |
18,895 |
19,956 |
|
S3 |
17,920 |
18,540 |
19,867 |
|
S4 |
16,945 |
17,565 |
19,599 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,225 |
19,250 |
975 |
4.8% |
548 |
2.7% |
91% |
True |
True |
11,463 |
10 |
20,815 |
18,960 |
1,855 |
9.2% |
667 |
3.3% |
63% |
False |
False |
14,242 |
20 |
21,890 |
18,960 |
2,930 |
14.6% |
586 |
2.9% |
40% |
False |
False |
13,003 |
40 |
22,720 |
18,960 |
3,760 |
18.7% |
492 |
2.4% |
31% |
False |
False |
6,537 |
60 |
23,605 |
18,960 |
4,645 |
23.1% |
491 |
2.4% |
25% |
False |
False |
4,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,369 |
2.618 |
22,778 |
1.618 |
21,803 |
1.000 |
21,200 |
0.618 |
20,828 |
HIGH |
20,225 |
0.618 |
19,853 |
0.500 |
19,738 |
0.382 |
19,623 |
LOW |
19,250 |
0.618 |
18,648 |
1.000 |
18,275 |
1.618 |
17,673 |
2.618 |
16,698 |
4.250 |
15,106 |
|
|
Fisher Pivots for day following 04-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
20,003 |
20,003 |
PP |
19,870 |
19,870 |
S1 |
19,738 |
19,738 |
|