Trading Metrics calculated at close of trading on 11-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
20,295 |
20,385 |
90 |
0.4% |
20,190 |
High |
20,405 |
20,405 |
0 |
0.0% |
20,510 |
Low |
20,060 |
20,205 |
145 |
0.7% |
20,000 |
Close |
20,375 |
20,305 |
-70 |
-0.3% |
20,305 |
Range |
345 |
200 |
-145 |
-42.0% |
510 |
ATR |
514 |
492 |
-22 |
-4.4% |
0 |
Volume |
9,114 |
10,287 |
1,173 |
12.9% |
51,572 |
|
Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,905 |
20,805 |
20,415 |
|
R3 |
20,705 |
20,605 |
20,360 |
|
R2 |
20,505 |
20,505 |
20,342 |
|
R1 |
20,405 |
20,405 |
20,323 |
20,355 |
PP |
20,305 |
20,305 |
20,305 |
20,280 |
S1 |
20,205 |
20,205 |
20,287 |
20,155 |
S2 |
20,105 |
20,105 |
20,268 |
|
S3 |
19,905 |
20,005 |
20,250 |
|
S4 |
19,705 |
19,805 |
20,195 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,802 |
21,563 |
20,586 |
|
R3 |
21,292 |
21,053 |
20,445 |
|
R2 |
20,782 |
20,782 |
20,399 |
|
R1 |
20,543 |
20,543 |
20,352 |
20,663 |
PP |
20,272 |
20,272 |
20,272 |
20,331 |
S1 |
20,033 |
20,033 |
20,258 |
20,153 |
S2 |
19,762 |
19,762 |
20,212 |
|
S3 |
19,252 |
19,523 |
20,165 |
|
S4 |
18,742 |
19,013 |
20,025 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,510 |
20,000 |
510 |
2.5% |
302 |
1.5% |
60% |
False |
False |
10,314 |
10 |
20,510 |
19,250 |
1,260 |
6.2% |
425 |
2.1% |
84% |
False |
False |
10,889 |
20 |
21,890 |
18,960 |
2,930 |
14.4% |
526 |
2.6% |
46% |
False |
False |
13,169 |
40 |
22,720 |
18,960 |
3,760 |
18.5% |
479 |
2.4% |
36% |
False |
False |
7,826 |
60 |
22,945 |
18,960 |
3,985 |
19.6% |
470 |
2.3% |
34% |
False |
False |
5,219 |
80 |
24,480 |
18,960 |
5,520 |
27.2% |
427 |
2.1% |
24% |
False |
False |
3,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,255 |
2.618 |
20,929 |
1.618 |
20,729 |
1.000 |
20,605 |
0.618 |
20,529 |
HIGH |
20,405 |
0.618 |
20,329 |
0.500 |
20,305 |
0.382 |
20,282 |
LOW |
20,205 |
0.618 |
20,082 |
1.000 |
20,005 |
1.618 |
19,882 |
2.618 |
19,682 |
4.250 |
19,355 |
|
|
Fisher Pivots for day following 11-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
20,305 |
20,298 |
PP |
20,305 |
20,292 |
S1 |
20,305 |
20,285 |
|