| 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 |
2,495.50 |
2,508.00 |
12.50 |
0.5% |
2,407.75 |
| High |
2,513.00 |
2,521.25 |
8.25 |
0.3% |
2,523.00 |
| Low |
2,482.75 |
2,452.25 |
-30.50 |
-1.2% |
2,313.00 |
| Close |
2,505.25 |
2,511.00 |
5.75 |
0.2% |
2,486.00 |
| Range |
30.25 |
69.00 |
38.75 |
128.1% |
210.00 |
| ATR |
69.73 |
69.68 |
-0.05 |
-0.1% |
0.00 |
| Volume |
1,414,594 |
1,969,697 |
555,103 |
39.2% |
7,603,210 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.75 |
2,675.50 |
2,549.00 |
|
| R3 |
2,632.75 |
2,606.50 |
2,530.00 |
|
| R2 |
2,563.75 |
2,563.75 |
2,523.75 |
|
| R1 |
2,537.50 |
2,537.50 |
2,517.25 |
2,550.50 |
| PP |
2,494.75 |
2,494.75 |
2,494.75 |
2,501.50 |
| S1 |
2,468.50 |
2,468.50 |
2,504.75 |
2,481.50 |
| S2 |
2,425.75 |
2,425.75 |
2,498.25 |
|
| S3 |
2,356.75 |
2,399.50 |
2,492.00 |
|
| S4 |
2,287.75 |
2,330.50 |
2,473.00 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,070.75 |
2,988.25 |
2,601.50 |
|
| R3 |
2,860.75 |
2,778.25 |
2,543.75 |
|
| R2 |
2,650.75 |
2,650.75 |
2,524.50 |
|
| R1 |
2,568.25 |
2,568.25 |
2,505.25 |
2,609.50 |
| PP |
2,440.75 |
2,440.75 |
2,440.75 |
2,461.25 |
| S1 |
2,358.25 |
2,358.25 |
2,466.75 |
2,399.50 |
| S2 |
2,230.75 |
2,230.75 |
2,447.50 |
|
| S3 |
2,020.75 |
2,148.25 |
2,428.25 |
|
| S4 |
1,810.75 |
1,938.25 |
2,370.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,523.00 |
2,313.00 |
210.00 |
8.4% |
83.25 |
3.3% |
94% |
False |
False |
1,938,950 |
| 10 |
2,592.00 |
2,313.00 |
279.00 |
11.1% |
83.50 |
3.3% |
71% |
False |
False |
2,325,697 |
| 20 |
2,795.25 |
2,313.00 |
482.25 |
19.2% |
74.00 |
3.0% |
41% |
False |
False |
1,470,690 |
| 40 |
2,824.50 |
2,313.00 |
511.50 |
20.4% |
60.50 |
2.4% |
39% |
False |
False |
742,748 |
| 60 |
2,908.50 |
2,313.00 |
595.50 |
23.7% |
60.25 |
2.4% |
33% |
False |
False |
499,783 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
25.6% |
50.50 |
2.0% |
31% |
False |
False |
376,111 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
25.6% |
44.50 |
1.8% |
31% |
False |
False |
301,031 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
25.6% |
40.00 |
1.6% |
31% |
False |
False |
250,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.50 |
|
2.618 |
2,702.00 |
|
1.618 |
2,633.00 |
|
1.000 |
2,590.25 |
|
0.618 |
2,564.00 |
|
HIGH |
2,521.25 |
|
0.618 |
2,495.00 |
|
0.500 |
2,486.75 |
|
0.382 |
2,478.50 |
|
LOW |
2,452.25 |
|
0.618 |
2,409.50 |
|
1.000 |
2,383.25 |
|
1.618 |
2,340.50 |
|
2.618 |
2,271.50 |
|
4.250 |
2,159.00 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,503.00 |
2,503.25 |
| PP |
2,494.75 |
2,495.50 |
| S1 |
2,486.75 |
2,487.50 |
|