| 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 |
2,508.00 |
2,482.25 |
-25.75 |
-1.0% |
2,407.75 |
| High |
2,521.25 |
2,493.50 |
-27.75 |
-1.1% |
2,523.00 |
| Low |
2,452.25 |
2,443.25 |
-9.00 |
-0.4% |
2,313.00 |
| Close |
2,511.00 |
2,447.75 |
-63.25 |
-2.5% |
2,486.00 |
| Range |
69.00 |
50.25 |
-18.75 |
-27.2% |
210.00 |
| ATR |
69.68 |
69.54 |
-0.14 |
-0.2% |
0.00 |
| Volume |
1,969,697 |
2,257,341 |
287,644 |
14.6% |
7,603,210 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.25 |
2,580.25 |
2,475.50 |
|
| R3 |
2,562.00 |
2,530.00 |
2,461.50 |
|
| R2 |
2,511.75 |
2,511.75 |
2,457.00 |
|
| R1 |
2,479.75 |
2,479.75 |
2,452.25 |
2,470.50 |
| PP |
2,461.50 |
2,461.50 |
2,461.50 |
2,457.00 |
| S1 |
2,429.50 |
2,429.50 |
2,443.25 |
2,420.50 |
| S2 |
2,411.25 |
2,411.25 |
2,438.50 |
|
| S3 |
2,361.00 |
2,379.25 |
2,434.00 |
|
| S4 |
2,310.75 |
2,329.00 |
2,420.00 |
|
|
| 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 |
2,397.00 |
126.00 |
5.1% |
60.25 |
2.5% |
40% |
False |
False |
1,987,383 |
| 10 |
2,592.00 |
2,313.00 |
279.00 |
11.4% |
83.75 |
3.4% |
48% |
False |
False |
2,281,340 |
| 20 |
2,725.75 |
2,313.00 |
412.75 |
16.9% |
72.00 |
2.9% |
33% |
False |
False |
1,583,302 |
| 40 |
2,824.50 |
2,313.00 |
511.50 |
20.9% |
61.00 |
2.5% |
26% |
False |
False |
798,971 |
| 60 |
2,908.50 |
2,313.00 |
595.50 |
24.3% |
60.50 |
2.5% |
23% |
False |
False |
537,236 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
26.2% |
51.00 |
2.1% |
21% |
False |
False |
404,319 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
26.2% |
44.75 |
1.8% |
21% |
False |
False |
323,604 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
26.2% |
40.25 |
1.6% |
21% |
False |
False |
269,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.00 |
|
2.618 |
2,625.00 |
|
1.618 |
2,574.75 |
|
1.000 |
2,543.75 |
|
0.618 |
2,524.50 |
|
HIGH |
2,493.50 |
|
0.618 |
2,474.25 |
|
0.500 |
2,468.50 |
|
0.382 |
2,462.50 |
|
LOW |
2,443.25 |
|
0.618 |
2,412.25 |
|
1.000 |
2,393.00 |
|
1.618 |
2,362.00 |
|
2.618 |
2,311.75 |
|
4.250 |
2,229.75 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,468.50 |
2,482.25 |
| PP |
2,461.50 |
2,470.75 |
| S1 |
2,454.50 |
2,459.25 |
|