| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,451.75 |
2,537.25 |
85.50 |
3.5% |
2,495.50 |
| High |
2,539.25 |
2,567.50 |
28.25 |
1.1% |
2,539.25 |
| Low |
2,438.50 |
2,523.25 |
84.75 |
3.5% |
2,438.50 |
| Close |
2,531.25 |
2,550.50 |
19.25 |
0.8% |
2,531.25 |
| Range |
100.75 |
44.25 |
-56.50 |
-56.1% |
100.75 |
| ATR |
71.77 |
69.81 |
-1.97 |
-2.7% |
0.00 |
| Volume |
2,350,836 |
1,632,131 |
-718,705 |
-30.6% |
7,992,468 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.75 |
2,659.50 |
2,574.75 |
|
| R3 |
2,635.50 |
2,615.25 |
2,562.75 |
|
| R2 |
2,591.25 |
2,591.25 |
2,558.50 |
|
| R1 |
2,571.00 |
2,571.00 |
2,554.50 |
2,581.00 |
| PP |
2,547.00 |
2,547.00 |
2,547.00 |
2,552.25 |
| S1 |
2,526.75 |
2,526.75 |
2,546.50 |
2,537.00 |
| S2 |
2,502.75 |
2,502.75 |
2,542.50 |
|
| S3 |
2,458.50 |
2,482.50 |
2,538.25 |
|
| S4 |
2,414.25 |
2,438.25 |
2,526.25 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.25 |
2,769.00 |
2,586.75 |
|
| R3 |
2,704.50 |
2,668.25 |
2,559.00 |
|
| R2 |
2,603.75 |
2,603.75 |
2,549.75 |
|
| R1 |
2,567.50 |
2,567.50 |
2,540.50 |
2,585.50 |
| PP |
2,503.00 |
2,503.00 |
2,503.00 |
2,512.00 |
| S1 |
2,466.75 |
2,466.75 |
2,522.00 |
2,485.00 |
| S2 |
2,402.25 |
2,402.25 |
2,512.75 |
|
| S3 |
2,301.50 |
2,366.00 |
2,503.50 |
|
| S4 |
2,200.75 |
2,265.25 |
2,475.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,567.50 |
2,438.50 |
129.00 |
5.1% |
59.00 |
2.3% |
87% |
True |
False |
1,924,919 |
| 10 |
2,567.50 |
2,313.00 |
254.50 |
10.0% |
80.50 |
3.2% |
93% |
True |
False |
2,024,443 |
| 20 |
2,713.75 |
2,313.00 |
400.75 |
15.7% |
73.25 |
2.9% |
59% |
False |
False |
1,778,072 |
| 40 |
2,824.50 |
2,313.00 |
511.50 |
20.1% |
62.00 |
2.4% |
46% |
False |
False |
897,768 |
| 60 |
2,831.50 |
2,313.00 |
518.50 |
20.3% |
60.50 |
2.4% |
46% |
False |
False |
603,124 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
25.2% |
52.25 |
2.1% |
37% |
False |
False |
454,080 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
25.2% |
45.75 |
1.8% |
37% |
False |
False |
363,432 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
25.2% |
41.25 |
1.6% |
37% |
False |
False |
302,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,755.50 |
|
2.618 |
2,683.25 |
|
1.618 |
2,639.00 |
|
1.000 |
2,611.75 |
|
0.618 |
2,594.75 |
|
HIGH |
2,567.50 |
|
0.618 |
2,550.50 |
|
0.500 |
2,545.50 |
|
0.382 |
2,540.25 |
|
LOW |
2,523.25 |
|
0.618 |
2,496.00 |
|
1.000 |
2,479.00 |
|
1.618 |
2,451.75 |
|
2.618 |
2,407.50 |
|
4.250 |
2,335.25 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,548.75 |
2,534.75 |
| PP |
2,547.00 |
2,518.75 |
| S1 |
2,545.50 |
2,503.00 |
|