| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,537.25 |
2,553.25 |
16.00 |
0.6% |
2,495.50 |
| High |
2,567.50 |
2,581.25 |
13.75 |
0.5% |
2,539.25 |
| Low |
2,523.25 |
2,547.50 |
24.25 |
1.0% |
2,438.50 |
| Close |
2,550.50 |
2,572.50 |
22.00 |
0.9% |
2,531.25 |
| Range |
44.25 |
33.75 |
-10.50 |
-23.7% |
100.75 |
| ATR |
69.81 |
67.23 |
-2.58 |
-3.7% |
0.00 |
| Volume |
1,632,131 |
1,664,892 |
32,761 |
2.0% |
7,992,468 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,668.25 |
2,654.25 |
2,591.00 |
|
| R3 |
2,634.50 |
2,620.50 |
2,581.75 |
|
| R2 |
2,600.75 |
2,600.75 |
2,578.75 |
|
| R1 |
2,586.75 |
2,586.75 |
2,575.50 |
2,593.75 |
| PP |
2,567.00 |
2,567.00 |
2,567.00 |
2,570.50 |
| S1 |
2,553.00 |
2,553.00 |
2,569.50 |
2,560.00 |
| S2 |
2,533.25 |
2,533.25 |
2,566.25 |
|
| S3 |
2,499.50 |
2,519.25 |
2,563.25 |
|
| S4 |
2,465.75 |
2,485.50 |
2,554.00 |
|
|
| 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 |
2,581.25 |
2,438.50 |
142.75 |
5.5% |
59.50 |
2.3% |
94% |
True |
False |
1,974,979 |
| 10 |
2,581.25 |
2,313.00 |
268.25 |
10.4% |
74.00 |
2.9% |
97% |
True |
False |
1,889,270 |
| 20 |
2,690.50 |
2,313.00 |
377.50 |
14.7% |
70.75 |
2.7% |
69% |
False |
False |
1,858,263 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.7% |
62.25 |
2.4% |
51% |
False |
False |
939,230 |
| 60 |
2,831.50 |
2,313.00 |
518.50 |
20.2% |
59.75 |
2.3% |
50% |
False |
False |
630,531 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
25.0% |
52.50 |
2.0% |
40% |
False |
False |
474,878 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
25.0% |
45.75 |
1.8% |
40% |
False |
False |
380,076 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
25.0% |
41.50 |
1.6% |
40% |
False |
False |
316,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,724.75 |
|
2.618 |
2,669.50 |
|
1.618 |
2,635.75 |
|
1.000 |
2,615.00 |
|
0.618 |
2,602.00 |
|
HIGH |
2,581.25 |
|
0.618 |
2,568.25 |
|
0.500 |
2,564.50 |
|
0.382 |
2,560.50 |
|
LOW |
2,547.50 |
|
0.618 |
2,526.75 |
|
1.000 |
2,513.75 |
|
1.618 |
2,493.00 |
|
2.618 |
2,459.25 |
|
4.250 |
2,404.00 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,569.75 |
2,551.50 |
| PP |
2,567.00 |
2,530.75 |
| S1 |
2,564.50 |
2,510.00 |
|