| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,569.50 |
2,580.00 |
10.50 |
0.4% |
2,495.50 |
| High |
2,596.75 |
2,599.50 |
2.75 |
0.1% |
2,539.25 |
| Low |
2,568.50 |
2,560.50 |
-8.00 |
-0.3% |
2,438.50 |
| Close |
2,582.50 |
2,594.00 |
11.50 |
0.4% |
2,531.25 |
| Range |
28.25 |
39.00 |
10.75 |
38.1% |
100.75 |
| ATR |
64.45 |
62.63 |
-1.82 |
-2.8% |
0.00 |
| Volume |
1,596,941 |
1,534,119 |
-62,822 |
-3.9% |
7,992,468 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.75 |
2,686.75 |
2,615.50 |
|
| R3 |
2,662.75 |
2,647.75 |
2,604.75 |
|
| R2 |
2,623.75 |
2,623.75 |
2,601.25 |
|
| R1 |
2,608.75 |
2,608.75 |
2,597.50 |
2,616.25 |
| PP |
2,584.75 |
2,584.75 |
2,584.75 |
2,588.50 |
| S1 |
2,569.75 |
2,569.75 |
2,590.50 |
2,577.25 |
| S2 |
2,545.75 |
2,545.75 |
2,586.75 |
|
| S3 |
2,506.75 |
2,530.75 |
2,583.25 |
|
| S4 |
2,467.75 |
2,491.75 |
2,572.50 |
|
|
| 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 |
2,599.50 |
2,438.50 |
161.00 |
6.2% |
49.25 |
1.9% |
97% |
True |
False |
1,755,783 |
| 10 |
2,599.50 |
2,397.00 |
202.50 |
7.8% |
54.75 |
2.1% |
97% |
True |
False |
1,871,583 |
| 20 |
2,690.50 |
2,313.00 |
377.50 |
14.6% |
68.00 |
2.6% |
74% |
False |
False |
2,005,466 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.5% |
61.00 |
2.3% |
56% |
False |
False |
1,016,790 |
| 60 |
2,831.50 |
2,313.00 |
518.50 |
20.0% |
59.50 |
2.3% |
54% |
False |
False |
682,395 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
24.8% |
53.00 |
2.0% |
44% |
False |
False |
513,960 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.8% |
46.00 |
1.8% |
44% |
False |
False |
411,385 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.8% |
41.75 |
1.6% |
44% |
False |
False |
342,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,765.25 |
|
2.618 |
2,701.50 |
|
1.618 |
2,662.50 |
|
1.000 |
2,638.50 |
|
0.618 |
2,623.50 |
|
HIGH |
2,599.50 |
|
0.618 |
2,584.50 |
|
0.500 |
2,580.00 |
|
0.382 |
2,575.50 |
|
LOW |
2,560.50 |
|
0.618 |
2,536.50 |
|
1.000 |
2,521.50 |
|
1.618 |
2,497.50 |
|
2.618 |
2,458.50 |
|
4.250 |
2,394.75 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,589.25 |
2,587.25 |
| PP |
2,584.75 |
2,580.25 |
| S1 |
2,580.00 |
2,573.50 |
|