| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,472.0 |
10,668.0 |
196.0 |
1.9% |
10,626.0 |
| High |
10,611.0 |
10,707.0 |
96.0 |
0.9% |
10,701.0 |
| Low |
10,407.5 |
10,378.5 |
-29.0 |
-0.3% |
10,268.5 |
| Close |
10,561.5 |
10,570.0 |
8.5 |
0.1% |
10,561.5 |
| Range |
203.5 |
328.5 |
125.0 |
61.4% |
432.5 |
| ATR |
222.4 |
230.0 |
7.6 |
3.4% |
0.0 |
| Volume |
101,639 |
107,458 |
5,819 |
5.7% |
184,698 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,537.3 |
11,382.2 |
10,750.7 |
|
| R3 |
11,208.8 |
11,053.7 |
10,660.3 |
|
| R2 |
10,880.3 |
10,880.3 |
10,630.2 |
|
| R1 |
10,725.2 |
10,725.2 |
10,600.1 |
10,638.5 |
| PP |
10,551.8 |
10,551.8 |
10,551.8 |
10,508.5 |
| S1 |
10,396.7 |
10,396.7 |
10,539.9 |
10,310.0 |
| S2 |
10,223.3 |
10,223.3 |
10,509.8 |
|
| S3 |
9,894.8 |
10,068.2 |
10,479.7 |
|
| S4 |
9,566.3 |
9,739.7 |
10,389.3 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,807.8 |
11,617.2 |
10,799.4 |
|
| R3 |
11,375.3 |
11,184.7 |
10,680.4 |
|
| R2 |
10,942.8 |
10,942.8 |
10,640.8 |
|
| R1 |
10,752.2 |
10,752.2 |
10,601.1 |
10,631.3 |
| PP |
10,510.3 |
10,510.3 |
10,510.3 |
10,449.9 |
| S1 |
10,319.7 |
10,319.7 |
10,521.9 |
10,198.8 |
| S2 |
10,077.8 |
10,077.8 |
10,482.2 |
|
| S3 |
9,645.3 |
9,887.2 |
10,442.6 |
|
| S4 |
9,212.8 |
9,454.7 |
10,323.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,707.0 |
10,268.5 |
438.5 |
4.1% |
268.7 |
2.5% |
69% |
True |
False |
109,670 |
| 10 |
10,975.5 |
10,268.5 |
707.0 |
6.7% |
223.9 |
2.1% |
43% |
False |
False |
79,152 |
| 20 |
11,558.0 |
10,268.5 |
1,289.5 |
12.2% |
201.1 |
1.9% |
23% |
False |
False |
40,582 |
| 40 |
11,652.5 |
10,268.5 |
1,384.0 |
13.1% |
177.7 |
1.7% |
22% |
False |
False |
20,373 |
| 60 |
12,322.0 |
10,268.5 |
2,053.5 |
19.4% |
185.6 |
1.8% |
15% |
False |
False |
13,680 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
20.5% |
162.3 |
1.5% |
14% |
False |
False |
10,311 |
| 100 |
12,641.5 |
10,268.5 |
2,373.0 |
22.5% |
143.7 |
1.4% |
13% |
False |
False |
8,254 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
24.3% |
122.7 |
1.2% |
12% |
False |
False |
6,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,103.1 |
|
2.618 |
11,567.0 |
|
1.618 |
11,238.5 |
|
1.000 |
11,035.5 |
|
0.618 |
10,910.0 |
|
HIGH |
10,707.0 |
|
0.618 |
10,581.5 |
|
0.500 |
10,542.8 |
|
0.382 |
10,504.0 |
|
LOW |
10,378.5 |
|
0.618 |
10,175.5 |
|
1.000 |
10,050.0 |
|
1.618 |
9,847.0 |
|
2.618 |
9,518.5 |
|
4.250 |
8,982.4 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,560.9 |
10,542.6 |
| PP |
10,551.8 |
10,515.2 |
| S1 |
10,542.8 |
10,487.8 |
|