| 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 |
10,668.0 |
10,549.5 |
-118.5 |
-1.1% |
10,626.0 |
| High |
10,707.0 |
10,555.0 |
-152.0 |
-1.4% |
10,701.0 |
| Low |
10,378.5 |
10,391.0 |
12.5 |
0.1% |
10,268.5 |
| Close |
10,570.0 |
10,421.0 |
-149.0 |
-1.4% |
10,561.5 |
| Range |
328.5 |
164.0 |
-164.5 |
-50.1% |
432.5 |
| ATR |
230.0 |
226.4 |
-3.6 |
-1.6% |
0.0 |
| Volume |
107,458 |
118,831 |
11,373 |
10.6% |
184,698 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,947.7 |
10,848.3 |
10,511.2 |
|
| R3 |
10,783.7 |
10,684.3 |
10,466.1 |
|
| R2 |
10,619.7 |
10,619.7 |
10,451.1 |
|
| R1 |
10,520.3 |
10,520.3 |
10,436.0 |
10,488.0 |
| PP |
10,455.7 |
10,455.7 |
10,455.7 |
10,439.5 |
| S1 |
10,356.3 |
10,356.3 |
10,406.0 |
10,324.0 |
| S2 |
10,291.7 |
10,291.7 |
10,390.9 |
|
| S3 |
10,127.7 |
10,192.3 |
10,375.9 |
|
| S4 |
9,963.7 |
10,028.3 |
10,330.8 |
|
|
| 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 |
4.2% |
258.5 |
2.5% |
35% |
False |
False |
106,816 |
| 10 |
10,908.0 |
10,268.5 |
639.5 |
6.1% |
230.6 |
2.2% |
24% |
False |
False |
89,599 |
| 20 |
11,558.0 |
10,268.5 |
1,289.5 |
12.4% |
204.0 |
2.0% |
12% |
False |
False |
46,518 |
| 40 |
11,652.5 |
10,268.5 |
1,384.0 |
13.3% |
178.2 |
1.7% |
11% |
False |
False |
23,342 |
| 60 |
12,232.5 |
10,268.5 |
1,964.0 |
18.8% |
185.8 |
1.8% |
8% |
False |
False |
15,654 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
20.8% |
162.8 |
1.6% |
7% |
False |
False |
11,789 |
| 100 |
12,641.5 |
10,268.5 |
2,373.0 |
22.8% |
145.4 |
1.4% |
6% |
False |
False |
9,442 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
24.7% |
123.3 |
1.2% |
6% |
False |
False |
7,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,252.0 |
|
2.618 |
10,984.4 |
|
1.618 |
10,820.4 |
|
1.000 |
10,719.0 |
|
0.618 |
10,656.4 |
|
HIGH |
10,555.0 |
|
0.618 |
10,492.4 |
|
0.500 |
10,473.0 |
|
0.382 |
10,453.6 |
|
LOW |
10,391.0 |
|
0.618 |
10,289.6 |
|
1.000 |
10,227.0 |
|
1.618 |
10,125.6 |
|
2.618 |
9,961.6 |
|
4.250 |
9,694.0 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,473.0 |
10,542.8 |
| PP |
10,455.7 |
10,502.2 |
| S1 |
10,438.3 |
10,461.6 |
|