| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,549.5 |
10,410.5 |
-139.0 |
-1.3% |
10,668.0 |
| High |
10,555.0 |
10,828.5 |
273.5 |
2.6% |
10,828.5 |
| Low |
10,391.0 |
10,393.0 |
2.0 |
0.0% |
10,378.5 |
| Close |
10,421.0 |
10,751.0 |
330.0 |
3.2% |
10,751.0 |
| Range |
164.0 |
435.5 |
271.5 |
165.5% |
450.0 |
| ATR |
226.4 |
241.3 |
14.9 |
6.6% |
0.0 |
| Volume |
118,831 |
96,908 |
-21,923 |
-18.4% |
323,197 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,964.0 |
11,793.0 |
10,990.5 |
|
| R3 |
11,528.5 |
11,357.5 |
10,870.8 |
|
| R2 |
11,093.0 |
11,093.0 |
10,830.8 |
|
| R1 |
10,922.0 |
10,922.0 |
10,790.9 |
11,007.5 |
| PP |
10,657.5 |
10,657.5 |
10,657.5 |
10,700.3 |
| S1 |
10,486.5 |
10,486.5 |
10,711.1 |
10,572.0 |
| S2 |
10,222.0 |
10,222.0 |
10,671.2 |
|
| S3 |
9,786.5 |
10,051.0 |
10,631.2 |
|
| S4 |
9,351.0 |
9,615.5 |
10,511.5 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,002.7 |
11,826.8 |
10,998.5 |
|
| R3 |
11,552.7 |
11,376.8 |
10,874.8 |
|
| R2 |
11,102.7 |
11,102.7 |
10,833.5 |
|
| R1 |
10,926.8 |
10,926.8 |
10,792.3 |
11,014.8 |
| PP |
10,652.7 |
10,652.7 |
10,652.7 |
10,696.6 |
| S1 |
10,476.8 |
10,476.8 |
10,709.8 |
10,564.8 |
| S2 |
10,202.7 |
10,202.7 |
10,668.5 |
|
| S3 |
9,752.7 |
10,026.8 |
10,627.3 |
|
| S4 |
9,302.7 |
9,576.8 |
10,503.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,828.5 |
10,268.5 |
560.0 |
5.2% |
312.8 |
2.9% |
86% |
True |
False |
101,579 |
| 10 |
10,908.0 |
10,268.5 |
639.5 |
5.9% |
257.1 |
2.4% |
75% |
False |
False |
95,365 |
| 20 |
11,558.0 |
10,268.5 |
1,289.5 |
12.0% |
220.4 |
2.0% |
37% |
False |
False |
51,325 |
| 40 |
11,632.0 |
10,268.5 |
1,363.5 |
12.7% |
185.4 |
1.7% |
35% |
False |
False |
25,762 |
| 60 |
12,072.0 |
10,268.5 |
1,803.5 |
16.8% |
190.0 |
1.8% |
27% |
False |
False |
17,263 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
20.2% |
166.7 |
1.6% |
22% |
False |
False |
12,992 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
21.1% |
149.6 |
1.4% |
21% |
False |
False |
10,411 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
23.9% |
127.0 |
1.2% |
19% |
False |
False |
8,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,679.4 |
|
2.618 |
11,968.6 |
|
1.618 |
11,533.1 |
|
1.000 |
11,264.0 |
|
0.618 |
11,097.6 |
|
HIGH |
10,828.5 |
|
0.618 |
10,662.1 |
|
0.500 |
10,610.8 |
|
0.382 |
10,559.4 |
|
LOW |
10,393.0 |
|
0.618 |
10,123.9 |
|
1.000 |
9,957.5 |
|
1.618 |
9,688.4 |
|
2.618 |
9,252.9 |
|
4.250 |
8,542.1 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,704.3 |
10,701.8 |
| PP |
10,657.5 |
10,652.7 |
| S1 |
10,610.8 |
10,603.5 |
|