| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,410.5 |
10,847.5 |
437.0 |
4.2% |
10,668.0 |
| High |
10,828.5 |
10,890.0 |
61.5 |
0.6% |
10,828.5 |
| Low |
10,393.0 |
10,673.0 |
280.0 |
2.7% |
10,378.5 |
| Close |
10,751.0 |
10,727.0 |
-24.0 |
-0.2% |
10,751.0 |
| Range |
435.5 |
217.0 |
-218.5 |
-50.2% |
450.0 |
| ATR |
241.3 |
239.6 |
-1.7 |
-0.7% |
0.0 |
| Volume |
96,908 |
103,178 |
6,270 |
6.5% |
323,197 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,414.3 |
11,287.7 |
10,846.4 |
|
| R3 |
11,197.3 |
11,070.7 |
10,786.7 |
|
| R2 |
10,980.3 |
10,980.3 |
10,766.8 |
|
| R1 |
10,853.7 |
10,853.7 |
10,746.9 |
10,808.5 |
| PP |
10,763.3 |
10,763.3 |
10,763.3 |
10,740.8 |
| S1 |
10,636.7 |
10,636.7 |
10,707.1 |
10,591.5 |
| S2 |
10,546.3 |
10,546.3 |
10,687.2 |
|
| S3 |
10,329.3 |
10,419.7 |
10,667.3 |
|
| S4 |
10,112.3 |
10,202.7 |
10,607.7 |
|
|
| 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 |
10,890.0 |
10,378.5 |
511.5 |
4.8% |
269.7 |
2.5% |
68% |
True |
False |
105,602 |
| 10 |
10,890.0 |
10,268.5 |
621.5 |
5.8% |
254.6 |
2.4% |
74% |
True |
False |
100,114 |
| 20 |
11,426.5 |
10,268.5 |
1,158.0 |
10.8% |
224.4 |
2.1% |
40% |
False |
False |
56,385 |
| 40 |
11,632.0 |
10,268.5 |
1,363.5 |
12.7% |
188.9 |
1.8% |
34% |
False |
False |
28,340 |
| 60 |
11,973.0 |
10,268.5 |
1,704.5 |
15.9% |
190.4 |
1.8% |
27% |
False |
False |
18,977 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
20.2% |
168.2 |
1.6% |
21% |
False |
False |
14,280 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
21.2% |
150.9 |
1.4% |
20% |
False |
False |
11,442 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
24.0% |
128.6 |
1.2% |
18% |
False |
False |
9,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,812.3 |
|
2.618 |
11,458.1 |
|
1.618 |
11,241.1 |
|
1.000 |
11,107.0 |
|
0.618 |
11,024.1 |
|
HIGH |
10,890.0 |
|
0.618 |
10,807.1 |
|
0.500 |
10,781.5 |
|
0.382 |
10,755.9 |
|
LOW |
10,673.0 |
|
0.618 |
10,538.9 |
|
1.000 |
10,456.0 |
|
1.618 |
10,321.9 |
|
2.618 |
10,104.9 |
|
4.250 |
9,750.8 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,781.5 |
10,698.2 |
| PP |
10,763.3 |
10,669.3 |
| S1 |
10,745.2 |
10,640.5 |
|