| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,847.5 |
10,750.0 |
-97.5 |
-0.9% |
10,668.0 |
| High |
10,890.0 |
10,904.0 |
14.0 |
0.1% |
10,828.5 |
| Low |
10,673.0 |
10,734.0 |
61.0 |
0.6% |
10,378.5 |
| Close |
10,727.0 |
10,825.0 |
98.0 |
0.9% |
10,751.0 |
| Range |
217.0 |
170.0 |
-47.0 |
-21.7% |
450.0 |
| ATR |
239.6 |
235.1 |
-4.5 |
-1.9% |
0.0 |
| Volume |
103,178 |
98,297 |
-4,881 |
-4.7% |
323,197 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,331.0 |
11,248.0 |
10,918.5 |
|
| R3 |
11,161.0 |
11,078.0 |
10,871.8 |
|
| R2 |
10,991.0 |
10,991.0 |
10,856.2 |
|
| R1 |
10,908.0 |
10,908.0 |
10,840.6 |
10,949.5 |
| PP |
10,821.0 |
10,821.0 |
10,821.0 |
10,841.8 |
| S1 |
10,738.0 |
10,738.0 |
10,809.4 |
10,779.5 |
| S2 |
10,651.0 |
10,651.0 |
10,793.8 |
|
| S3 |
10,481.0 |
10,568.0 |
10,778.3 |
|
| S4 |
10,311.0 |
10,398.0 |
10,731.5 |
|
|
| 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 |
10,904.0 |
10,378.5 |
525.5 |
4.9% |
263.0 |
2.4% |
85% |
True |
False |
104,934 |
| 10 |
10,904.0 |
10,268.5 |
635.5 |
5.9% |
256.0 |
2.4% |
88% |
True |
False |
104,811 |
| 20 |
11,245.0 |
10,268.5 |
976.5 |
9.0% |
219.2 |
2.0% |
57% |
False |
False |
61,286 |
| 40 |
11,632.0 |
10,268.5 |
1,363.5 |
12.6% |
190.7 |
1.8% |
41% |
False |
False |
30,794 |
| 60 |
11,973.0 |
10,268.5 |
1,704.5 |
15.7% |
190.4 |
1.8% |
33% |
False |
False |
20,608 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
20.0% |
169.3 |
1.6% |
26% |
False |
False |
15,508 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
21.0% |
152.1 |
1.4% |
24% |
False |
False |
12,425 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
23.8% |
130.0 |
1.2% |
22% |
False |
False |
10,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,626.5 |
|
2.618 |
11,349.1 |
|
1.618 |
11,179.1 |
|
1.000 |
11,074.0 |
|
0.618 |
11,009.1 |
|
HIGH |
10,904.0 |
|
0.618 |
10,839.1 |
|
0.500 |
10,819.0 |
|
0.382 |
10,798.9 |
|
LOW |
10,734.0 |
|
0.618 |
10,628.9 |
|
1.000 |
10,564.0 |
|
1.618 |
10,458.9 |
|
2.618 |
10,288.9 |
|
4.250 |
10,011.5 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,823.0 |
10,766.2 |
| PP |
10,821.0 |
10,707.3 |
| S1 |
10,819.0 |
10,648.5 |
|