| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,750.0 |
10,860.5 |
110.5 |
1.0% |
10,668.0 |
| High |
10,904.0 |
10,955.5 |
51.5 |
0.5% |
10,828.5 |
| Low |
10,734.0 |
10,831.5 |
97.5 |
0.9% |
10,378.5 |
| Close |
10,825.0 |
10,895.0 |
70.0 |
0.6% |
10,751.0 |
| Range |
170.0 |
124.0 |
-46.0 |
-27.1% |
450.0 |
| ATR |
235.1 |
227.6 |
-7.5 |
-3.2% |
0.0 |
| Volume |
98,297 |
90,646 |
-7,651 |
-7.8% |
323,197 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,266.0 |
11,204.5 |
10,963.2 |
|
| R3 |
11,142.0 |
11,080.5 |
10,929.1 |
|
| R2 |
11,018.0 |
11,018.0 |
10,917.7 |
|
| R1 |
10,956.5 |
10,956.5 |
10,906.4 |
10,987.3 |
| PP |
10,894.0 |
10,894.0 |
10,894.0 |
10,909.4 |
| S1 |
10,832.5 |
10,832.5 |
10,883.6 |
10,863.3 |
| S2 |
10,770.0 |
10,770.0 |
10,872.3 |
|
| S3 |
10,646.0 |
10,708.5 |
10,860.9 |
|
| S4 |
10,522.0 |
10,584.5 |
10,826.8 |
|
|
| 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 |
10,955.5 |
10,391.0 |
564.5 |
5.2% |
222.1 |
2.0% |
89% |
True |
False |
101,572 |
| 10 |
10,955.5 |
10,268.5 |
687.0 |
6.3% |
245.4 |
2.3% |
91% |
True |
False |
105,621 |
| 20 |
11,077.5 |
10,268.5 |
809.0 |
7.4% |
221.5 |
2.0% |
77% |
False |
False |
65,749 |
| 40 |
11,608.5 |
10,268.5 |
1,340.0 |
12.3% |
190.7 |
1.8% |
47% |
False |
False |
33,058 |
| 60 |
11,814.5 |
10,268.5 |
1,546.0 |
14.2% |
186.7 |
1.7% |
41% |
False |
False |
22,114 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.9% |
169.8 |
1.6% |
29% |
False |
False |
16,637 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
20.9% |
151.9 |
1.4% |
28% |
False |
False |
13,331 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
23.6% |
131.1 |
1.2% |
24% |
False |
False |
11,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,482.5 |
|
2.618 |
11,280.1 |
|
1.618 |
11,156.1 |
|
1.000 |
11,079.5 |
|
0.618 |
11,032.1 |
|
HIGH |
10,955.5 |
|
0.618 |
10,908.1 |
|
0.500 |
10,893.5 |
|
0.382 |
10,878.9 |
|
LOW |
10,831.5 |
|
0.618 |
10,754.9 |
|
1.000 |
10,707.5 |
|
1.618 |
10,630.9 |
|
2.618 |
10,506.9 |
|
4.250 |
10,304.5 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,894.5 |
10,868.1 |
| PP |
10,894.0 |
10,841.2 |
| S1 |
10,893.5 |
10,814.3 |
|