| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,860.5 |
10,879.5 |
19.0 |
0.2% |
10,668.0 |
| High |
10,955.5 |
10,967.0 |
11.5 |
0.1% |
10,828.5 |
| Low |
10,831.5 |
10,778.5 |
-53.0 |
-0.5% |
10,378.5 |
| Close |
10,895.0 |
10,895.0 |
0.0 |
0.0% |
10,751.0 |
| Range |
124.0 |
188.5 |
64.5 |
52.0% |
450.0 |
| ATR |
227.6 |
224.8 |
-2.8 |
-1.2% |
0.0 |
| Volume |
90,646 |
82,875 |
-7,771 |
-8.6% |
323,197 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,445.7 |
11,358.8 |
10,998.7 |
|
| R3 |
11,257.2 |
11,170.3 |
10,946.8 |
|
| R2 |
11,068.7 |
11,068.7 |
10,929.6 |
|
| R1 |
10,981.8 |
10,981.8 |
10,912.3 |
11,025.3 |
| PP |
10,880.2 |
10,880.2 |
10,880.2 |
10,901.9 |
| S1 |
10,793.3 |
10,793.3 |
10,877.7 |
10,836.8 |
| S2 |
10,691.7 |
10,691.7 |
10,860.4 |
|
| S3 |
10,503.2 |
10,604.8 |
10,843.2 |
|
| S4 |
10,314.7 |
10,416.3 |
10,791.3 |
|
|
| 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 |
10,967.0 |
10,393.0 |
574.0 |
5.3% |
227.0 |
2.1% |
87% |
True |
False |
94,380 |
| 10 |
10,967.0 |
10,268.5 |
698.5 |
6.4% |
242.8 |
2.2% |
90% |
True |
False |
100,598 |
| 20 |
10,975.5 |
10,268.5 |
707.0 |
6.5% |
214.5 |
2.0% |
89% |
False |
False |
69,844 |
| 40 |
11,568.0 |
10,268.5 |
1,299.5 |
11.9% |
192.5 |
1.8% |
48% |
False |
False |
35,129 |
| 60 |
11,814.5 |
10,268.5 |
1,546.0 |
14.2% |
185.5 |
1.7% |
41% |
False |
False |
23,493 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.9% |
171.4 |
1.6% |
29% |
False |
False |
17,669 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
20.9% |
151.7 |
1.4% |
28% |
False |
False |
14,160 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
23.6% |
132.6 |
1.2% |
24% |
False |
False |
11,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,768.1 |
|
2.618 |
11,460.5 |
|
1.618 |
11,272.0 |
|
1.000 |
11,155.5 |
|
0.618 |
11,083.5 |
|
HIGH |
10,967.0 |
|
0.618 |
10,895.0 |
|
0.500 |
10,872.8 |
|
0.382 |
10,850.5 |
|
LOW |
10,778.5 |
|
0.618 |
10,662.0 |
|
1.000 |
10,590.0 |
|
1.618 |
10,473.5 |
|
2.618 |
10,285.0 |
|
4.250 |
9,977.4 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,887.6 |
10,880.2 |
| PP |
10,880.2 |
10,865.3 |
| S1 |
10,872.8 |
10,850.5 |
|