| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
10,879.5 |
10,940.0 |
60.5 |
0.6% |
10,847.5 |
| High |
10,967.0 |
10,958.5 |
-8.5 |
-0.1% |
10,967.0 |
| Low |
10,778.5 |
10,822.0 |
43.5 |
0.4% |
10,673.0 |
| Close |
10,895.0 |
10,880.0 |
-15.0 |
-0.1% |
10,880.0 |
| Range |
188.5 |
136.5 |
-52.0 |
-27.6% |
294.0 |
| ATR |
224.8 |
218.5 |
-6.3 |
-2.8% |
0.0 |
| Volume |
82,875 |
83,110 |
235 |
0.3% |
458,106 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,296.3 |
11,224.7 |
10,955.1 |
|
| R3 |
11,159.8 |
11,088.2 |
10,917.5 |
|
| R2 |
11,023.3 |
11,023.3 |
10,905.0 |
|
| R1 |
10,951.7 |
10,951.7 |
10,892.5 |
10,919.3 |
| PP |
10,886.8 |
10,886.8 |
10,886.8 |
10,870.6 |
| S1 |
10,815.2 |
10,815.2 |
10,867.5 |
10,782.8 |
| S2 |
10,750.3 |
10,750.3 |
10,855.0 |
|
| S3 |
10,613.8 |
10,678.7 |
10,842.5 |
|
| S4 |
10,477.3 |
10,542.2 |
10,804.9 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,722.0 |
11,595.0 |
11,041.7 |
|
| R3 |
11,428.0 |
11,301.0 |
10,960.9 |
|
| R2 |
11,134.0 |
11,134.0 |
10,933.9 |
|
| R1 |
11,007.0 |
11,007.0 |
10,907.0 |
11,070.5 |
| PP |
10,840.0 |
10,840.0 |
10,840.0 |
10,871.8 |
| S1 |
10,713.0 |
10,713.0 |
10,853.1 |
10,776.5 |
| S2 |
10,546.0 |
10,546.0 |
10,826.1 |
|
| S3 |
10,252.0 |
10,419.0 |
10,799.2 |
|
| S4 |
9,958.0 |
10,125.0 |
10,718.3 |
|
|
| 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 |
10,673.0 |
294.0 |
2.7% |
167.2 |
1.5% |
70% |
False |
False |
91,621 |
| 10 |
10,967.0 |
10,268.5 |
698.5 |
6.4% |
240.0 |
2.2% |
88% |
False |
False |
96,600 |
| 20 |
10,975.5 |
10,268.5 |
707.0 |
6.5% |
209.0 |
1.9% |
86% |
False |
False |
73,925 |
| 40 |
11,568.0 |
10,268.5 |
1,299.5 |
11.9% |
193.2 |
1.8% |
47% |
False |
False |
37,204 |
| 60 |
11,814.5 |
10,268.5 |
1,546.0 |
14.2% |
183.9 |
1.7% |
40% |
False |
False |
24,875 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
19.9% |
171.9 |
1.6% |
28% |
False |
False |
18,706 |
| 100 |
12,542.0 |
10,268.5 |
2,273.5 |
20.9% |
152.7 |
1.4% |
27% |
False |
False |
14,991 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
23.6% |
133.6 |
1.2% |
24% |
False |
False |
12,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,538.6 |
|
2.618 |
11,315.9 |
|
1.618 |
11,179.4 |
|
1.000 |
11,095.0 |
|
0.618 |
11,042.9 |
|
HIGH |
10,958.5 |
|
0.618 |
10,906.4 |
|
0.500 |
10,890.3 |
|
0.382 |
10,874.1 |
|
LOW |
10,822.0 |
|
0.618 |
10,737.6 |
|
1.000 |
10,685.5 |
|
1.618 |
10,601.1 |
|
2.618 |
10,464.6 |
|
4.250 |
10,241.9 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,890.3 |
10,877.6 |
| PP |
10,886.8 |
10,875.2 |
| S1 |
10,883.4 |
10,872.8 |
|