Trading Metrics calculated at close of trading on 02-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,289.6 |
1,291.4 |
1.8 |
0.1% |
1,266.3 |
High |
1,292.6 |
1,297.0 |
4.4 |
0.3% |
1,289.9 |
Low |
1,285.8 |
1,287.0 |
1.2 |
0.1% |
1,266.3 |
Close |
1,287.7 |
1,290.5 |
2.8 |
0.2% |
1,289.3 |
Range |
6.8 |
10.0 |
3.2 |
47.1% |
23.6 |
ATR |
11.1 |
11.0 |
-0.1 |
-0.7% |
0.0 |
Volume |
11,635 |
14,464 |
2,829 |
24.3% |
18,241 |
|
Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.5 |
1,316.0 |
1,296.0 |
|
R3 |
1,311.5 |
1,306.0 |
1,293.3 |
|
R2 |
1,301.5 |
1,301.5 |
1,292.3 |
|
R1 |
1,296.0 |
1,296.0 |
1,291.4 |
1,293.8 |
PP |
1,291.5 |
1,291.5 |
1,291.5 |
1,290.4 |
S1 |
1,286.0 |
1,286.0 |
1,289.6 |
1,283.8 |
S2 |
1,281.5 |
1,281.5 |
1,288.7 |
|
S3 |
1,271.5 |
1,276.0 |
1,287.8 |
|
S4 |
1,261.5 |
1,266.0 |
1,285.0 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.6 |
1,344.6 |
1,302.3 |
|
R3 |
1,329.0 |
1,321.0 |
1,295.8 |
|
R2 |
1,305.4 |
1,305.4 |
1,293.6 |
|
R1 |
1,297.4 |
1,297.4 |
1,291.5 |
1,301.4 |
PP |
1,281.8 |
1,281.8 |
1,281.8 |
1,283.9 |
S1 |
1,273.8 |
1,273.8 |
1,287.1 |
1,277.8 |
S2 |
1,258.2 |
1,258.2 |
1,285.0 |
|
S3 |
1,234.6 |
1,250.2 |
1,282.8 |
|
S4 |
1,211.0 |
1,226.6 |
1,276.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,297.0 |
1,273.7 |
23.3 |
1.8% |
10.1 |
0.8% |
72% |
True |
False |
8,088 |
10 |
1,297.0 |
1,251.6 |
45.4 |
3.5% |
11.8 |
0.9% |
86% |
True |
False |
7,535 |
20 |
1,297.0 |
1,241.9 |
55.1 |
4.3% |
10.5 |
0.8% |
88% |
True |
False |
6,234 |
40 |
1,297.0 |
1,209.3 |
87.7 |
6.8% |
10.4 |
0.8% |
93% |
True |
False |
4,820 |
60 |
1,297.0 |
1,199.2 |
97.8 |
7.6% |
10.5 |
0.8% |
93% |
True |
False |
3,743 |
80 |
1,297.0 |
1,195.7 |
101.3 |
7.8% |
10.4 |
0.8% |
94% |
True |
False |
3,088 |
100 |
1,297.0 |
1,182.7 |
114.3 |
8.9% |
10.3 |
0.8% |
94% |
True |
False |
2,589 |
120 |
1,297.0 |
1,182.7 |
114.3 |
8.9% |
9.7 |
0.8% |
94% |
True |
False |
2,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.5 |
2.618 |
1,323.2 |
1.618 |
1,313.2 |
1.000 |
1,307.0 |
0.618 |
1,303.2 |
HIGH |
1,297.0 |
0.618 |
1,293.2 |
0.500 |
1,292.0 |
0.382 |
1,290.8 |
LOW |
1,287.0 |
0.618 |
1,280.8 |
1.000 |
1,277.0 |
1.618 |
1,270.8 |
2.618 |
1,260.8 |
4.250 |
1,244.5 |
|
|
Fisher Pivots for day following 02-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,292.0 |
1,290.4 |
PP |
1,291.5 |
1,290.2 |
S1 |
1,291.0 |
1,290.1 |
|