| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,291.4 |
1,293.5 |
2.1 |
0.2% |
1,266.3 |
| High |
1,297.0 |
1,302.8 |
5.8 |
0.4% |
1,289.9 |
| Low |
1,287.0 |
1,292.8 |
5.8 |
0.5% |
1,266.3 |
| Close |
1,290.5 |
1,301.2 |
10.7 |
0.8% |
1,289.3 |
| Range |
10.0 |
10.0 |
0.0 |
0.0% |
23.6 |
| ATR |
11.0 |
11.1 |
0.1 |
0.8% |
0.0 |
| Volume |
14,464 |
15,284 |
820 |
5.7% |
18,241 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.9 |
1,325.1 |
1,306.7 |
|
| R3 |
1,318.9 |
1,315.1 |
1,304.0 |
|
| R2 |
1,308.9 |
1,308.9 |
1,303.0 |
|
| R1 |
1,305.1 |
1,305.1 |
1,302.1 |
1,307.0 |
| PP |
1,298.9 |
1,298.9 |
1,298.9 |
1,299.9 |
| S1 |
1,295.1 |
1,295.1 |
1,300.3 |
1,297.0 |
| S2 |
1,288.9 |
1,288.9 |
1,299.4 |
|
| S3 |
1,278.9 |
1,285.1 |
1,298.5 |
|
| S4 |
1,268.9 |
1,275.1 |
1,295.7 |
|
|
| 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 |
1,302.8 |
1,275.6 |
27.2 |
2.1% |
9.1 |
0.7% |
94% |
True |
False |
10,301 |
| 10 |
1,302.8 |
1,251.6 |
51.2 |
3.9% |
12.3 |
0.9% |
97% |
True |
False |
8,013 |
| 20 |
1,302.8 |
1,242.5 |
60.3 |
4.6% |
10.5 |
0.8% |
97% |
True |
False |
6,814 |
| 40 |
1,302.8 |
1,209.3 |
93.5 |
7.2% |
10.5 |
0.8% |
98% |
True |
False |
5,176 |
| 60 |
1,302.8 |
1,199.2 |
103.6 |
8.0% |
10.4 |
0.8% |
98% |
True |
False |
3,955 |
| 80 |
1,302.8 |
1,195.7 |
107.1 |
8.2% |
10.5 |
0.8% |
99% |
True |
False |
3,270 |
| 100 |
1,302.8 |
1,182.7 |
120.1 |
9.2% |
10.3 |
0.8% |
99% |
True |
False |
2,732 |
| 120 |
1,302.8 |
1,182.7 |
120.1 |
9.2% |
9.8 |
0.8% |
99% |
True |
False |
2,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,345.3 |
|
2.618 |
1,329.0 |
|
1.618 |
1,319.0 |
|
1.000 |
1,312.8 |
|
0.618 |
1,309.0 |
|
HIGH |
1,302.8 |
|
0.618 |
1,299.0 |
|
0.500 |
1,297.8 |
|
0.382 |
1,296.6 |
|
LOW |
1,292.8 |
|
0.618 |
1,286.6 |
|
1.000 |
1,282.8 |
|
1.618 |
1,276.6 |
|
2.618 |
1,266.6 |
|
4.250 |
1,250.3 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,300.1 |
1,298.9 |
| PP |
1,298.9 |
1,296.6 |
| S1 |
1,297.8 |
1,294.3 |
|