Trading Metrics calculated at close of trading on 04-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,293.5 |
1,301.4 |
7.9 |
0.6% |
1,289.6 |
High |
1,302.8 |
1,306.5 |
3.7 |
0.3% |
1,306.5 |
Low |
1,292.8 |
1,284.6 |
-8.2 |
-0.6% |
1,284.6 |
Close |
1,301.2 |
1,292.2 |
-9.0 |
-0.7% |
1,292.2 |
Range |
10.0 |
21.9 |
11.9 |
119.0% |
21.9 |
ATR |
11.1 |
11.9 |
0.8 |
7.0% |
0.0 |
Volume |
15,284 |
11,884 |
-3,400 |
-22.2% |
53,267 |
|
Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.1 |
1,348.1 |
1,304.2 |
|
R3 |
1,338.2 |
1,326.2 |
1,298.2 |
|
R2 |
1,316.3 |
1,316.3 |
1,296.2 |
|
R1 |
1,304.3 |
1,304.3 |
1,294.2 |
1,299.4 |
PP |
1,294.4 |
1,294.4 |
1,294.4 |
1,292.0 |
S1 |
1,282.4 |
1,282.4 |
1,290.2 |
1,277.5 |
S2 |
1,272.5 |
1,272.5 |
1,288.2 |
|
S3 |
1,250.6 |
1,260.5 |
1,286.2 |
|
S4 |
1,228.7 |
1,238.6 |
1,280.2 |
|
|
Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.1 |
1,348.1 |
1,304.2 |
|
R3 |
1,338.2 |
1,326.2 |
1,298.2 |
|
R2 |
1,316.3 |
1,316.3 |
1,296.2 |
|
R1 |
1,304.3 |
1,304.3 |
1,294.2 |
1,310.3 |
PP |
1,294.4 |
1,294.4 |
1,294.4 |
1,297.5 |
S1 |
1,282.4 |
1,282.4 |
1,290.2 |
1,288.4 |
S2 |
1,272.5 |
1,272.5 |
1,288.2 |
|
S3 |
1,250.6 |
1,260.5 |
1,286.2 |
|
S4 |
1,228.7 |
1,238.6 |
1,280.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.5 |
1,283.1 |
23.4 |
1.8% |
11.1 |
0.9% |
39% |
True |
False |
11,574 |
10 |
1,306.5 |
1,252.5 |
54.0 |
4.2% |
12.9 |
1.0% |
74% |
True |
False |
8,695 |
20 |
1,306.5 |
1,242.5 |
64.0 |
5.0% |
11.3 |
0.9% |
78% |
True |
False |
7,326 |
40 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.7 |
0.8% |
85% |
True |
False |
5,440 |
60 |
1,306.5 |
1,200.5 |
106.0 |
8.2% |
10.7 |
0.8% |
87% |
True |
False |
4,126 |
80 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.7 |
0.8% |
87% |
True |
False |
3,398 |
100 |
1,306.5 |
1,182.7 |
123.8 |
9.6% |
10.4 |
0.8% |
88% |
True |
False |
2,836 |
120 |
1,306.5 |
1,182.7 |
123.8 |
9.6% |
9.9 |
0.8% |
88% |
True |
False |
2,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,399.6 |
2.618 |
1,363.8 |
1.618 |
1,341.9 |
1.000 |
1,328.4 |
0.618 |
1,320.0 |
HIGH |
1,306.5 |
0.618 |
1,298.1 |
0.500 |
1,295.6 |
0.382 |
1,293.0 |
LOW |
1,284.6 |
0.618 |
1,271.1 |
1.000 |
1,262.7 |
1.618 |
1,249.2 |
2.618 |
1,227.3 |
4.250 |
1,191.5 |
|
|
Fisher Pivots for day following 04-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,295.6 |
1,295.6 |
PP |
1,294.4 |
1,294.4 |
S1 |
1,293.3 |
1,293.3 |
|