Trading Metrics calculated at close of trading on 08-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,293.3 |
1,296.4 |
3.1 |
0.2% |
1,289.6 |
High |
1,303.2 |
1,297.2 |
-6.0 |
-0.5% |
1,306.5 |
Low |
1,290.7 |
1,286.7 |
-4.0 |
-0.3% |
1,284.6 |
Close |
1,296.4 |
1,292.4 |
-4.0 |
-0.3% |
1,292.2 |
Range |
12.5 |
10.5 |
-2.0 |
-16.0% |
21.9 |
ATR |
11.9 |
11.8 |
-0.1 |
-0.8% |
0.0 |
Volume |
12,445 |
38,264 |
25,819 |
207.5% |
53,267 |
|
Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.6 |
1,318.5 |
1,298.2 |
|
R3 |
1,313.1 |
1,308.0 |
1,295.3 |
|
R2 |
1,302.6 |
1,302.6 |
1,294.3 |
|
R1 |
1,297.5 |
1,297.5 |
1,293.4 |
1,294.8 |
PP |
1,292.1 |
1,292.1 |
1,292.1 |
1,290.8 |
S1 |
1,287.0 |
1,287.0 |
1,291.4 |
1,284.3 |
S2 |
1,281.6 |
1,281.6 |
1,290.5 |
|
S3 |
1,271.1 |
1,276.5 |
1,289.5 |
|
S4 |
1,260.6 |
1,266.0 |
1,286.6 |
|
|
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 |
1,284.6 |
21.9 |
1.7% |
13.0 |
1.0% |
36% |
False |
False |
18,468 |
10 |
1,306.5 |
1,266.3 |
40.2 |
3.1% |
11.9 |
0.9% |
65% |
False |
False |
12,221 |
20 |
1,306.5 |
1,242.5 |
64.0 |
5.0% |
11.3 |
0.9% |
78% |
False |
False |
9,199 |
40 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
11.0 |
0.8% |
85% |
False |
False |
6,582 |
60 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.4 |
0.8% |
85% |
False |
False |
4,849 |
80 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.6 |
0.8% |
87% |
False |
False |
4,003 |
100 |
1,306.5 |
1,182.7 |
123.8 |
9.6% |
10.4 |
0.8% |
89% |
False |
False |
3,330 |
120 |
1,306.5 |
1,182.7 |
123.8 |
9.6% |
10.0 |
0.8% |
89% |
False |
False |
2,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.8 |
2.618 |
1,324.7 |
1.618 |
1,314.2 |
1.000 |
1,307.7 |
0.618 |
1,303.7 |
HIGH |
1,297.2 |
0.618 |
1,293.2 |
0.500 |
1,292.0 |
0.382 |
1,290.7 |
LOW |
1,286.7 |
0.618 |
1,280.2 |
1.000 |
1,276.2 |
1.618 |
1,269.7 |
2.618 |
1,259.2 |
4.250 |
1,242.1 |
|
|
Fisher Pivots for day following 08-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,292.3 |
1,295.6 |
PP |
1,292.1 |
1,294.5 |
S1 |
1,292.0 |
1,293.5 |
|