| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,292.6 |
1,301.3 |
8.7 |
0.7% |
1,289.6 |
| High |
1,301.3 |
1,304.3 |
3.0 |
0.2% |
1,306.5 |
| Low |
1,287.3 |
1,293.2 |
5.9 |
0.5% |
1,284.6 |
| Close |
1,298.5 |
1,294.0 |
-4.5 |
-0.3% |
1,292.2 |
| Range |
14.0 |
11.1 |
-2.9 |
-20.7% |
21.9 |
| ATR |
12.0 |
11.9 |
-0.1 |
-0.5% |
0.0 |
| Volume |
30,713 |
39,622 |
8,909 |
29.0% |
53,267 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,330.5 |
1,323.3 |
1,300.1 |
|
| R3 |
1,319.4 |
1,312.2 |
1,297.1 |
|
| R2 |
1,308.3 |
1,308.3 |
1,296.0 |
|
| R1 |
1,301.1 |
1,301.1 |
1,295.0 |
1,299.2 |
| PP |
1,297.2 |
1,297.2 |
1,297.2 |
1,296.2 |
| S1 |
1,290.0 |
1,290.0 |
1,293.0 |
1,288.1 |
| S2 |
1,286.1 |
1,286.1 |
1,292.0 |
|
| S3 |
1,275.0 |
1,278.9 |
1,290.9 |
|
| S4 |
1,263.9 |
1,267.8 |
1,287.9 |
|
|
| 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% |
14.0 |
1.1% |
43% |
False |
False |
26,585 |
| 10 |
1,306.5 |
1,275.6 |
30.9 |
2.4% |
11.6 |
0.9% |
60% |
False |
False |
18,443 |
| 20 |
1,306.5 |
1,242.5 |
64.0 |
4.9% |
11.7 |
0.9% |
80% |
False |
False |
12,063 |
| 40 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.9 |
0.8% |
87% |
False |
False |
8,200 |
| 60 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.5 |
0.8% |
87% |
False |
False |
5,963 |
| 80 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.6 |
0.8% |
89% |
False |
False |
4,864 |
| 100 |
1,306.5 |
1,195.7 |
110.8 |
8.6% |
10.4 |
0.8% |
89% |
False |
False |
4,026 |
| 120 |
1,306.5 |
1,182.7 |
123.8 |
9.6% |
10.1 |
0.8% |
90% |
False |
False |
3,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,351.5 |
|
2.618 |
1,333.4 |
|
1.618 |
1,322.3 |
|
1.000 |
1,315.4 |
|
0.618 |
1,311.2 |
|
HIGH |
1,304.3 |
|
0.618 |
1,300.1 |
|
0.500 |
1,298.8 |
|
0.382 |
1,297.4 |
|
LOW |
1,293.2 |
|
0.618 |
1,286.3 |
|
1.000 |
1,282.1 |
|
1.618 |
1,275.2 |
|
2.618 |
1,264.1 |
|
4.250 |
1,246.0 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.8 |
1,295.5 |
| PP |
1,297.2 |
1,295.0 |
| S1 |
1,295.6 |
1,294.5 |
|