| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,301.3 |
1,294.1 |
-7.2 |
-0.6% |
1,293.3 |
| High |
1,304.3 |
1,302.1 |
-2.2 |
-0.2% |
1,304.3 |
| Low |
1,293.2 |
1,293.9 |
0.7 |
0.1% |
1,286.7 |
| Close |
1,294.0 |
1,296.1 |
2.1 |
0.2% |
1,296.1 |
| Range |
11.1 |
8.2 |
-2.9 |
-26.1% |
17.6 |
| ATR |
11.9 |
11.6 |
-0.3 |
-2.2% |
0.0 |
| Volume |
39,622 |
33,601 |
-6,021 |
-15.2% |
154,645 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,322.0 |
1,317.2 |
1,300.6 |
|
| R3 |
1,313.8 |
1,309.0 |
1,298.4 |
|
| R2 |
1,305.6 |
1,305.6 |
1,297.6 |
|
| R1 |
1,300.8 |
1,300.8 |
1,296.9 |
1,303.2 |
| PP |
1,297.4 |
1,297.4 |
1,297.4 |
1,298.6 |
| S1 |
1,292.6 |
1,292.6 |
1,295.3 |
1,295.0 |
| S2 |
1,289.2 |
1,289.2 |
1,294.6 |
|
| S3 |
1,281.0 |
1,284.4 |
1,293.8 |
|
| S4 |
1,272.8 |
1,276.2 |
1,291.6 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.5 |
1,339.9 |
1,305.8 |
|
| R3 |
1,330.9 |
1,322.3 |
1,300.9 |
|
| R2 |
1,313.3 |
1,313.3 |
1,299.3 |
|
| R1 |
1,304.7 |
1,304.7 |
1,297.7 |
1,309.0 |
| PP |
1,295.7 |
1,295.7 |
1,295.7 |
1,297.9 |
| S1 |
1,287.1 |
1,287.1 |
1,294.5 |
1,291.4 |
| S2 |
1,278.1 |
1,278.1 |
1,292.9 |
|
| S3 |
1,260.5 |
1,269.5 |
1,291.3 |
|
| S4 |
1,242.9 |
1,251.9 |
1,286.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,304.3 |
1,286.7 |
17.6 |
1.4% |
11.3 |
0.9% |
53% |
False |
False |
30,929 |
| 10 |
1,306.5 |
1,283.1 |
23.4 |
1.8% |
11.2 |
0.9% |
56% |
False |
False |
21,251 |
| 20 |
1,306.5 |
1,242.5 |
64.0 |
4.9% |
11.8 |
0.9% |
84% |
False |
False |
13,498 |
| 40 |
1,306.5 |
1,210.0 |
96.5 |
7.4% |
10.9 |
0.8% |
89% |
False |
False |
8,881 |
| 60 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.5 |
0.8% |
89% |
False |
False |
6,512 |
| 80 |
1,306.5 |
1,195.7 |
110.8 |
8.5% |
10.7 |
0.8% |
91% |
False |
False |
5,279 |
| 100 |
1,306.5 |
1,195.7 |
110.8 |
8.5% |
10.4 |
0.8% |
91% |
False |
False |
4,359 |
| 120 |
1,306.5 |
1,182.7 |
123.8 |
9.6% |
10.0 |
0.8% |
92% |
False |
False |
3,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,337.0 |
|
2.618 |
1,323.6 |
|
1.618 |
1,315.4 |
|
1.000 |
1,310.3 |
|
0.618 |
1,307.2 |
|
HIGH |
1,302.1 |
|
0.618 |
1,299.0 |
|
0.500 |
1,298.0 |
|
0.382 |
1,297.0 |
|
LOW |
1,293.9 |
|
0.618 |
1,288.8 |
|
1.000 |
1,285.7 |
|
1.618 |
1,280.6 |
|
2.618 |
1,272.4 |
|
4.250 |
1,259.1 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.0 |
1,296.0 |
| PP |
1,297.4 |
1,295.9 |
| S1 |
1,296.7 |
1,295.8 |
|