Trading Metrics calculated at close of trading on 14-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,294.1 |
1,294.5 |
0.4 |
0.0% |
1,293.3 |
High |
1,302.1 |
1,303.1 |
1.0 |
0.1% |
1,304.3 |
Low |
1,293.9 |
1,294.4 |
0.5 |
0.0% |
1,286.7 |
Close |
1,296.1 |
1,298.0 |
1.9 |
0.1% |
1,296.1 |
Range |
8.2 |
8.7 |
0.5 |
6.1% |
17.6 |
ATR |
11.6 |
11.4 |
-0.2 |
-1.8% |
0.0 |
Volume |
33,601 |
42,249 |
8,648 |
25.7% |
154,645 |
|
Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.6 |
1,320.0 |
1,302.8 |
|
R3 |
1,315.9 |
1,311.3 |
1,300.4 |
|
R2 |
1,307.2 |
1,307.2 |
1,299.6 |
|
R1 |
1,302.6 |
1,302.6 |
1,298.8 |
1,304.9 |
PP |
1,298.5 |
1,298.5 |
1,298.5 |
1,299.7 |
S1 |
1,293.9 |
1,293.9 |
1,297.2 |
1,296.2 |
S2 |
1,289.8 |
1,289.8 |
1,296.4 |
|
S3 |
1,281.1 |
1,285.2 |
1,295.6 |
|
S4 |
1,272.4 |
1,276.5 |
1,293.2 |
|
|
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% |
10.5 |
0.8% |
64% |
False |
False |
36,889 |
10 |
1,306.5 |
1,284.6 |
21.9 |
1.7% |
11.4 |
0.9% |
61% |
False |
False |
25,016 |
20 |
1,306.5 |
1,242.5 |
64.0 |
4.9% |
11.9 |
0.9% |
87% |
False |
False |
15,417 |
40 |
1,306.5 |
1,219.4 |
87.1 |
6.7% |
10.7 |
0.8% |
90% |
False |
False |
9,894 |
60 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.5 |
0.8% |
91% |
False |
False |
7,198 |
80 |
1,306.5 |
1,195.7 |
110.8 |
8.5% |
10.7 |
0.8% |
92% |
False |
False |
5,802 |
100 |
1,306.5 |
1,195.7 |
110.8 |
8.5% |
10.5 |
0.8% |
92% |
False |
False |
4,779 |
120 |
1,306.5 |
1,182.7 |
123.8 |
9.5% |
10.1 |
0.8% |
93% |
False |
False |
4,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.1 |
2.618 |
1,325.9 |
1.618 |
1,317.2 |
1.000 |
1,311.8 |
0.618 |
1,308.5 |
HIGH |
1,303.1 |
0.618 |
1,299.8 |
0.500 |
1,298.8 |
0.382 |
1,297.7 |
LOW |
1,294.4 |
0.618 |
1,289.0 |
1.000 |
1,285.7 |
1.618 |
1,280.3 |
2.618 |
1,271.6 |
4.250 |
1,257.4 |
|
|
Fisher Pivots for day following 14-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,298.8 |
1,298.8 |
PP |
1,298.5 |
1,298.5 |
S1 |
1,298.3 |
1,298.3 |
|