Trading Metrics calculated at close of trading on 02-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,294.4 |
1,297.2 |
2.8 |
0.2% |
1,276.5 |
High |
1,298.9 |
1,303.4 |
4.5 |
0.3% |
1,296.3 |
Low |
1,293.2 |
1,293.5 |
0.3 |
0.0% |
1,274.8 |
Close |
1,294.2 |
1,296.9 |
2.7 |
0.2% |
1,295.7 |
Range |
5.7 |
9.9 |
4.2 |
73.7% |
21.5 |
ATR |
10.8 |
10.8 |
-0.1 |
-0.6% |
0.0 |
Volume |
1,870 |
2,268 |
398 |
21.3% |
7,075 |
|
Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.6 |
1,322.2 |
1,302.3 |
|
R3 |
1,317.7 |
1,312.3 |
1,299.6 |
|
R2 |
1,307.8 |
1,307.8 |
1,298.7 |
|
R1 |
1,302.4 |
1,302.4 |
1,297.8 |
1,300.2 |
PP |
1,297.9 |
1,297.9 |
1,297.9 |
1,296.8 |
S1 |
1,292.5 |
1,292.5 |
1,296.0 |
1,290.3 |
S2 |
1,288.0 |
1,288.0 |
1,295.1 |
|
S3 |
1,278.1 |
1,282.6 |
1,294.2 |
|
S4 |
1,268.2 |
1,272.7 |
1,291.5 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.4 |
1,346.1 |
1,307.5 |
|
R3 |
1,331.9 |
1,324.6 |
1,301.6 |
|
R2 |
1,310.4 |
1,310.4 |
1,299.6 |
|
R1 |
1,303.1 |
1,303.1 |
1,297.7 |
1,306.8 |
PP |
1,288.9 |
1,288.9 |
1,288.9 |
1,290.8 |
S1 |
1,281.6 |
1,281.6 |
1,293.7 |
1,285.3 |
S2 |
1,267.4 |
1,267.4 |
1,291.8 |
|
S3 |
1,245.9 |
1,260.1 |
1,289.8 |
|
S4 |
1,224.4 |
1,238.6 |
1,283.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,303.4 |
1,280.0 |
23.4 |
1.8% |
9.8 |
0.8% |
72% |
True |
False |
1,733 |
10 |
1,303.4 |
1,257.8 |
45.6 |
3.5% |
11.3 |
0.9% |
86% |
True |
False |
2,113 |
20 |
1,303.4 |
1,248.0 |
55.4 |
4.3% |
10.1 |
0.8% |
88% |
True |
False |
2,182 |
40 |
1,303.4 |
1,215.0 |
88.4 |
6.8% |
10.1 |
0.8% |
93% |
True |
False |
2,666 |
60 |
1,303.4 |
1,205.0 |
98.4 |
7.6% |
10.6 |
0.8% |
93% |
True |
False |
2,180 |
80 |
1,303.4 |
1,201.6 |
101.8 |
7.8% |
10.6 |
0.8% |
94% |
True |
False |
1,898 |
100 |
1,303.4 |
1,184.8 |
118.6 |
9.1% |
10.3 |
0.8% |
95% |
True |
False |
1,607 |
120 |
1,303.4 |
1,184.8 |
118.6 |
9.1% |
9.6 |
0.7% |
95% |
True |
False |
1,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.5 |
2.618 |
1,329.3 |
1.618 |
1,319.4 |
1.000 |
1,313.3 |
0.618 |
1,309.5 |
HIGH |
1,303.4 |
0.618 |
1,299.6 |
0.500 |
1,298.5 |
0.382 |
1,297.3 |
LOW |
1,293.5 |
0.618 |
1,287.4 |
1.000 |
1,283.6 |
1.618 |
1,277.5 |
2.618 |
1,267.6 |
4.250 |
1,251.4 |
|
|
Fisher Pivots for day following 02-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,298.5 |
1,296.7 |
PP |
1,297.9 |
1,296.5 |
S1 |
1,297.4 |
1,296.4 |
|