| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,297.2 |
1,304.5 |
7.3 |
0.6% |
1,276.5 |
| High |
1,303.4 |
1,308.9 |
5.5 |
0.4% |
1,296.3 |
| Low |
1,293.5 |
1,299.5 |
6.0 |
0.5% |
1,274.8 |
| Close |
1,296.9 |
1,307.7 |
10.8 |
0.8% |
1,295.7 |
| Range |
9.9 |
9.4 |
-0.5 |
-5.1% |
21.5 |
| ATR |
10.8 |
10.8 |
0.1 |
0.8% |
0.0 |
| Volume |
2,268 |
2,622 |
354 |
15.6% |
7,075 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.6 |
1,330.0 |
1,312.9 |
|
| R3 |
1,324.2 |
1,320.6 |
1,310.3 |
|
| R2 |
1,314.8 |
1,314.8 |
1,309.4 |
|
| R1 |
1,311.2 |
1,311.2 |
1,308.6 |
1,313.0 |
| PP |
1,305.4 |
1,305.4 |
1,305.4 |
1,306.3 |
| S1 |
1,301.8 |
1,301.8 |
1,306.8 |
1,303.6 |
| S2 |
1,296.0 |
1,296.0 |
1,306.0 |
|
| S3 |
1,286.6 |
1,292.4 |
1,305.1 |
|
| S4 |
1,277.2 |
1,283.0 |
1,302.5 |
|
|
| 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 |
1,308.9 |
1,282.2 |
26.7 |
2.0% |
8.8 |
0.7% |
96% |
True |
False |
1,984 |
| 10 |
1,308.9 |
1,257.8 |
51.1 |
3.9% |
11.8 |
0.9% |
98% |
True |
False |
2,074 |
| 20 |
1,308.9 |
1,249.0 |
59.9 |
4.6% |
10.0 |
0.8% |
98% |
True |
False |
2,255 |
| 40 |
1,308.9 |
1,215.0 |
93.9 |
7.2% |
10.1 |
0.8% |
99% |
True |
False |
2,685 |
| 60 |
1,308.9 |
1,205.4 |
103.5 |
7.9% |
10.5 |
0.8% |
99% |
True |
False |
2,191 |
| 80 |
1,308.9 |
1,201.6 |
107.3 |
8.2% |
10.6 |
0.8% |
99% |
True |
False |
1,921 |
| 100 |
1,308.9 |
1,184.8 |
124.1 |
9.5% |
10.3 |
0.8% |
99% |
True |
False |
1,632 |
| 120 |
1,308.9 |
1,184.8 |
124.1 |
9.5% |
9.6 |
0.7% |
99% |
True |
False |
1,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,348.9 |
|
2.618 |
1,333.5 |
|
1.618 |
1,324.1 |
|
1.000 |
1,318.3 |
|
0.618 |
1,314.7 |
|
HIGH |
1,308.9 |
|
0.618 |
1,305.3 |
|
0.500 |
1,304.2 |
|
0.382 |
1,303.1 |
|
LOW |
1,299.5 |
|
0.618 |
1,293.7 |
|
1.000 |
1,290.1 |
|
1.618 |
1,284.3 |
|
2.618 |
1,274.9 |
|
4.250 |
1,259.6 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,306.5 |
1,305.5 |
| PP |
1,305.4 |
1,303.3 |
| S1 |
1,304.2 |
1,301.1 |
|