| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,303.7 |
1,300.3 |
-3.4 |
-0.3% |
1,294.4 |
| High |
1,303.7 |
1,307.6 |
3.9 |
0.3% |
1,312.9 |
| Low |
1,293.0 |
1,293.8 |
0.8 |
0.1% |
1,291.0 |
| Close |
1,298.8 |
1,304.9 |
6.1 |
0.5% |
1,298.7 |
| Range |
10.7 |
13.8 |
3.1 |
29.0% |
21.9 |
| ATR |
11.5 |
11.7 |
0.2 |
1.4% |
0.0 |
| Volume |
6,375 |
4,558 |
-1,817 |
-28.5% |
8,608 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.5 |
1,338.0 |
1,312.5 |
|
| R3 |
1,329.7 |
1,324.2 |
1,308.7 |
|
| R2 |
1,315.9 |
1,315.9 |
1,307.4 |
|
| R1 |
1,310.4 |
1,310.4 |
1,306.2 |
1,313.2 |
| PP |
1,302.1 |
1,302.1 |
1,302.1 |
1,303.5 |
| S1 |
1,296.6 |
1,296.6 |
1,303.6 |
1,299.4 |
| S2 |
1,288.3 |
1,288.3 |
1,302.4 |
|
| S3 |
1,274.5 |
1,282.8 |
1,301.1 |
|
| S4 |
1,260.7 |
1,269.0 |
1,297.3 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.6 |
1,354.5 |
1,310.7 |
|
| R3 |
1,344.7 |
1,332.6 |
1,304.7 |
|
| R2 |
1,322.8 |
1,322.8 |
1,302.7 |
|
| R1 |
1,310.7 |
1,310.7 |
1,300.7 |
1,316.8 |
| PP |
1,300.9 |
1,300.9 |
1,300.9 |
1,303.9 |
| S1 |
1,288.8 |
1,288.8 |
1,296.7 |
1,294.9 |
| S2 |
1,279.0 |
1,279.0 |
1,294.7 |
|
| S3 |
1,257.1 |
1,266.9 |
1,292.7 |
|
| S4 |
1,235.2 |
1,245.0 |
1,286.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,312.9 |
1,291.0 |
21.9 |
1.7% |
13.3 |
1.0% |
63% |
False |
False |
3,445 |
| 10 |
1,312.9 |
1,280.0 |
32.9 |
2.5% |
11.5 |
0.9% |
76% |
False |
False |
2,589 |
| 20 |
1,312.9 |
1,249.0 |
63.9 |
4.9% |
11.1 |
0.9% |
87% |
False |
False |
2,502 |
| 40 |
1,312.9 |
1,215.0 |
97.9 |
7.5% |
10.4 |
0.8% |
92% |
False |
False |
2,793 |
| 60 |
1,312.9 |
1,215.0 |
97.9 |
7.5% |
10.5 |
0.8% |
92% |
False |
False |
2,342 |
| 80 |
1,312.9 |
1,201.6 |
111.3 |
8.5% |
10.7 |
0.8% |
93% |
False |
False |
2,048 |
| 100 |
1,312.9 |
1,199.3 |
113.6 |
8.7% |
10.3 |
0.8% |
93% |
False |
False |
1,758 |
| 120 |
1,312.9 |
1,184.8 |
128.1 |
9.8% |
9.8 |
0.7% |
94% |
False |
False |
1,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,366.3 |
|
2.618 |
1,343.7 |
|
1.618 |
1,329.9 |
|
1.000 |
1,321.4 |
|
0.618 |
1,316.1 |
|
HIGH |
1,307.6 |
|
0.618 |
1,302.3 |
|
0.500 |
1,300.7 |
|
0.382 |
1,299.1 |
|
LOW |
1,293.8 |
|
0.618 |
1,285.3 |
|
1.000 |
1,280.0 |
|
1.618 |
1,271.5 |
|
2.618 |
1,257.7 |
|
4.250 |
1,235.2 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,303.5 |
1,303.6 |
| PP |
1,302.1 |
1,302.3 |
| S1 |
1,300.7 |
1,301.0 |
|