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 |
1,306.5 |
1,300.1 |
-6.4 |
-0.5% |
1,298.9 |
High |
1,310.5 |
1,308.4 |
-2.1 |
-0.2% |
1,310.5 |
Low |
1,300.1 |
1,300.1 |
0.0 |
0.0% |
1,293.0 |
Close |
1,300.5 |
1,302.7 |
2.2 |
0.2% |
1,302.7 |
Range |
10.4 |
8.3 |
-2.1 |
-20.2% |
17.5 |
ATR |
11.6 |
11.3 |
-0.2 |
-2.0% |
0.0 |
Volume |
8,063 |
6,648 |
-1,415 |
-17.5% |
27,466 |
|
Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.6 |
1,324.0 |
1,307.3 |
|
R3 |
1,320.3 |
1,315.7 |
1,305.0 |
|
R2 |
1,312.0 |
1,312.0 |
1,304.2 |
|
R1 |
1,307.4 |
1,307.4 |
1,303.5 |
1,309.7 |
PP |
1,303.7 |
1,303.7 |
1,303.7 |
1,304.9 |
S1 |
1,299.1 |
1,299.1 |
1,301.9 |
1,301.4 |
S2 |
1,295.4 |
1,295.4 |
1,301.2 |
|
S3 |
1,287.1 |
1,290.8 |
1,300.4 |
|
S4 |
1,278.8 |
1,282.5 |
1,298.1 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.6 |
1,346.1 |
1,312.3 |
|
R3 |
1,337.1 |
1,328.6 |
1,307.5 |
|
R2 |
1,319.6 |
1,319.6 |
1,305.9 |
|
R1 |
1,311.1 |
1,311.1 |
1,304.3 |
1,315.4 |
PP |
1,302.1 |
1,302.1 |
1,302.1 |
1,304.2 |
S1 |
1,293.6 |
1,293.6 |
1,301.1 |
1,297.9 |
S2 |
1,284.6 |
1,284.6 |
1,299.5 |
|
S3 |
1,267.1 |
1,276.1 |
1,297.9 |
|
S4 |
1,249.6 |
1,258.6 |
1,293.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,310.5 |
1,293.0 |
17.5 |
1.3% |
10.7 |
0.8% |
55% |
False |
False |
5,493 |
10 |
1,312.9 |
1,289.3 |
23.6 |
1.8% |
10.8 |
0.8% |
57% |
False |
False |
3,757 |
20 |
1,312.9 |
1,249.0 |
63.9 |
4.9% |
11.4 |
0.9% |
84% |
False |
False |
2,947 |
40 |
1,312.9 |
1,217.1 |
95.8 |
7.4% |
10.4 |
0.8% |
89% |
False |
False |
2,850 |
60 |
1,312.9 |
1,215.0 |
97.9 |
7.5% |
10.4 |
0.8% |
90% |
False |
False |
2,571 |
80 |
1,312.9 |
1,201.6 |
111.3 |
8.5% |
10.8 |
0.8% |
91% |
False |
False |
2,222 |
100 |
1,312.9 |
1,201.6 |
111.3 |
8.5% |
10.4 |
0.8% |
91% |
False |
False |
1,902 |
120 |
1,312.9 |
1,184.8 |
128.1 |
9.8% |
9.8 |
0.8% |
92% |
False |
False |
1,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.7 |
2.618 |
1,330.1 |
1.618 |
1,321.8 |
1.000 |
1,316.7 |
0.618 |
1,313.5 |
HIGH |
1,308.4 |
0.618 |
1,305.2 |
0.500 |
1,304.3 |
0.382 |
1,303.3 |
LOW |
1,300.1 |
0.618 |
1,295.0 |
1.000 |
1,291.8 |
1.618 |
1,286.7 |
2.618 |
1,278.4 |
4.250 |
1,264.8 |
|
|
Fisher Pivots for day following 11-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,304.3 |
1,302.5 |
PP |
1,303.7 |
1,302.3 |
S1 |
1,303.2 |
1,302.2 |
|