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 |
1,300.1 |
1,302.0 |
1.9 |
0.1% |
1,298.9 |
High |
1,308.4 |
1,309.0 |
0.6 |
0.0% |
1,310.5 |
Low |
1,300.1 |
1,302.0 |
1.9 |
0.1% |
1,293.0 |
Close |
1,302.7 |
1,304.6 |
1.9 |
0.1% |
1,302.7 |
Range |
8.3 |
7.0 |
-1.3 |
-15.7% |
17.5 |
ATR |
11.3 |
11.0 |
-0.3 |
-2.7% |
0.0 |
Volume |
6,648 |
6,554 |
-94 |
-1.4% |
27,466 |
|
Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.2 |
1,322.4 |
1,308.5 |
|
R3 |
1,319.2 |
1,315.4 |
1,306.5 |
|
R2 |
1,312.2 |
1,312.2 |
1,305.9 |
|
R1 |
1,308.4 |
1,308.4 |
1,305.2 |
1,310.3 |
PP |
1,305.2 |
1,305.2 |
1,305.2 |
1,306.2 |
S1 |
1,301.4 |
1,301.4 |
1,304.0 |
1,303.3 |
S2 |
1,298.2 |
1,298.2 |
1,303.3 |
|
S3 |
1,291.2 |
1,294.4 |
1,302.7 |
|
S4 |
1,284.2 |
1,287.4 |
1,300.8 |
|
|
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% |
10.0 |
0.8% |
66% |
False |
False |
6,439 |
10 |
1,312.9 |
1,291.0 |
21.9 |
1.7% |
10.8 |
0.8% |
62% |
False |
False |
4,262 |
20 |
1,312.9 |
1,249.0 |
63.9 |
4.9% |
11.4 |
0.9% |
87% |
False |
False |
3,155 |
40 |
1,312.9 |
1,227.3 |
85.6 |
6.6% |
10.2 |
0.8% |
90% |
False |
False |
2,974 |
60 |
1,312.9 |
1,215.0 |
97.9 |
7.5% |
10.4 |
0.8% |
92% |
False |
False |
2,665 |
80 |
1,312.9 |
1,201.6 |
111.3 |
8.5% |
10.8 |
0.8% |
93% |
False |
False |
2,297 |
100 |
1,312.9 |
1,201.6 |
111.3 |
8.5% |
10.4 |
0.8% |
93% |
False |
False |
1,966 |
120 |
1,312.9 |
1,184.8 |
128.1 |
9.8% |
9.8 |
0.8% |
94% |
False |
False |
1,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,338.8 |
2.618 |
1,327.3 |
1.618 |
1,320.3 |
1.000 |
1,316.0 |
0.618 |
1,313.3 |
HIGH |
1,309.0 |
0.618 |
1,306.3 |
0.500 |
1,305.5 |
0.382 |
1,304.7 |
LOW |
1,302.0 |
0.618 |
1,297.7 |
1.000 |
1,295.0 |
1.618 |
1,290.7 |
2.618 |
1,283.7 |
4.250 |
1,272.3 |
|
|
Fisher Pivots for day following 14-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,305.5 |
1,305.3 |
PP |
1,305.2 |
1,305.1 |
S1 |
1,304.9 |
1,304.8 |
|