Trading Metrics calculated at close of trading on 15-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,302.0 |
1,305.1 |
3.1 |
0.2% |
1,298.9 |
High |
1,309.0 |
1,307.8 |
-1.2 |
-0.1% |
1,310.5 |
Low |
1,302.0 |
1,299.9 |
-2.1 |
-0.2% |
1,293.0 |
Close |
1,304.6 |
1,301.3 |
-3.3 |
-0.3% |
1,302.7 |
Range |
7.0 |
7.9 |
0.9 |
12.9% |
17.5 |
ATR |
11.0 |
10.8 |
-0.2 |
-2.0% |
0.0 |
Volume |
6,554 |
5,168 |
-1,386 |
-21.1% |
27,466 |
|
Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.7 |
1,321.9 |
1,305.6 |
|
R3 |
1,318.8 |
1,314.0 |
1,303.5 |
|
R2 |
1,310.9 |
1,310.9 |
1,302.7 |
|
R1 |
1,306.1 |
1,306.1 |
1,302.0 |
1,304.6 |
PP |
1,303.0 |
1,303.0 |
1,303.0 |
1,302.2 |
S1 |
1,298.2 |
1,298.2 |
1,300.6 |
1,296.7 |
S2 |
1,295.1 |
1,295.1 |
1,299.9 |
|
S3 |
1,287.2 |
1,290.3 |
1,299.1 |
|
S4 |
1,279.3 |
1,282.4 |
1,297.0 |
|
|
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 |
1,293.8 |
16.7 |
1.3% |
9.5 |
0.7% |
45% |
False |
False |
6,198 |
10 |
1,312.9 |
1,291.0 |
21.9 |
1.7% |
11.0 |
0.8% |
47% |
False |
False |
4,592 |
20 |
1,312.9 |
1,252.1 |
60.8 |
4.7% |
11.3 |
0.9% |
81% |
False |
False |
3,327 |
40 |
1,312.9 |
1,228.9 |
84.0 |
6.5% |
10.2 |
0.8% |
86% |
False |
False |
2,835 |
60 |
1,312.9 |
1,215.0 |
97.9 |
7.5% |
10.3 |
0.8% |
88% |
False |
False |
2,732 |
80 |
1,312.9 |
1,201.6 |
111.3 |
8.6% |
10.8 |
0.8% |
90% |
False |
False |
2,352 |
100 |
1,312.9 |
1,201.6 |
111.3 |
8.6% |
10.4 |
0.8% |
90% |
False |
False |
2,014 |
120 |
1,312.9 |
1,184.8 |
128.1 |
9.8% |
9.9 |
0.8% |
91% |
False |
False |
1,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.4 |
2.618 |
1,328.5 |
1.618 |
1,320.6 |
1.000 |
1,315.7 |
0.618 |
1,312.7 |
HIGH |
1,307.8 |
0.618 |
1,304.8 |
0.500 |
1,303.9 |
0.382 |
1,302.9 |
LOW |
1,299.9 |
0.618 |
1,295.0 |
1.000 |
1,292.0 |
1.618 |
1,287.1 |
2.618 |
1,279.2 |
4.250 |
1,266.3 |
|
|
Fisher Pivots for day following 15-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,303.9 |
1,304.5 |
PP |
1,303.0 |
1,303.4 |
S1 |
1,302.2 |
1,302.4 |
|