| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,874.0 |
2,881.0 |
7.0 |
0.2% |
2,918.0 |
| High |
2,887.0 |
2,959.0 |
72.0 |
2.5% |
2,959.0 |
| Low |
2,858.0 |
2,881.0 |
23.0 |
0.8% |
2,844.0 |
| Close |
2,864.0 |
2,944.0 |
80.0 |
2.8% |
2,944.0 |
| Range |
29.0 |
78.0 |
49.0 |
169.0% |
115.0 |
| ATR |
53.1 |
56.1 |
3.0 |
5.6% |
0.0 |
| Volume |
3,829 |
21,875 |
18,046 |
471.3% |
25,858 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.0 |
3,131.0 |
2,986.9 |
|
| R3 |
3,084.0 |
3,053.0 |
2,965.5 |
|
| R2 |
3,006.0 |
3,006.0 |
2,958.3 |
|
| R1 |
2,975.0 |
2,975.0 |
2,951.2 |
2,990.5 |
| PP |
2,928.0 |
2,928.0 |
2,928.0 |
2,935.8 |
| S1 |
2,897.0 |
2,897.0 |
2,936.9 |
2,912.5 |
| S2 |
2,850.0 |
2,850.0 |
2,929.7 |
|
| S3 |
2,772.0 |
2,819.0 |
2,922.6 |
|
| S4 |
2,694.0 |
2,741.0 |
2,901.1 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.7 |
3,217.3 |
3,007.3 |
|
| R3 |
3,145.7 |
3,102.3 |
2,975.6 |
|
| R2 |
3,030.7 |
3,030.7 |
2,965.1 |
|
| R1 |
2,987.3 |
2,987.3 |
2,954.5 |
3,009.0 |
| PP |
2,915.7 |
2,915.7 |
2,915.7 |
2,926.5 |
| S1 |
2,872.3 |
2,872.3 |
2,933.5 |
2,894.0 |
| S2 |
2,800.7 |
2,800.7 |
2,922.9 |
|
| S3 |
2,685.7 |
2,757.3 |
2,912.4 |
|
| S4 |
2,570.7 |
2,642.3 |
2,880.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,959.0 |
2,814.0 |
145.0 |
4.9% |
64.4 |
2.2% |
90% |
True |
False |
5,345 |
| 10 |
3,000.0 |
2,814.0 |
186.0 |
6.3% |
56.1 |
1.9% |
70% |
False |
False |
4,608 |
| 20 |
3,141.0 |
2,814.0 |
327.0 |
11.1% |
49.2 |
1.7% |
40% |
False |
False |
12,167 |
| 40 |
3,152.0 |
2,814.0 |
338.0 |
11.5% |
35.4 |
1.2% |
38% |
False |
False |
8,779 |
| 60 |
3,225.0 |
2,814.0 |
411.0 |
14.0% |
36.1 |
1.2% |
32% |
False |
False |
7,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,290.5 |
|
2.618 |
3,163.2 |
|
1.618 |
3,085.2 |
|
1.000 |
3,037.0 |
|
0.618 |
3,007.2 |
|
HIGH |
2,959.0 |
|
0.618 |
2,929.2 |
|
0.500 |
2,920.0 |
|
0.382 |
2,910.8 |
|
LOW |
2,881.0 |
|
0.618 |
2,832.8 |
|
1.000 |
2,803.0 |
|
1.618 |
2,754.8 |
|
2.618 |
2,676.8 |
|
4.250 |
2,549.5 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,936.0 |
2,929.8 |
| PP |
2,928.0 |
2,915.7 |
| S1 |
2,920.0 |
2,901.5 |
|