| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,881.0 |
2,962.0 |
81.0 |
2.8% |
2,918.0 |
| High |
2,959.0 |
2,962.0 |
3.0 |
0.1% |
2,959.0 |
| Low |
2,881.0 |
2,921.0 |
40.0 |
1.4% |
2,844.0 |
| Close |
2,944.0 |
2,934.0 |
-10.0 |
-0.3% |
2,944.0 |
| Range |
78.0 |
41.0 |
-37.0 |
-47.4% |
115.0 |
| ATR |
56.1 |
55.0 |
-1.1 |
-1.9% |
0.0 |
| Volume |
21,875 |
23,034 |
1,159 |
5.3% |
25,858 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,062.0 |
3,039.0 |
2,956.6 |
|
| R3 |
3,021.0 |
2,998.0 |
2,945.3 |
|
| R2 |
2,980.0 |
2,980.0 |
2,941.5 |
|
| R1 |
2,957.0 |
2,957.0 |
2,937.8 |
2,948.0 |
| PP |
2,939.0 |
2,939.0 |
2,939.0 |
2,934.5 |
| S1 |
2,916.0 |
2,916.0 |
2,930.2 |
2,907.0 |
| S2 |
2,898.0 |
2,898.0 |
2,926.5 |
|
| S3 |
2,857.0 |
2,875.0 |
2,922.7 |
|
| S4 |
2,816.0 |
2,834.0 |
2,911.5 |
|
|
| 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 |
2,962.0 |
2,844.0 |
118.0 |
4.0% |
54.8 |
1.9% |
76% |
True |
False |
9,794 |
| 10 |
2,970.0 |
2,814.0 |
156.0 |
5.3% |
53.8 |
1.8% |
77% |
False |
False |
6,161 |
| 20 |
3,098.0 |
2,814.0 |
284.0 |
9.7% |
49.7 |
1.7% |
42% |
False |
False |
13,316 |
| 40 |
3,152.0 |
2,814.0 |
338.0 |
11.5% |
36.3 |
1.2% |
36% |
False |
False |
9,341 |
| 60 |
3,216.0 |
2,814.0 |
402.0 |
13.7% |
36.3 |
1.2% |
30% |
False |
False |
8,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,136.3 |
|
2.618 |
3,069.3 |
|
1.618 |
3,028.3 |
|
1.000 |
3,003.0 |
|
0.618 |
2,987.3 |
|
HIGH |
2,962.0 |
|
0.618 |
2,946.3 |
|
0.500 |
2,941.5 |
|
0.382 |
2,936.7 |
|
LOW |
2,921.0 |
|
0.618 |
2,895.7 |
|
1.000 |
2,880.0 |
|
1.618 |
2,854.7 |
|
2.618 |
2,813.7 |
|
4.250 |
2,746.8 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,941.5 |
2,926.0 |
| PP |
2,939.0 |
2,918.0 |
| S1 |
2,936.5 |
2,910.0 |
|