| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,939.0 |
2,980.0 |
41.0 |
1.4% |
2,918.0 |
| High |
2,981.0 |
2,992.0 |
11.0 |
0.4% |
2,959.0 |
| Low |
2,939.0 |
2,969.0 |
30.0 |
1.0% |
2,844.0 |
| Close |
2,966.0 |
2,980.0 |
14.0 |
0.5% |
2,944.0 |
| Range |
42.0 |
23.0 |
-19.0 |
-45.2% |
115.0 |
| ATR |
54.5 |
52.4 |
-2.0 |
-3.7% |
0.0 |
| Volume |
600 |
10,509 |
9,909 |
1,651.5% |
25,858 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,049.3 |
3,037.7 |
2,992.7 |
|
| R3 |
3,026.3 |
3,014.7 |
2,986.3 |
|
| R2 |
3,003.3 |
3,003.3 |
2,984.2 |
|
| R1 |
2,991.7 |
2,991.7 |
2,982.1 |
2,991.5 |
| PP |
2,980.3 |
2,980.3 |
2,980.3 |
2,980.3 |
| S1 |
2,968.7 |
2,968.7 |
2,977.9 |
2,968.5 |
| S2 |
2,957.3 |
2,957.3 |
2,975.8 |
|
| S3 |
2,934.3 |
2,945.7 |
2,973.7 |
|
| S4 |
2,911.3 |
2,922.7 |
2,967.4 |
|
|
| 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 |
2,992.0 |
2,858.0 |
134.0 |
4.5% |
42.6 |
1.4% |
91% |
True |
False |
11,969 |
| 10 |
2,992.0 |
2,814.0 |
178.0 |
6.0% |
51.7 |
1.7% |
93% |
True |
False |
6,182 |
| 20 |
3,025.0 |
2,814.0 |
211.0 |
7.1% |
49.6 |
1.7% |
79% |
False |
False |
8,952 |
| 40 |
3,143.0 |
2,814.0 |
329.0 |
11.0% |
37.3 |
1.3% |
50% |
False |
False |
9,419 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
11.3% |
35.7 |
1.2% |
49% |
False |
False |
8,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,089.8 |
|
2.618 |
3,052.2 |
|
1.618 |
3,029.2 |
|
1.000 |
3,015.0 |
|
0.618 |
3,006.2 |
|
HIGH |
2,992.0 |
|
0.618 |
2,983.2 |
|
0.500 |
2,980.5 |
|
0.382 |
2,977.8 |
|
LOW |
2,969.0 |
|
0.618 |
2,954.8 |
|
1.000 |
2,946.0 |
|
1.618 |
2,931.8 |
|
2.618 |
2,908.8 |
|
4.250 |
2,871.3 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,980.5 |
2,972.2 |
| PP |
2,980.3 |
2,964.3 |
| S1 |
2,980.2 |
2,956.5 |
|