| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,498.50 |
2,509.50 |
11.00 |
0.4% |
2,408.00 |
| High |
2,515.75 |
2,524.25 |
8.50 |
0.3% |
2,524.75 |
| Low |
2,486.75 |
2,456.50 |
-30.25 |
-1.2% |
2,319.25 |
| Close |
2,508.50 |
2,514.75 |
6.25 |
0.2% |
2,489.25 |
| Range |
29.00 |
67.75 |
38.75 |
133.6% |
205.50 |
| ATR |
68.77 |
68.70 |
-0.07 |
-0.1% |
0.00 |
| Volume |
3,254 |
4,334 |
1,080 |
33.2% |
28,102 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.75 |
2,676.00 |
2,552.00 |
|
| R3 |
2,634.00 |
2,608.25 |
2,533.50 |
|
| R2 |
2,566.25 |
2,566.25 |
2,527.25 |
|
| R1 |
2,540.50 |
2,540.50 |
2,521.00 |
2,553.50 |
| PP |
2,498.50 |
2,498.50 |
2,498.50 |
2,505.00 |
| S1 |
2,472.75 |
2,472.75 |
2,508.50 |
2,485.50 |
| S2 |
2,430.75 |
2,430.75 |
2,502.25 |
|
| S3 |
2,363.00 |
2,405.00 |
2,496.00 |
|
| S4 |
2,295.25 |
2,337.25 |
2,477.50 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.00 |
2,980.50 |
2,602.25 |
|
| R3 |
2,855.50 |
2,775.00 |
2,545.75 |
|
| R2 |
2,650.00 |
2,650.00 |
2,527.00 |
|
| R1 |
2,569.50 |
2,569.50 |
2,508.00 |
2,609.75 |
| PP |
2,444.50 |
2,444.50 |
2,444.50 |
2,464.50 |
| S1 |
2,364.00 |
2,364.00 |
2,470.50 |
2,404.25 |
| S2 |
2,239.00 |
2,239.00 |
2,451.50 |
|
| S3 |
2,033.50 |
2,158.50 |
2,432.75 |
|
| S4 |
1,828.00 |
1,953.00 |
2,376.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,524.75 |
2,319.25 |
205.50 |
8.2% |
81.50 |
3.2% |
95% |
False |
False |
6,068 |
| 10 |
2,594.75 |
2,319.25 |
275.50 |
11.0% |
82.00 |
3.3% |
71% |
False |
False |
5,291 |
| 20 |
2,826.75 |
2,319.25 |
507.50 |
20.2% |
73.50 |
2.9% |
39% |
False |
False |
3,280 |
| 40 |
2,833.25 |
2,319.25 |
514.00 |
20.4% |
59.25 |
2.4% |
38% |
False |
False |
1,885 |
| 60 |
2,933.00 |
2,319.25 |
613.75 |
24.4% |
58.25 |
2.3% |
32% |
False |
False |
1,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,812.25 |
|
2.618 |
2,701.50 |
|
1.618 |
2,633.75 |
|
1.000 |
2,592.00 |
|
0.618 |
2,566.00 |
|
HIGH |
2,524.25 |
|
0.618 |
2,498.25 |
|
0.500 |
2,490.50 |
|
0.382 |
2,482.50 |
|
LOW |
2,456.50 |
|
0.618 |
2,414.75 |
|
1.000 |
2,388.75 |
|
1.618 |
2,347.00 |
|
2.618 |
2,279.25 |
|
4.250 |
2,168.50 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,506.50 |
2,506.75 |
| PP |
2,498.50 |
2,498.75 |
| S1 |
2,490.50 |
2,490.50 |
|