Trading Metrics calculated at close of trading on 03-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
2,509.50 |
2,486.50 |
-23.00 |
-0.9% |
2,408.00 |
High |
2,524.25 |
2,496.50 |
-27.75 |
-1.1% |
2,524.75 |
Low |
2,456.50 |
2,447.25 |
-9.25 |
-0.4% |
2,319.25 |
Close |
2,514.75 |
2,451.00 |
-63.75 |
-2.5% |
2,489.25 |
Range |
67.75 |
49.25 |
-18.50 |
-27.3% |
205.50 |
ATR |
68.70 |
68.61 |
-0.09 |
-0.1% |
0.00 |
Volume |
4,334 |
10,346 |
6,012 |
138.7% |
28,102 |
|
Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,612.75 |
2,581.00 |
2,478.00 |
|
R3 |
2,563.50 |
2,531.75 |
2,464.50 |
|
R2 |
2,514.25 |
2,514.25 |
2,460.00 |
|
R1 |
2,482.50 |
2,482.50 |
2,455.50 |
2,473.75 |
PP |
2,465.00 |
2,465.00 |
2,465.00 |
2,460.50 |
S1 |
2,433.25 |
2,433.25 |
2,446.50 |
2,424.50 |
S2 |
2,415.75 |
2,415.75 |
2,442.00 |
|
S3 |
2,366.50 |
2,384.00 |
2,437.50 |
|
S4 |
2,317.25 |
2,334.75 |
2,424.00 |
|
|
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 |
2,400.25 |
124.50 |
5.1% |
59.00 |
2.4% |
41% |
False |
False |
6,904 |
10 |
2,594.75 |
2,319.25 |
275.50 |
11.2% |
82.25 |
3.4% |
48% |
False |
False |
6,140 |
20 |
2,799.50 |
2,319.25 |
480.25 |
19.6% |
74.00 |
3.0% |
27% |
False |
False |
3,782 |
40 |
2,833.25 |
2,319.25 |
514.00 |
21.0% |
59.00 |
2.4% |
26% |
False |
False |
2,138 |
60 |
2,916.00 |
2,319.25 |
596.75 |
24.3% |
58.50 |
2.4% |
22% |
False |
False |
1,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,705.75 |
2.618 |
2,625.50 |
1.618 |
2,576.25 |
1.000 |
2,545.75 |
0.618 |
2,527.00 |
HIGH |
2,496.50 |
0.618 |
2,477.75 |
0.500 |
2,472.00 |
0.382 |
2,466.00 |
LOW |
2,447.25 |
0.618 |
2,416.75 |
1.000 |
2,398.00 |
1.618 |
2,367.50 |
2.618 |
2,318.25 |
4.250 |
2,238.00 |
|
|
Fisher Pivots for day following 03-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
2,472.00 |
2,485.75 |
PP |
2,465.00 |
2,474.25 |
S1 |
2,458.00 |
2,462.50 |
|