| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,540.25 |
2,558.00 |
17.75 |
0.7% |
2,498.50 |
| High |
2,571.25 |
2,585.75 |
14.50 |
0.6% |
2,542.75 |
| Low |
2,528.50 |
2,553.00 |
24.50 |
1.0% |
2,442.25 |
| Close |
2,555.00 |
2,577.00 |
22.00 |
0.9% |
2,535.50 |
| Range |
42.75 |
32.75 |
-10.00 |
-23.4% |
100.50 |
| ATR |
68.88 |
66.30 |
-2.58 |
-3.7% |
0.00 |
| Volume |
10,379 |
4,462 |
-5,917 |
-57.0% |
28,825 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.25 |
2,656.25 |
2,595.00 |
|
| R3 |
2,637.50 |
2,623.50 |
2,586.00 |
|
| R2 |
2,604.75 |
2,604.75 |
2,583.00 |
|
| R1 |
2,590.75 |
2,590.75 |
2,580.00 |
2,597.75 |
| PP |
2,572.00 |
2,572.00 |
2,572.00 |
2,575.50 |
| S1 |
2,558.00 |
2,558.00 |
2,574.00 |
2,565.00 |
| S2 |
2,539.25 |
2,539.25 |
2,571.00 |
|
| S3 |
2,506.50 |
2,525.25 |
2,568.00 |
|
| S4 |
2,473.75 |
2,492.50 |
2,559.00 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.25 |
2,772.50 |
2,590.75 |
|
| R3 |
2,707.75 |
2,672.00 |
2,563.25 |
|
| R2 |
2,607.25 |
2,607.25 |
2,554.00 |
|
| R1 |
2,571.50 |
2,571.50 |
2,544.75 |
2,589.50 |
| PP |
2,506.75 |
2,506.75 |
2,506.75 |
2,515.75 |
| S1 |
2,471.00 |
2,471.00 |
2,526.25 |
2,489.00 |
| S2 |
2,406.25 |
2,406.25 |
2,517.00 |
|
| S3 |
2,305.75 |
2,370.50 |
2,507.75 |
|
| S4 |
2,205.25 |
2,270.00 |
2,480.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,585.75 |
2,442.25 |
143.50 |
5.6% |
58.50 |
2.3% |
94% |
True |
False |
8,082 |
| 10 |
2,585.75 |
2,319.25 |
266.50 |
10.3% |
72.75 |
2.8% |
97% |
True |
False |
7,176 |
| 20 |
2,696.75 |
2,319.25 |
377.50 |
14.6% |
69.50 |
2.7% |
68% |
False |
False |
4,913 |
| 40 |
2,832.50 |
2,319.25 |
513.25 |
19.9% |
60.25 |
2.3% |
50% |
False |
False |
2,703 |
| 60 |
2,840.00 |
2,319.25 |
520.75 |
20.2% |
58.50 |
2.3% |
49% |
False |
False |
2,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.00 |
|
2.618 |
2,671.50 |
|
1.618 |
2,638.75 |
|
1.000 |
2,618.50 |
|
0.618 |
2,606.00 |
|
HIGH |
2,585.75 |
|
0.618 |
2,573.25 |
|
0.500 |
2,569.50 |
|
0.382 |
2,565.50 |
|
LOW |
2,553.00 |
|
0.618 |
2,532.75 |
|
1.000 |
2,520.25 |
|
1.618 |
2,500.00 |
|
2.618 |
2,467.25 |
|
4.250 |
2,413.75 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,574.50 |
2,556.00 |
| PP |
2,572.00 |
2,535.00 |
| S1 |
2,569.50 |
2,514.00 |
|