| 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 |
2,558.00 |
2,576.25 |
18.25 |
0.7% |
2,498.50 |
| High |
2,585.75 |
2,602.00 |
16.25 |
0.6% |
2,542.75 |
| Low |
2,553.00 |
2,573.75 |
20.75 |
0.8% |
2,442.25 |
| Close |
2,577.00 |
2,587.75 |
10.75 |
0.4% |
2,535.50 |
| Range |
32.75 |
28.25 |
-4.50 |
-13.7% |
100.50 |
| ATR |
66.30 |
63.58 |
-2.72 |
-4.1% |
0.00 |
| Volume |
4,462 |
12,104 |
7,642 |
171.3% |
28,825 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.50 |
2,658.50 |
2,603.25 |
|
| R3 |
2,644.25 |
2,630.25 |
2,595.50 |
|
| R2 |
2,616.00 |
2,616.00 |
2,593.00 |
|
| R1 |
2,602.00 |
2,602.00 |
2,590.25 |
2,609.00 |
| PP |
2,587.75 |
2,587.75 |
2,587.75 |
2,591.50 |
| S1 |
2,573.75 |
2,573.75 |
2,585.25 |
2,580.75 |
| S2 |
2,559.50 |
2,559.50 |
2,582.50 |
|
| S3 |
2,531.25 |
2,545.50 |
2,580.00 |
|
| S4 |
2,503.00 |
2,517.25 |
2,572.25 |
|
|
| 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 |
2,602.00 |
2,442.25 |
159.75 |
6.2% |
50.75 |
2.0% |
91% |
True |
False |
9,636 |
| 10 |
2,602.00 |
2,319.25 |
282.75 |
10.9% |
66.00 |
2.6% |
95% |
True |
False |
7,852 |
| 20 |
2,696.75 |
2,319.25 |
377.50 |
14.6% |
67.75 |
2.6% |
71% |
False |
False |
5,499 |
| 40 |
2,826.75 |
2,319.25 |
507.50 |
19.6% |
60.50 |
2.3% |
53% |
False |
False |
3,005 |
| 60 |
2,840.00 |
2,319.25 |
520.75 |
20.1% |
57.50 |
2.2% |
52% |
False |
False |
2,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,722.00 |
|
2.618 |
2,676.00 |
|
1.618 |
2,647.75 |
|
1.000 |
2,630.25 |
|
0.618 |
2,619.50 |
|
HIGH |
2,602.00 |
|
0.618 |
2,591.25 |
|
0.500 |
2,588.00 |
|
0.382 |
2,584.50 |
|
LOW |
2,573.75 |
|
0.618 |
2,556.25 |
|
1.000 |
2,545.50 |
|
1.618 |
2,528.00 |
|
2.618 |
2,499.75 |
|
4.250 |
2,453.75 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,588.00 |
2,580.25 |
| PP |
2,587.75 |
2,572.75 |
| S1 |
2,587.75 |
2,565.25 |
|