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 |
1,282.62 |
1,284.01 |
1.39 |
0.1% |
1,256.69 |
High |
1,288.32 |
1,294.19 |
5.87 |
0.5% |
1,281.42 |
Low |
1,278.63 |
1,284.01 |
5.38 |
0.4% |
1,256.69 |
Close |
1,284.10 |
1,293.97 |
9.87 |
0.8% |
1,280.52 |
Range |
9.69 |
10.18 |
0.49 |
5.1% |
24.73 |
ATR |
10.41 |
10.40 |
-0.02 |
-0.2% |
0.00 |
Volume |
11,804 |
11,790 |
-14 |
-0.1% |
25,850 |
|
Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.26 |
1,317.80 |
1,299.57 |
|
R3 |
1,311.08 |
1,307.62 |
1,296.77 |
|
R2 |
1,300.90 |
1,300.90 |
1,295.84 |
|
R1 |
1,297.44 |
1,297.44 |
1,294.90 |
1,299.17 |
PP |
1,290.72 |
1,290.72 |
1,290.72 |
1,291.59 |
S1 |
1,287.26 |
1,287.26 |
1,293.04 |
1,288.99 |
S2 |
1,280.54 |
1,280.54 |
1,292.10 |
|
S3 |
1,270.36 |
1,277.08 |
1,291.17 |
|
S4 |
1,260.18 |
1,266.90 |
1,288.37 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.07 |
1,338.52 |
1,294.12 |
|
R3 |
1,322.34 |
1,313.79 |
1,287.32 |
|
R2 |
1,297.61 |
1,297.61 |
1,285.05 |
|
R1 |
1,289.06 |
1,289.06 |
1,282.79 |
1,293.34 |
PP |
1,272.88 |
1,272.88 |
1,272.88 |
1,275.01 |
S1 |
1,264.33 |
1,264.33 |
1,278.25 |
1,268.61 |
S2 |
1,248.15 |
1,248.15 |
1,275.99 |
|
S3 |
1,223.42 |
1,239.60 |
1,273.72 |
|
S4 |
1,198.69 |
1,214.87 |
1,266.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,294.19 |
1,271.51 |
22.68 |
1.8% |
8.14 |
0.6% |
99% |
True |
False |
9,673 |
10 |
1,294.19 |
1,241.62 |
52.57 |
4.1% |
11.49 |
0.9% |
100% |
True |
False |
8,980 |
20 |
1,294.19 |
1,232.98 |
61.21 |
4.7% |
9.79 |
0.8% |
100% |
True |
False |
9,656 |
40 |
1,294.19 |
1,196.39 |
97.80 |
7.6% |
10.04 |
0.8% |
100% |
True |
False |
10,319 |
60 |
1,294.19 |
1,185.50 |
108.69 |
8.4% |
10.67 |
0.8% |
100% |
True |
False |
10,241 |
80 |
1,294.19 |
1,181.06 |
113.13 |
8.7% |
10.88 |
0.8% |
100% |
True |
False |
10,152 |
100 |
1,294.19 |
1,160.75 |
133.44 |
10.3% |
11.00 |
0.8% |
100% |
True |
False |
10,166 |
120 |
1,294.19 |
1,160.75 |
133.44 |
10.3% |
11.01 |
0.9% |
100% |
True |
False |
10,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.46 |
2.618 |
1,320.84 |
1.618 |
1,310.66 |
1.000 |
1,304.37 |
0.618 |
1,300.48 |
HIGH |
1,294.19 |
0.618 |
1,290.30 |
0.500 |
1,289.10 |
0.382 |
1,287.90 |
LOW |
1,284.01 |
0.618 |
1,277.72 |
1.000 |
1,273.83 |
1.618 |
1,267.54 |
2.618 |
1,257.36 |
4.250 |
1,240.75 |
|
|
Fisher Pivots for day following 03-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,292.35 |
1,291.22 |
PP |
1,290.72 |
1,288.47 |
S1 |
1,289.10 |
1,285.73 |
|