Trading Metrics calculated at close of trading on 04-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,284.01 |
1,294.17 |
10.16 |
0.8% |
1,279.61 |
High |
1,294.19 |
1,297.90 |
3.71 |
0.3% |
1,297.90 |
Low |
1,284.01 |
1,277.14 |
-6.87 |
-0.5% |
1,277.14 |
Close |
1,293.97 |
1,284.60 |
-9.37 |
-0.7% |
1,284.60 |
Range |
10.18 |
20.76 |
10.58 |
103.9% |
20.76 |
ATR |
10.40 |
11.14 |
0.74 |
7.1% |
0.00 |
Volume |
11,790 |
11,547 |
-243 |
-2.1% |
45,710 |
|
Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.83 |
1,337.47 |
1,296.02 |
|
R3 |
1,328.07 |
1,316.71 |
1,290.31 |
|
R2 |
1,307.31 |
1,307.31 |
1,288.41 |
|
R1 |
1,295.95 |
1,295.95 |
1,286.50 |
1,291.25 |
PP |
1,286.55 |
1,286.55 |
1,286.55 |
1,284.20 |
S1 |
1,275.19 |
1,275.19 |
1,282.70 |
1,270.49 |
S2 |
1,265.79 |
1,265.79 |
1,280.79 |
|
S3 |
1,245.03 |
1,254.43 |
1,278.89 |
|
S4 |
1,224.27 |
1,233.67 |
1,273.18 |
|
|
Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.83 |
1,337.47 |
1,296.02 |
|
R3 |
1,328.07 |
1,316.71 |
1,290.31 |
|
R2 |
1,307.31 |
1,307.31 |
1,288.41 |
|
R1 |
1,295.95 |
1,295.95 |
1,286.50 |
1,301.63 |
PP |
1,286.55 |
1,286.55 |
1,286.55 |
1,289.39 |
S1 |
1,275.19 |
1,275.19 |
1,282.70 |
1,280.87 |
S2 |
1,265.79 |
1,265.79 |
1,280.79 |
|
S3 |
1,245.03 |
1,254.43 |
1,278.89 |
|
S4 |
1,224.27 |
1,233.67 |
1,273.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,297.90 |
1,274.14 |
23.76 |
1.8% |
10.89 |
0.8% |
44% |
True |
False |
11,301 |
10 |
1,297.90 |
1,242.60 |
55.30 |
4.3% |
11.98 |
0.9% |
76% |
True |
False |
9,120 |
20 |
1,297.90 |
1,232.98 |
64.92 |
5.1% |
10.55 |
0.8% |
80% |
True |
False |
9,669 |
40 |
1,297.90 |
1,196.39 |
101.51 |
7.9% |
10.29 |
0.8% |
87% |
True |
False |
10,299 |
60 |
1,297.90 |
1,191.21 |
106.69 |
8.3% |
10.87 |
0.8% |
88% |
True |
False |
10,286 |
80 |
1,297.90 |
1,181.06 |
116.84 |
9.1% |
10.94 |
0.9% |
89% |
True |
False |
10,169 |
100 |
1,297.90 |
1,160.75 |
137.15 |
10.7% |
10.99 |
0.9% |
90% |
True |
False |
10,178 |
120 |
1,297.90 |
1,160.75 |
137.15 |
10.7% |
11.12 |
0.9% |
90% |
True |
False |
10,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.13 |
2.618 |
1,352.25 |
1.618 |
1,331.49 |
1.000 |
1,318.66 |
0.618 |
1,310.73 |
HIGH |
1,297.90 |
0.618 |
1,289.97 |
0.500 |
1,287.52 |
0.382 |
1,285.07 |
LOW |
1,277.14 |
0.618 |
1,264.31 |
1.000 |
1,256.38 |
1.618 |
1,243.55 |
2.618 |
1,222.79 |
4.250 |
1,188.91 |
|
|
Fisher Pivots for day following 04-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,287.52 |
1,287.52 |
PP |
1,286.55 |
1,286.55 |
S1 |
1,285.57 |
1,285.57 |
|