Trading Metrics calculated at close of trading on 14-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,286.01 |
1,287.29 |
1.28 |
0.1% |
1,284.01 |
High |
1,294.83 |
1,295.44 |
0.61 |
0.0% |
1,296.77 |
Low |
1,286.01 |
1,287.29 |
1.28 |
0.1% |
1,279.56 |
Close |
1,287.30 |
1,291.16 |
3.86 |
0.3% |
1,287.30 |
Range |
8.82 |
8.15 |
-0.67 |
-7.6% |
17.21 |
ATR |
11.08 |
10.87 |
-0.21 |
-1.9% |
0.00 |
Volume |
11,866 |
11,245 |
-621 |
-5.2% |
58,710 |
|
Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.75 |
1,311.60 |
1,295.64 |
|
R3 |
1,307.60 |
1,303.45 |
1,293.40 |
|
R2 |
1,299.45 |
1,299.45 |
1,292.65 |
|
R1 |
1,295.30 |
1,295.30 |
1,291.91 |
1,297.38 |
PP |
1,291.30 |
1,291.30 |
1,291.30 |
1,292.33 |
S1 |
1,287.15 |
1,287.15 |
1,290.41 |
1,289.23 |
S2 |
1,283.15 |
1,283.15 |
1,289.67 |
|
S3 |
1,275.00 |
1,279.00 |
1,288.92 |
|
S4 |
1,266.85 |
1,270.85 |
1,286.68 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.51 |
1,330.61 |
1,296.77 |
|
R3 |
1,322.30 |
1,313.40 |
1,292.03 |
|
R2 |
1,305.09 |
1,305.09 |
1,290.46 |
|
R1 |
1,296.19 |
1,296.19 |
1,288.88 |
1,300.64 |
PP |
1,287.88 |
1,287.88 |
1,287.88 |
1,290.10 |
S1 |
1,278.98 |
1,278.98 |
1,285.72 |
1,283.43 |
S2 |
1,270.67 |
1,270.67 |
1,284.14 |
|
S3 |
1,253.46 |
1,261.77 |
1,282.57 |
|
S4 |
1,236.25 |
1,244.56 |
1,277.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,296.77 |
1,279.56 |
17.21 |
1.3% |
10.26 |
0.8% |
67% |
False |
False |
11,772 |
10 |
1,297.90 |
1,277.14 |
20.76 |
1.6% |
11.05 |
0.9% |
68% |
False |
False |
11,566 |
20 |
1,297.90 |
1,232.98 |
64.92 |
5.0% |
11.29 |
0.9% |
90% |
False |
False |
10,112 |
40 |
1,297.90 |
1,211.24 |
86.66 |
6.7% |
10.18 |
0.8% |
92% |
False |
False |
10,419 |
60 |
1,297.90 |
1,196.39 |
101.51 |
7.9% |
10.49 |
0.8% |
93% |
False |
False |
10,474 |
80 |
1,297.90 |
1,181.06 |
116.84 |
9.0% |
11.00 |
0.9% |
94% |
False |
False |
10,300 |
100 |
1,297.90 |
1,181.06 |
116.84 |
9.0% |
10.92 |
0.8% |
94% |
False |
False |
10,247 |
120 |
1,297.90 |
1,160.75 |
137.15 |
10.6% |
11.00 |
0.9% |
95% |
False |
False |
10,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.08 |
2.618 |
1,316.78 |
1.618 |
1,308.63 |
1.000 |
1,303.59 |
0.618 |
1,300.48 |
HIGH |
1,295.44 |
0.618 |
1,292.33 |
0.500 |
1,291.37 |
0.382 |
1,290.40 |
LOW |
1,287.29 |
0.618 |
1,282.25 |
1.000 |
1,279.14 |
1.618 |
1,274.10 |
2.618 |
1,265.95 |
4.250 |
1,252.65 |
|
|
Fisher Pivots for day following 14-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,291.37 |
1,291.36 |
PP |
1,291.30 |
1,291.29 |
S1 |
1,291.23 |
1,291.23 |
|