Trading Metrics calculated at close of trading on 15-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,287.29 |
1,291.48 |
4.19 |
0.3% |
1,284.01 |
High |
1,295.44 |
1,294.38 |
-1.06 |
-0.1% |
1,296.77 |
Low |
1,287.29 |
1,287.05 |
-0.24 |
0.0% |
1,279.56 |
Close |
1,291.16 |
1,289.15 |
-2.01 |
-0.2% |
1,287.30 |
Range |
8.15 |
7.33 |
-0.82 |
-10.1% |
17.21 |
ATR |
10.87 |
10.62 |
-0.25 |
-2.3% |
0.00 |
Volume |
11,245 |
11,267 |
22 |
0.2% |
58,710 |
|
Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.18 |
1,308.00 |
1,293.18 |
|
R3 |
1,304.85 |
1,300.67 |
1,291.17 |
|
R2 |
1,297.52 |
1,297.52 |
1,290.49 |
|
R1 |
1,293.34 |
1,293.34 |
1,289.82 |
1,291.77 |
PP |
1,290.19 |
1,290.19 |
1,290.19 |
1,289.41 |
S1 |
1,286.01 |
1,286.01 |
1,288.48 |
1,284.44 |
S2 |
1,282.86 |
1,282.86 |
1,287.81 |
|
S3 |
1,275.53 |
1,278.68 |
1,287.13 |
|
S4 |
1,268.20 |
1,271.35 |
1,285.12 |
|
|
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 |
1,280.10 |
16.67 |
1.3% |
9.71 |
0.8% |
54% |
False |
False |
11,708 |
10 |
1,297.90 |
1,277.14 |
20.76 |
1.6% |
11.13 |
0.9% |
58% |
False |
False |
11,636 |
20 |
1,297.90 |
1,235.69 |
62.21 |
4.8% |
11.16 |
0.9% |
86% |
False |
False |
10,120 |
40 |
1,297.90 |
1,211.24 |
86.66 |
6.7% |
10.07 |
0.8% |
90% |
False |
False |
10,431 |
60 |
1,297.90 |
1,196.39 |
101.51 |
7.9% |
10.50 |
0.8% |
91% |
False |
False |
10,482 |
80 |
1,297.90 |
1,181.06 |
116.84 |
9.1% |
10.86 |
0.8% |
93% |
False |
False |
10,313 |
100 |
1,297.90 |
1,181.06 |
116.84 |
9.1% |
10.74 |
0.8% |
93% |
False |
False |
10,253 |
120 |
1,297.90 |
1,160.75 |
137.15 |
10.6% |
10.99 |
0.9% |
94% |
False |
False |
10,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.53 |
2.618 |
1,313.57 |
1.618 |
1,306.24 |
1.000 |
1,301.71 |
0.618 |
1,298.91 |
HIGH |
1,294.38 |
0.618 |
1,291.58 |
0.500 |
1,290.72 |
0.382 |
1,289.85 |
LOW |
1,287.05 |
0.618 |
1,282.52 |
1.000 |
1,279.72 |
1.618 |
1,275.19 |
2.618 |
1,267.86 |
4.250 |
1,255.90 |
|
|
Fisher Pivots for day following 15-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,290.72 |
1,290.73 |
PP |
1,290.19 |
1,290.20 |
S1 |
1,289.67 |
1,289.68 |
|