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 |
6,274.76 |
6,250.05 |
-24.71 |
-0.4% |
6,354.84 |
High |
6,292.68 |
6,445.20 |
152.52 |
2.4% |
6,445.20 |
Low |
6,139.40 |
6,234.59 |
95.19 |
1.6% |
6,139.40 |
Close |
6,147.13 |
6,422.67 |
275.54 |
4.5% |
6,422.67 |
Range |
153.28 |
210.61 |
57.33 |
37.4% |
305.80 |
ATR |
193.74 |
201.19 |
7.45 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,999.32 |
6,921.60 |
6,538.51 |
|
R3 |
6,788.71 |
6,710.99 |
6,480.59 |
|
R2 |
6,578.10 |
6,578.10 |
6,461.28 |
|
R1 |
6,500.38 |
6,500.38 |
6,441.98 |
6,539.24 |
PP |
6,367.49 |
6,367.49 |
6,367.49 |
6,386.92 |
S1 |
6,289.77 |
6,289.77 |
6,403.36 |
6,328.63 |
S2 |
6,156.88 |
6,156.88 |
6,384.06 |
|
S3 |
5,946.27 |
6,079.16 |
6,364.75 |
|
S4 |
5,735.66 |
5,868.55 |
6,306.83 |
|
|
Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,253.16 |
7,143.71 |
6,590.86 |
|
R3 |
6,947.36 |
6,837.91 |
6,506.77 |
|
R2 |
6,641.56 |
6,641.56 |
6,478.73 |
|
R1 |
6,532.11 |
6,532.11 |
6,450.70 |
6,586.84 |
PP |
6,335.76 |
6,335.76 |
6,335.76 |
6,363.12 |
S1 |
6,226.31 |
6,226.31 |
6,394.64 |
6,281.04 |
S2 |
6,029.96 |
6,029.96 |
6,366.61 |
|
S3 |
5,724.16 |
5,920.51 |
6,338.58 |
|
S4 |
5,418.36 |
5,614.71 |
6,254.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,445.20 |
6,139.40 |
305.80 |
4.8% |
161.21 |
2.5% |
93% |
True |
False |
|
10 |
6,445.20 |
5,895.12 |
550.08 |
8.6% |
209.01 |
3.3% |
96% |
True |
False |
|
20 |
6,867.66 |
5,895.12 |
972.54 |
15.1% |
191.83 |
3.0% |
54% |
False |
False |
|
40 |
7,205.96 |
5,895.12 |
1,310.84 |
20.4% |
163.36 |
2.5% |
40% |
False |
False |
|
60 |
7,430.36 |
5,895.12 |
1,535.24 |
23.9% |
169.04 |
2.6% |
34% |
False |
False |
|
80 |
7,700.56 |
5,895.12 |
1,805.44 |
28.1% |
148.93 |
2.3% |
29% |
False |
False |
|
100 |
7,700.56 |
5,895.12 |
1,805.44 |
28.1% |
132.94 |
2.1% |
29% |
False |
False |
|
120 |
7,700.56 |
5,895.12 |
1,805.44 |
28.1% |
123.79 |
1.9% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,340.29 |
2.618 |
6,996.58 |
1.618 |
6,785.97 |
1.000 |
6,655.81 |
0.618 |
6,575.36 |
HIGH |
6,445.20 |
0.618 |
6,364.75 |
0.500 |
6,339.90 |
0.382 |
6,315.04 |
LOW |
6,234.59 |
0.618 |
6,104.43 |
1.000 |
6,023.98 |
1.618 |
5,893.82 |
2.618 |
5,683.21 |
4.250 |
5,339.50 |
|
|
Fisher Pivots for day following 04-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,395.08 |
6,379.21 |
PP |
6,367.49 |
6,335.76 |
S1 |
6,339.90 |
6,292.30 |
|