Trading Metrics calculated at close of trading on 07-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
6,250.05 |
6,434.55 |
184.50 |
3.0% |
6,354.84 |
High |
6,445.20 |
6,521.44 |
76.24 |
1.2% |
6,445.20 |
Low |
6,234.59 |
6,412.98 |
178.39 |
2.9% |
6,139.40 |
Close |
6,422.67 |
6,488.25 |
65.58 |
1.0% |
6,422.67 |
Range |
210.61 |
108.46 |
-102.15 |
-48.5% |
305.80 |
ATR |
201.19 |
194.56 |
-6.62 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,799.60 |
6,752.39 |
6,547.90 |
|
R3 |
6,691.14 |
6,643.93 |
6,518.08 |
|
R2 |
6,582.68 |
6,582.68 |
6,508.13 |
|
R1 |
6,535.47 |
6,535.47 |
6,498.19 |
6,559.08 |
PP |
6,474.22 |
6,474.22 |
6,474.22 |
6,486.03 |
S1 |
6,427.01 |
6,427.01 |
6,478.31 |
6,450.62 |
S2 |
6,365.76 |
6,365.76 |
6,468.37 |
|
S3 |
6,257.30 |
6,318.55 |
6,458.42 |
|
S4 |
6,148.84 |
6,210.09 |
6,428.60 |
|
|
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 |
6,521.44 |
6,139.40 |
382.04 |
5.9% |
151.97 |
2.3% |
91% |
True |
False |
|
10 |
6,521.44 |
5,895.12 |
626.32 |
9.7% |
197.94 |
3.1% |
95% |
True |
False |
|
20 |
6,867.66 |
5,895.12 |
972.54 |
15.0% |
186.77 |
2.9% |
61% |
False |
False |
|
40 |
7,205.96 |
5,895.12 |
1,310.84 |
20.2% |
163.65 |
2.5% |
45% |
False |
False |
|
60 |
7,329.24 |
5,895.12 |
1,434.12 |
22.1% |
169.34 |
2.6% |
41% |
False |
False |
|
80 |
7,700.56 |
5,895.12 |
1,805.44 |
27.8% |
148.81 |
2.3% |
33% |
False |
False |
|
100 |
7,700.56 |
5,895.12 |
1,805.44 |
27.8% |
133.32 |
2.1% |
33% |
False |
False |
|
120 |
7,700.56 |
5,895.12 |
1,805.44 |
27.8% |
124.32 |
1.9% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,982.40 |
2.618 |
6,805.39 |
1.618 |
6,696.93 |
1.000 |
6,629.90 |
0.618 |
6,588.47 |
HIGH |
6,521.44 |
0.618 |
6,480.01 |
0.500 |
6,467.21 |
0.382 |
6,454.41 |
LOW |
6,412.98 |
0.618 |
6,345.95 |
1.000 |
6,304.52 |
1.618 |
6,237.49 |
2.618 |
6,129.03 |
4.250 |
5,952.03 |
|
|
Fisher Pivots for day following 07-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,481.24 |
6,435.64 |
PP |
6,474.22 |
6,383.03 |
S1 |
6,467.21 |
6,330.42 |
|