Trading Metrics calculated at close of trading on 11-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
6,551.05 |
6,579.89 |
28.84 |
0.4% |
6,434.55 |
High |
6,625.11 |
6,604.56 |
-20.55 |
-0.3% |
6,631.06 |
Low |
6,517.54 |
6,562.04 |
44.50 |
0.7% |
6,412.98 |
Close |
6,620.94 |
6,601.40 |
-19.54 |
-0.3% |
6,601.40 |
Range |
107.57 |
42.52 |
-65.05 |
-60.5% |
218.08 |
ATR |
176.13 |
167.75 |
-8.37 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,716.89 |
6,701.67 |
6,624.79 |
|
R3 |
6,674.37 |
6,659.15 |
6,613.09 |
|
R2 |
6,631.85 |
6,631.85 |
6,609.20 |
|
R1 |
6,616.63 |
6,616.63 |
6,605.30 |
6,624.24 |
PP |
6,589.33 |
6,589.33 |
6,589.33 |
6,593.14 |
S1 |
6,574.11 |
6,574.11 |
6,597.50 |
6,581.72 |
S2 |
6,546.81 |
6,546.81 |
6,593.60 |
|
S3 |
6,504.29 |
6,531.59 |
6,589.71 |
|
S4 |
6,461.77 |
6,489.07 |
6,578.01 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,202.72 |
7,120.14 |
6,721.34 |
|
R3 |
6,984.64 |
6,902.06 |
6,661.37 |
|
R2 |
6,766.56 |
6,766.56 |
6,641.38 |
|
R1 |
6,683.98 |
6,683.98 |
6,621.39 |
6,725.27 |
PP |
6,548.48 |
6,548.48 |
6,548.48 |
6,569.13 |
S1 |
6,465.90 |
6,465.90 |
6,581.41 |
6,507.19 |
S2 |
6,330.40 |
6,330.40 |
6,561.42 |
|
S3 |
6,112.32 |
6,247.82 |
6,541.43 |
|
S4 |
5,894.24 |
6,029.74 |
6,481.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,631.06 |
6,412.98 |
218.08 |
3.3% |
91.58 |
1.4% |
86% |
False |
False |
|
10 |
6,631.06 |
6,139.40 |
491.66 |
7.4% |
126.40 |
1.9% |
94% |
False |
False |
|
20 |
6,833.78 |
5,895.12 |
938.66 |
14.2% |
170.52 |
2.6% |
75% |
False |
False |
|
40 |
7,107.00 |
5,895.12 |
1,211.88 |
18.4% |
159.48 |
2.4% |
58% |
False |
False |
|
60 |
7,311.85 |
5,895.12 |
1,416.73 |
21.5% |
162.35 |
2.5% |
50% |
False |
False |
|
80 |
7,700.56 |
5,895.12 |
1,805.44 |
27.3% |
149.46 |
2.3% |
39% |
False |
False |
|
100 |
7,700.56 |
5,895.12 |
1,805.44 |
27.3% |
133.72 |
2.0% |
39% |
False |
False |
|
120 |
7,700.56 |
5,895.12 |
1,805.44 |
27.3% |
124.96 |
1.9% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,785.27 |
2.618 |
6,715.88 |
1.618 |
6,673.36 |
1.000 |
6,647.08 |
0.618 |
6,630.84 |
HIGH |
6,604.56 |
0.618 |
6,588.32 |
0.500 |
6,583.30 |
0.382 |
6,578.28 |
LOW |
6,562.04 |
0.618 |
6,535.76 |
1.000 |
6,519.52 |
1.618 |
6,493.24 |
2.618 |
6,450.72 |
4.250 |
6,381.33 |
|
|
Fisher Pivots for day following 11-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,595.37 |
6,592.37 |
PP |
6,589.33 |
6,583.33 |
S1 |
6,583.30 |
6,574.30 |
|