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 |
6,536.37 |
6,571.15 |
34.78 |
0.5% |
6,434.55 |
High |
6,566.87 |
6,674.53 |
107.66 |
1.6% |
6,631.06 |
Low |
6,512.64 |
6,567.32 |
54.68 |
0.8% |
6,412.98 |
Close |
6,541.04 |
6,669.64 |
128.60 |
2.0% |
6,601.40 |
Range |
54.23 |
107.21 |
52.98 |
97.7% |
218.08 |
ATR |
162.11 |
160.07 |
-2.04 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,958.79 |
6,921.43 |
6,728.61 |
|
R3 |
6,851.58 |
6,814.22 |
6,699.12 |
|
R2 |
6,744.37 |
6,744.37 |
6,689.30 |
|
R1 |
6,707.01 |
6,707.01 |
6,679.47 |
6,725.69 |
PP |
6,637.16 |
6,637.16 |
6,637.16 |
6,646.51 |
S1 |
6,599.80 |
6,599.80 |
6,659.81 |
6,618.48 |
S2 |
6,529.95 |
6,529.95 |
6,649.98 |
|
S3 |
6,422.74 |
6,492.59 |
6,640.16 |
|
S4 |
6,315.53 |
6,385.38 |
6,610.67 |
|
|
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 |
6,674.53 |
6,512.64 |
161.89 |
2.4% |
78.63 |
1.2% |
97% |
True |
False |
|
10 |
6,674.53 |
6,139.40 |
535.13 |
8.0% |
117.93 |
1.8% |
99% |
True |
False |
|
20 |
6,674.53 |
5,895.12 |
779.41 |
11.7% |
166.85 |
2.5% |
99% |
True |
False |
|
40 |
7,107.00 |
5,895.12 |
1,211.88 |
18.2% |
155.52 |
2.3% |
64% |
False |
False |
|
60 |
7,251.54 |
5,895.12 |
1,356.42 |
20.3% |
160.64 |
2.4% |
57% |
False |
False |
|
80 |
7,700.56 |
5,895.12 |
1,805.44 |
27.1% |
149.40 |
2.2% |
43% |
False |
False |
|
100 |
7,700.56 |
5,895.12 |
1,805.44 |
27.1% |
134.28 |
2.0% |
43% |
False |
False |
|
120 |
7,700.56 |
5,895.12 |
1,805.44 |
27.1% |
124.84 |
1.9% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,130.17 |
2.618 |
6,955.21 |
1.618 |
6,848.00 |
1.000 |
6,781.74 |
0.618 |
6,740.79 |
HIGH |
6,674.53 |
0.618 |
6,633.58 |
0.500 |
6,620.93 |
0.382 |
6,608.27 |
LOW |
6,567.32 |
0.618 |
6,501.06 |
1.000 |
6,460.11 |
1.618 |
6,393.85 |
2.618 |
6,286.64 |
4.250 |
6,111.68 |
|
|
Fisher Pivots for day following 15-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,653.40 |
6,644.29 |
PP |
6,637.16 |
6,618.94 |
S1 |
6,620.93 |
6,593.59 |
|