Trading Metrics calculated at close of trading on 16-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
6,571.15 |
6,677.38 |
106.23 |
1.6% |
6,434.55 |
High |
6,674.53 |
6,720.41 |
45.88 |
0.7% |
6,631.06 |
Low |
6,567.32 |
6,665.05 |
97.73 |
1.5% |
6,412.98 |
Close |
6,669.64 |
6,668.56 |
-1.08 |
0.0% |
6,601.40 |
Range |
107.21 |
55.36 |
-51.85 |
-48.4% |
218.08 |
ATR |
160.07 |
152.59 |
-7.48 |
-4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,850.75 |
6,815.02 |
6,699.01 |
|
R3 |
6,795.39 |
6,759.66 |
6,683.78 |
|
R2 |
6,740.03 |
6,740.03 |
6,678.71 |
|
R1 |
6,704.30 |
6,704.30 |
6,673.63 |
6,694.49 |
PP |
6,684.67 |
6,684.67 |
6,684.67 |
6,679.77 |
S1 |
6,648.94 |
6,648.94 |
6,663.49 |
6,639.13 |
S2 |
6,629.31 |
6,629.31 |
6,658.41 |
|
S3 |
6,573.95 |
6,593.58 |
6,653.34 |
|
S4 |
6,518.59 |
6,538.22 |
6,638.11 |
|
|
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 |
6,720.41 |
6,512.64 |
207.77 |
3.1% |
73.38 |
1.1% |
75% |
True |
False |
|
10 |
6,720.41 |
6,139.40 |
581.01 |
8.7% |
103.86 |
1.6% |
91% |
True |
False |
|
20 |
6,720.41 |
5,895.12 |
825.29 |
12.4% |
158.52 |
2.4% |
94% |
True |
False |
|
40 |
7,107.00 |
5,895.12 |
1,211.88 |
18.2% |
151.74 |
2.3% |
64% |
False |
False |
|
60 |
7,227.96 |
5,895.12 |
1,332.84 |
20.0% |
158.74 |
2.4% |
58% |
False |
False |
|
80 |
7,700.56 |
5,895.12 |
1,805.44 |
27.1% |
149.36 |
2.2% |
43% |
False |
False |
|
100 |
7,700.56 |
5,895.12 |
1,805.44 |
27.1% |
134.24 |
2.0% |
43% |
False |
False |
|
120 |
7,700.56 |
5,895.12 |
1,805.44 |
27.1% |
124.42 |
1.9% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,955.69 |
2.618 |
6,865.34 |
1.618 |
6,809.98 |
1.000 |
6,775.77 |
0.618 |
6,754.62 |
HIGH |
6,720.41 |
0.618 |
6,699.26 |
0.500 |
6,692.73 |
0.382 |
6,686.20 |
LOW |
6,665.05 |
0.618 |
6,630.84 |
1.000 |
6,609.69 |
1.618 |
6,575.48 |
2.618 |
6,520.12 |
4.250 |
6,429.77 |
|
|
Fisher Pivots for day following 16-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,692.73 |
6,651.22 |
PP |
6,684.67 |
6,633.87 |
S1 |
6,676.62 |
6,616.53 |
|