Trading Metrics calculated at close of trading on 17-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
6,677.38 |
6,646.19 |
-31.19 |
-0.5% |
6,434.55 |
High |
6,720.41 |
6,747.28 |
26.87 |
0.4% |
6,631.06 |
Low |
6,665.05 |
6,637.10 |
-27.95 |
-0.4% |
6,412.98 |
Close |
6,668.56 |
6,718.45 |
49.89 |
0.7% |
6,601.40 |
Range |
55.36 |
110.18 |
54.82 |
99.0% |
218.08 |
ATR |
152.59 |
149.56 |
-3.03 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,031.48 |
6,985.15 |
6,779.05 |
|
R3 |
6,921.30 |
6,874.97 |
6,748.75 |
|
R2 |
6,811.12 |
6,811.12 |
6,738.65 |
|
R1 |
6,764.79 |
6,764.79 |
6,728.55 |
6,787.96 |
PP |
6,700.94 |
6,700.94 |
6,700.94 |
6,712.53 |
S1 |
6,654.61 |
6,654.61 |
6,708.35 |
6,677.78 |
S2 |
6,590.76 |
6,590.76 |
6,698.25 |
|
S3 |
6,480.58 |
6,544.43 |
6,688.15 |
|
S4 |
6,370.40 |
6,434.25 |
6,657.85 |
|
|
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 |
6,747.28 |
6,512.64 |
234.64 |
3.5% |
73.90 |
1.1% |
88% |
True |
False |
|
10 |
6,747.28 |
6,234.59 |
512.69 |
7.6% |
99.55 |
1.5% |
94% |
True |
False |
|
20 |
6,747.28 |
5,895.12 |
852.16 |
12.7% |
158.20 |
2.4% |
97% |
True |
False |
|
40 |
7,107.00 |
5,895.12 |
1,211.88 |
18.0% |
151.98 |
2.3% |
68% |
False |
False |
|
60 |
7,205.96 |
5,895.12 |
1,310.84 |
19.5% |
158.12 |
2.4% |
63% |
False |
False |
|
80 |
7,700.56 |
5,895.12 |
1,805.44 |
26.9% |
149.71 |
2.2% |
46% |
False |
False |
|
100 |
7,700.56 |
5,895.12 |
1,805.44 |
26.9% |
134.74 |
2.0% |
46% |
False |
False |
|
120 |
7,700.56 |
5,895.12 |
1,805.44 |
26.9% |
124.97 |
1.9% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,215.55 |
2.618 |
7,035.73 |
1.618 |
6,925.55 |
1.000 |
6,857.46 |
0.618 |
6,815.37 |
HIGH |
6,747.28 |
0.618 |
6,705.19 |
0.500 |
6,692.19 |
0.382 |
6,679.19 |
LOW |
6,637.10 |
0.618 |
6,569.01 |
1.000 |
6,526.92 |
1.618 |
6,458.83 |
2.618 |
6,348.65 |
4.250 |
6,168.84 |
|
|
Fisher Pivots for day following 17-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,709.70 |
6,698.07 |
PP |
6,700.94 |
6,677.68 |
S1 |
6,692.19 |
6,657.30 |
|