Trading Metrics calculated at close of trading on 23-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
6,736.65 |
6,689.08 |
-47.57 |
-0.7% |
6,536.37 |
High |
6,738.57 |
6,712.86 |
-25.71 |
-0.4% |
6,816.23 |
Low |
6,603.56 |
6,584.50 |
-19.06 |
-0.3% |
6,512.64 |
Close |
6,646.81 |
6,658.76 |
11.95 |
0.2% |
6,784.61 |
Range |
135.01 |
128.36 |
-6.65 |
-4.9% |
303.59 |
ATR |
148.37 |
146.94 |
-1.43 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,037.12 |
6,976.30 |
6,729.36 |
|
R3 |
6,908.76 |
6,847.94 |
6,694.06 |
|
R2 |
6,780.40 |
6,780.40 |
6,682.29 |
|
R1 |
6,719.58 |
6,719.58 |
6,670.53 |
6,685.81 |
PP |
6,652.04 |
6,652.04 |
6,652.04 |
6,635.16 |
S1 |
6,591.22 |
6,591.22 |
6,646.99 |
6,557.45 |
S2 |
6,523.68 |
6,523.68 |
6,635.23 |
|
S3 |
6,395.32 |
6,462.86 |
6,623.46 |
|
S4 |
6,266.96 |
6,334.50 |
6,588.16 |
|
|
Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,615.26 |
7,503.53 |
6,951.58 |
|
R3 |
7,311.67 |
7,199.94 |
6,868.10 |
|
R2 |
7,008.08 |
7,008.08 |
6,840.27 |
|
R1 |
6,896.35 |
6,896.35 |
6,812.44 |
6,952.22 |
PP |
6,704.49 |
6,704.49 |
6,704.49 |
6,732.43 |
S1 |
6,592.76 |
6,592.76 |
6,756.78 |
6,648.63 |
S2 |
6,400.90 |
6,400.90 |
6,728.95 |
|
S3 |
6,097.31 |
6,289.17 |
6,701.12 |
|
S4 |
5,793.72 |
5,985.58 |
6,617.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,816.23 |
6,584.50 |
231.73 |
3.5% |
103.44 |
1.6% |
32% |
False |
True |
|
10 |
6,816.23 |
6,512.64 |
303.59 |
4.6% |
91.04 |
1.4% |
48% |
False |
False |
|
20 |
6,816.23 |
5,895.12 |
921.11 |
13.8% |
135.66 |
2.0% |
83% |
False |
False |
|
40 |
7,107.00 |
5,895.12 |
1,211.88 |
18.2% |
149.20 |
2.2% |
63% |
False |
False |
|
60 |
7,205.96 |
5,895.12 |
1,310.84 |
19.7% |
152.98 |
2.3% |
58% |
False |
False |
|
80 |
7,700.56 |
5,895.12 |
1,805.44 |
27.1% |
151.17 |
2.3% |
42% |
False |
False |
|
100 |
7,700.56 |
5,895.12 |
1,805.44 |
27.1% |
136.98 |
2.1% |
42% |
False |
False |
|
120 |
7,700.56 |
5,895.12 |
1,805.44 |
27.1% |
124.39 |
1.9% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,258.39 |
2.618 |
7,048.91 |
1.618 |
6,920.55 |
1.000 |
6,841.22 |
0.618 |
6,792.19 |
HIGH |
6,712.86 |
0.618 |
6,663.83 |
0.500 |
6,648.68 |
0.382 |
6,633.53 |
LOW |
6,584.50 |
0.618 |
6,505.17 |
1.000 |
6,456.14 |
1.618 |
6,376.81 |
2.618 |
6,248.45 |
4.250 |
6,038.97 |
|
|
Fisher Pivots for day following 23-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
6,655.40 |
6,700.37 |
PP |
6,652.04 |
6,686.50 |
S1 |
6,648.68 |
6,672.63 |
|