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 |
23,880.53 |
23,914.11 |
33.58 |
0.1% |
23,474.26 |
High |
23,964.90 |
24,099.14 |
134.24 |
0.6% |
24,014.78 |
Low |
23,765.24 |
23,887.93 |
122.69 |
0.5% |
23,301.59 |
Close |
23,909.84 |
24,065.59 |
155.75 |
0.7% |
23,995.95 |
Range |
199.66 |
211.21 |
11.55 |
5.8% |
713.19 |
ATR |
485.01 |
465.45 |
-19.56 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,651.18 |
24,569.60 |
24,181.76 |
|
R3 |
24,439.97 |
24,358.39 |
24,123.67 |
|
R2 |
24,228.76 |
24,228.76 |
24,104.31 |
|
R1 |
24,147.18 |
24,147.18 |
24,084.95 |
24,187.97 |
PP |
24,017.55 |
24,017.55 |
24,017.55 |
24,037.95 |
S1 |
23,935.97 |
23,935.97 |
24,046.23 |
23,976.76 |
S2 |
23,806.34 |
23,806.34 |
24,026.87 |
|
S3 |
23,595.13 |
23,724.76 |
24,007.51 |
|
S4 |
23,383.92 |
23,513.55 |
23,949.42 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,910.34 |
25,666.34 |
24,388.20 |
|
R3 |
25,197.15 |
24,953.15 |
24,192.08 |
|
R2 |
24,483.96 |
24,483.96 |
24,126.70 |
|
R1 |
24,239.96 |
24,239.96 |
24,061.33 |
24,361.96 |
PP |
23,770.77 |
23,770.77 |
23,770.77 |
23,831.78 |
S1 |
23,526.77 |
23,526.77 |
23,930.57 |
23,648.77 |
S2 |
23,057.58 |
23,057.58 |
23,865.20 |
|
S3 |
22,344.39 |
22,813.58 |
23,799.82 |
|
S4 |
21,631.20 |
22,100.39 |
23,603.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,099.14 |
23,703.25 |
395.89 |
1.6% |
225.89 |
0.9% |
92% |
True |
False |
|
10 |
24,099.14 |
22,638.41 |
1,460.73 |
6.1% |
344.54 |
1.4% |
98% |
True |
False |
|
20 |
24,099.14 |
21,712.53 |
2,386.61 |
9.9% |
504.01 |
2.1% |
99% |
True |
False |
|
40 |
25,980.21 |
21,712.53 |
4,267.68 |
17.7% |
467.72 |
1.9% |
55% |
False |
False |
|
60 |
26,277.82 |
21,712.53 |
4,565.29 |
19.0% |
456.44 |
1.9% |
52% |
False |
False |
|
80 |
26,951.81 |
21,712.53 |
5,239.28 |
21.8% |
417.43 |
1.7% |
45% |
False |
False |
|
100 |
26,951.81 |
21,712.53 |
5,239.28 |
21.8% |
367.18 |
1.5% |
45% |
False |
False |
|
120 |
26,951.81 |
21,712.53 |
5,239.28 |
21.8% |
336.09 |
1.4% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,996.78 |
2.618 |
24,652.09 |
1.618 |
24,440.88 |
1.000 |
24,310.35 |
0.618 |
24,229.67 |
HIGH |
24,099.14 |
0.618 |
24,018.46 |
0.500 |
23,993.54 |
0.382 |
23,968.61 |
LOW |
23,887.93 |
0.618 |
23,757.40 |
1.000 |
23,676.72 |
1.618 |
23,546.19 |
2.618 |
23,334.98 |
4.250 |
22,990.29 |
|
|
Fisher Pivots for day following 15-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
24,041.57 |
24,021.12 |
PP |
24,017.55 |
23,976.66 |
S1 |
23,993.54 |
23,932.19 |
|