Trading Metrics calculated at close of trading on 02-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,345.3 |
1,353.2 |
7.9 |
0.6% |
1,295.0 |
High |
1,354.8 |
1,362.8 |
8.0 |
0.6% |
1,360.6 |
Low |
1,328.1 |
1,323.5 |
-4.6 |
-0.3% |
1,252.0 |
Close |
1,349.0 |
1,356.2 |
7.2 |
0.5% |
1,340.9 |
Range |
26.7 |
39.3 |
12.6 |
47.2% |
108.6 |
ATR |
40.8 |
40.7 |
-0.1 |
-0.3% |
0.0 |
Volume |
155,975 |
162,604 |
6,629 |
4.3% |
691,899 |
|
Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,465.4 |
1,450.1 |
1,377.8 |
|
R3 |
1,426.1 |
1,410.8 |
1,367.0 |
|
R2 |
1,386.8 |
1,386.8 |
1,363.4 |
|
R1 |
1,371.5 |
1,371.5 |
1,359.8 |
1,379.2 |
PP |
1,347.5 |
1,347.5 |
1,347.5 |
1,351.3 |
S1 |
1,332.2 |
1,332.2 |
1,352.6 |
1,339.9 |
S2 |
1,308.2 |
1,308.2 |
1,349.0 |
|
S3 |
1,268.9 |
1,292.9 |
1,345.4 |
|
S4 |
1,229.6 |
1,253.6 |
1,334.6 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.6 |
1,600.9 |
1,400.6 |
|
R3 |
1,535.0 |
1,492.3 |
1,370.8 |
|
R2 |
1,426.4 |
1,426.4 |
1,360.8 |
|
R1 |
1,383.7 |
1,383.7 |
1,350.9 |
1,405.1 |
PP |
1,317.8 |
1,317.8 |
1,317.8 |
1,328.5 |
S1 |
1,275.1 |
1,275.1 |
1,330.9 |
1,296.5 |
S2 |
1,209.2 |
1,209.2 |
1,321.0 |
|
S3 |
1,100.6 |
1,166.5 |
1,311.0 |
|
S4 |
992.0 |
1,057.9 |
1,281.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.8 |
1,252.0 |
110.8 |
8.2% |
46.0 |
3.4% |
94% |
True |
False |
177,350 |
10 |
1,405.8 |
1,252.0 |
153.8 |
11.3% |
46.5 |
3.4% |
68% |
False |
False |
213,182 |
20 |
1,554.1 |
1,252.0 |
302.1 |
22.3% |
43.3 |
3.2% |
34% |
False |
False |
138,119 |
40 |
1,593.9 |
1,252.0 |
341.9 |
25.2% |
36.2 |
2.7% |
30% |
False |
False |
69,098 |
60 |
1,648.8 |
1,252.0 |
396.8 |
29.3% |
36.3 |
2.7% |
26% |
False |
False |
46,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,529.8 |
2.618 |
1,465.7 |
1.618 |
1,426.4 |
1.000 |
1,402.1 |
0.618 |
1,387.1 |
HIGH |
1,362.8 |
0.618 |
1,347.8 |
0.500 |
1,343.2 |
0.382 |
1,338.5 |
LOW |
1,323.5 |
0.618 |
1,299.2 |
1.000 |
1,284.2 |
1.618 |
1,259.9 |
2.618 |
1,220.6 |
4.250 |
1,156.5 |
|
|
Fisher Pivots for day following 02-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,351.9 |
1,351.9 |
PP |
1,347.5 |
1,347.5 |
S1 |
1,343.2 |
1,343.2 |
|