| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,625.0 |
6,791.0 |
166.0 |
2.5% |
6,698.0 |
| High |
6,801.5 |
6,811.5 |
10.0 |
0.1% |
6,801.5 |
| Low |
6,618.0 |
6,713.5 |
95.5 |
1.4% |
6,537.0 |
| Close |
6,774.5 |
6,743.5 |
-31.0 |
-0.5% |
6,774.5 |
| Range |
183.5 |
98.0 |
-85.5 |
-46.6% |
264.5 |
| ATR |
117.5 |
116.1 |
-1.4 |
-1.2% |
0.0 |
| Volume |
114,223 |
90,794 |
-23,429 |
-20.5% |
349,632 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,050.0 |
6,995.0 |
6,797.5 |
|
| R3 |
6,952.0 |
6,897.0 |
6,770.5 |
|
| R2 |
6,854.0 |
6,854.0 |
6,761.5 |
|
| R1 |
6,799.0 |
6,799.0 |
6,752.5 |
6,777.5 |
| PP |
6,756.0 |
6,756.0 |
6,756.0 |
6,745.5 |
| S1 |
6,701.0 |
6,701.0 |
6,734.5 |
6,679.5 |
| S2 |
6,658.0 |
6,658.0 |
6,725.5 |
|
| S3 |
6,560.0 |
6,603.0 |
6,716.5 |
|
| S4 |
6,462.0 |
6,505.0 |
6,689.5 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,498.0 |
7,400.5 |
6,920.0 |
|
| R3 |
7,233.5 |
7,136.0 |
6,847.0 |
|
| R2 |
6,969.0 |
6,969.0 |
6,823.0 |
|
| R1 |
6,871.5 |
6,871.5 |
6,798.5 |
6,920.0 |
| PP |
6,704.5 |
6,704.5 |
6,704.5 |
6,728.5 |
| S1 |
6,607.0 |
6,607.0 |
6,750.5 |
6,656.0 |
| S2 |
6,440.0 |
6,440.0 |
6,726.0 |
|
| S3 |
6,175.5 |
6,342.5 |
6,702.0 |
|
| S4 |
5,911.0 |
6,078.0 |
6,629.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,811.5 |
6,537.0 |
274.5 |
4.1% |
113.0 |
1.7% |
75% |
True |
False |
88,085 |
| 10 |
6,811.5 |
6,475.0 |
336.5 |
5.0% |
123.5 |
1.8% |
80% |
True |
False |
107,022 |
| 20 |
6,842.0 |
6,475.0 |
367.0 |
5.4% |
116.0 |
1.7% |
73% |
False |
False |
103,822 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
9.0% |
85.5 |
1.3% |
44% |
False |
False |
53,592 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
9.0% |
69.5 |
1.0% |
44% |
False |
False |
35,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,228.0 |
|
2.618 |
7,068.0 |
|
1.618 |
6,970.0 |
|
1.000 |
6,909.5 |
|
0.618 |
6,872.0 |
|
HIGH |
6,811.5 |
|
0.618 |
6,774.0 |
|
0.500 |
6,762.5 |
|
0.382 |
6,751.0 |
|
LOW |
6,713.5 |
|
0.618 |
6,653.0 |
|
1.000 |
6,615.5 |
|
1.618 |
6,555.0 |
|
2.618 |
6,457.0 |
|
4.250 |
6,297.0 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,762.5 |
6,733.5 |
| PP |
6,756.0 |
6,724.0 |
| S1 |
6,750.0 |
6,714.0 |
|