| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,791.0 |
6,768.0 |
-23.0 |
-0.3% |
6,698.0 |
| High |
6,811.5 |
6,840.0 |
28.5 |
0.4% |
6,801.5 |
| Low |
6,713.5 |
6,739.5 |
26.0 |
0.4% |
6,537.0 |
| Close |
6,743.5 |
6,819.5 |
76.0 |
1.1% |
6,774.5 |
| Range |
98.0 |
100.5 |
2.5 |
2.6% |
264.5 |
| ATR |
116.1 |
115.0 |
-1.1 |
-1.0% |
0.0 |
| Volume |
90,794 |
96,056 |
5,262 |
5.8% |
349,632 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,101.0 |
7,061.0 |
6,875.0 |
|
| R3 |
7,000.5 |
6,960.5 |
6,847.0 |
|
| R2 |
6,900.0 |
6,900.0 |
6,838.0 |
|
| R1 |
6,860.0 |
6,860.0 |
6,828.5 |
6,880.0 |
| PP |
6,799.5 |
6,799.5 |
6,799.5 |
6,810.0 |
| S1 |
6,759.5 |
6,759.5 |
6,810.5 |
6,779.5 |
| S2 |
6,699.0 |
6,699.0 |
6,801.0 |
|
| S3 |
6,598.5 |
6,659.0 |
6,792.0 |
|
| S4 |
6,498.0 |
6,558.5 |
6,764.0 |
|
|
| 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 |
6,840.0 |
6,537.0 |
303.0 |
4.4% |
124.5 |
1.8% |
93% |
True |
False |
101,363 |
| 10 |
6,840.0 |
6,475.0 |
365.0 |
5.4% |
120.0 |
1.8% |
94% |
True |
False |
103,009 |
| 20 |
6,842.0 |
6,475.0 |
367.0 |
5.4% |
111.5 |
1.6% |
94% |
False |
False |
108,572 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.9% |
88.0 |
1.3% |
57% |
False |
False |
55,993 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
8.9% |
71.5 |
1.0% |
57% |
False |
False |
37,331 |
| 80 |
7,453.5 |
6,475.0 |
978.5 |
14.3% |
56.5 |
0.8% |
35% |
False |
False |
28,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,267.0 |
|
2.618 |
7,103.0 |
|
1.618 |
7,002.5 |
|
1.000 |
6,940.5 |
|
0.618 |
6,902.0 |
|
HIGH |
6,840.0 |
|
0.618 |
6,801.5 |
|
0.500 |
6,790.0 |
|
0.382 |
6,778.0 |
|
LOW |
6,739.5 |
|
0.618 |
6,677.5 |
|
1.000 |
6,639.0 |
|
1.618 |
6,577.0 |
|
2.618 |
6,476.5 |
|
4.250 |
6,312.5 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,809.5 |
6,789.5 |
| PP |
6,799.5 |
6,759.0 |
| S1 |
6,790.0 |
6,729.0 |
|