| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,768.0 |
6,840.0 |
72.0 |
1.1% |
6,698.0 |
| High |
6,840.0 |
6,885.0 |
45.0 |
0.7% |
6,801.5 |
| Low |
6,739.5 |
6,829.0 |
89.5 |
1.3% |
6,537.0 |
| Close |
6,819.5 |
6,856.5 |
37.0 |
0.5% |
6,774.5 |
| Range |
100.5 |
56.0 |
-44.5 |
-44.3% |
264.5 |
| ATR |
115.0 |
111.5 |
-3.5 |
-3.1% |
0.0 |
| Volume |
96,056 |
104,870 |
8,814 |
9.2% |
349,632 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,025.0 |
6,996.5 |
6,887.5 |
|
| R3 |
6,969.0 |
6,940.5 |
6,872.0 |
|
| R2 |
6,913.0 |
6,913.0 |
6,867.0 |
|
| R1 |
6,884.5 |
6,884.5 |
6,861.5 |
6,899.0 |
| PP |
6,857.0 |
6,857.0 |
6,857.0 |
6,864.0 |
| S1 |
6,828.5 |
6,828.5 |
6,851.5 |
6,843.0 |
| S2 |
6,801.0 |
6,801.0 |
6,846.0 |
|
| S3 |
6,745.0 |
6,772.5 |
6,841.0 |
|
| S4 |
6,689.0 |
6,716.5 |
6,825.5 |
|
|
| 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 |
6,885.0 |
6,616.5 |
268.5 |
3.9% |
103.0 |
1.5% |
89% |
True |
False |
101,304 |
| 10 |
6,885.0 |
6,475.0 |
410.0 |
6.0% |
113.0 |
1.7% |
93% |
True |
False |
92,631 |
| 20 |
6,885.0 |
6,475.0 |
410.0 |
6.0% |
108.5 |
1.6% |
93% |
True |
False |
113,698 |
| 40 |
7,080.0 |
6,475.0 |
605.0 |
8.8% |
89.0 |
1.3% |
63% |
False |
False |
58,604 |
| 60 |
7,082.5 |
6,475.0 |
607.5 |
8.9% |
71.5 |
1.0% |
63% |
False |
False |
39,079 |
| 80 |
7,453.5 |
6,475.0 |
978.5 |
14.3% |
57.5 |
0.8% |
39% |
False |
False |
29,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,123.0 |
|
2.618 |
7,031.5 |
|
1.618 |
6,975.5 |
|
1.000 |
6,941.0 |
|
0.618 |
6,919.5 |
|
HIGH |
6,885.0 |
|
0.618 |
6,863.5 |
|
0.500 |
6,857.0 |
|
0.382 |
6,850.5 |
|
LOW |
6,829.0 |
|
0.618 |
6,794.5 |
|
1.000 |
6,773.0 |
|
1.618 |
6,738.5 |
|
2.618 |
6,682.5 |
|
4.250 |
6,591.0 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,857.0 |
6,837.5 |
| PP |
6,857.0 |
6,818.5 |
| S1 |
6,856.5 |
6,799.0 |
|