| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,353.2 |
1,344.9 |
-8.3 |
-0.6% |
1,295.0 |
| High |
1,362.8 |
1,357.1 |
-5.7 |
-0.4% |
1,360.6 |
| Low |
1,323.5 |
1,326.4 |
2.9 |
0.2% |
1,252.0 |
| Close |
1,356.2 |
1,330.4 |
-25.8 |
-1.9% |
1,340.9 |
| Range |
39.3 |
30.7 |
-8.6 |
-21.9% |
108.6 |
| ATR |
40.7 |
39.9 |
-0.7 |
-1.7% |
0.0 |
| Volume |
162,604 |
174,035 |
11,431 |
7.0% |
691,899 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,430.1 |
1,410.9 |
1,347.3 |
|
| R3 |
1,399.4 |
1,380.2 |
1,338.8 |
|
| R2 |
1,368.7 |
1,368.7 |
1,336.0 |
|
| R1 |
1,349.5 |
1,349.5 |
1,333.2 |
1,343.8 |
| PP |
1,338.0 |
1,338.0 |
1,338.0 |
1,335.1 |
| S1 |
1,318.8 |
1,318.8 |
1,327.6 |
1,313.1 |
| S2 |
1,307.3 |
1,307.3 |
1,324.8 |
|
| S3 |
1,276.6 |
1,288.1 |
1,322.0 |
|
| S4 |
1,245.9 |
1,257.4 |
1,313.5 |
|
|
| 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 |
1,288.9 |
73.9 |
5.6% |
35.9 |
2.7% |
56% |
False |
False |
176,598 |
| 10 |
1,400.0 |
1,252.0 |
148.0 |
11.1% |
46.0 |
3.5% |
53% |
False |
False |
205,093 |
| 20 |
1,495.4 |
1,252.0 |
243.4 |
18.3% |
41.2 |
3.1% |
32% |
False |
False |
146,819 |
| 40 |
1,593.9 |
1,252.0 |
341.9 |
25.7% |
36.4 |
2.7% |
23% |
False |
False |
73,448 |
| 60 |
1,646.6 |
1,252.0 |
394.6 |
29.7% |
36.4 |
2.7% |
20% |
False |
False |
48,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,487.6 |
|
2.618 |
1,437.5 |
|
1.618 |
1,406.8 |
|
1.000 |
1,387.8 |
|
0.618 |
1,376.1 |
|
HIGH |
1,357.1 |
|
0.618 |
1,345.4 |
|
0.500 |
1,341.8 |
|
0.382 |
1,338.1 |
|
LOW |
1,326.4 |
|
0.618 |
1,307.4 |
|
1.000 |
1,295.7 |
|
1.618 |
1,276.7 |
|
2.618 |
1,246.0 |
|
4.250 |
1,195.9 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.8 |
1,343.2 |
| PP |
1,338.0 |
1,338.9 |
| S1 |
1,334.2 |
1,334.7 |
|