Trading Metrics calculated at close of trading on 11-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,436.4 |
1,445.8 |
9.4 |
0.7% |
1,384.4 |
High |
1,448.6 |
1,450.9 |
2.3 |
0.2% |
1,450.9 |
Low |
1,424.3 |
1,437.3 |
13.0 |
0.9% |
1,375.8 |
Close |
1,446.6 |
1,447.7 |
1.1 |
0.1% |
1,447.7 |
Range |
24.3 |
13.6 |
-10.7 |
-44.0% |
75.1 |
ATR |
37.8 |
36.1 |
-1.7 |
-4.6% |
0.0 |
Volume |
139,747 |
114,992 |
-24,755 |
-17.7% |
729,049 |
|
Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.1 |
1,480.5 |
1,455.2 |
|
R3 |
1,472.5 |
1,466.9 |
1,451.4 |
|
R2 |
1,458.9 |
1,458.9 |
1,450.2 |
|
R1 |
1,453.3 |
1,453.3 |
1,448.9 |
1,456.1 |
PP |
1,445.3 |
1,445.3 |
1,445.3 |
1,446.7 |
S1 |
1,439.7 |
1,439.7 |
1,446.5 |
1,442.5 |
S2 |
1,431.7 |
1,431.7 |
1,445.2 |
|
S3 |
1,418.1 |
1,426.1 |
1,444.0 |
|
S4 |
1,404.5 |
1,412.5 |
1,440.2 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,650.1 |
1,624.0 |
1,489.0 |
|
R3 |
1,575.0 |
1,548.9 |
1,468.4 |
|
R2 |
1,499.9 |
1,499.9 |
1,461.5 |
|
R1 |
1,473.8 |
1,473.8 |
1,454.6 |
1,486.9 |
PP |
1,424.8 |
1,424.8 |
1,424.8 |
1,431.3 |
S1 |
1,398.7 |
1,398.7 |
1,440.8 |
1,411.8 |
S2 |
1,349.7 |
1,349.7 |
1,433.9 |
|
S3 |
1,274.6 |
1,323.6 |
1,427.0 |
|
S4 |
1,199.5 |
1,248.5 |
1,406.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,450.9 |
1,375.8 |
75.1 |
5.2% |
24.7 |
1.7% |
96% |
True |
False |
145,809 |
10 |
1,450.9 |
1,323.5 |
127.4 |
8.8% |
31.7 |
2.2% |
97% |
True |
False |
156,906 |
20 |
1,468.8 |
1,252.0 |
216.8 |
15.0% |
39.8 |
2.7% |
90% |
False |
False |
191,145 |
40 |
1,567.4 |
1,252.0 |
315.4 |
21.8% |
36.9 |
2.6% |
62% |
False |
False |
96,225 |
60 |
1,607.0 |
1,252.0 |
355.0 |
24.5% |
35.5 |
2.5% |
55% |
False |
False |
64,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.7 |
2.618 |
1,486.5 |
1.618 |
1,472.9 |
1.000 |
1,464.5 |
0.618 |
1,459.3 |
HIGH |
1,450.9 |
0.618 |
1,445.7 |
0.500 |
1,444.1 |
0.382 |
1,442.5 |
LOW |
1,437.3 |
0.618 |
1,428.9 |
1.000 |
1,423.7 |
1.618 |
1,415.3 |
2.618 |
1,401.7 |
4.250 |
1,379.5 |
|
|
Fisher Pivots for day following 11-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,446.5 |
1,444.1 |
PP |
1,445.3 |
1,440.5 |
S1 |
1,444.1 |
1,436.9 |
|