Trading Metrics calculated at close of trading on 15-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1,446.2 |
1,435.1 |
-11.1 |
-0.8% |
1,384.4 |
High |
1,446.5 |
1,447.5 |
1.0 |
0.1% |
1,450.9 |
Low |
1,431.4 |
1,431.8 |
0.4 |
0.0% |
1,375.8 |
Close |
1,433.9 |
1,443.2 |
9.3 |
0.6% |
1,447.7 |
Range |
15.1 |
15.7 |
0.6 |
4.0% |
75.1 |
ATR |
34.7 |
33.3 |
-1.4 |
-3.9% |
0.0 |
Volume |
122,885 |
145,658 |
22,773 |
18.5% |
729,049 |
|
Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,487.9 |
1,481.3 |
1,451.8 |
|
R3 |
1,472.2 |
1,465.6 |
1,447.5 |
|
R2 |
1,456.5 |
1,456.5 |
1,446.1 |
|
R1 |
1,449.9 |
1,449.9 |
1,444.6 |
1,453.2 |
PP |
1,440.8 |
1,440.8 |
1,440.8 |
1,442.5 |
S1 |
1,434.2 |
1,434.2 |
1,441.8 |
1,437.5 |
S2 |
1,425.1 |
1,425.1 |
1,440.3 |
|
S3 |
1,409.4 |
1,418.5 |
1,438.9 |
|
S4 |
1,393.7 |
1,402.8 |
1,434.6 |
|
|
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 |
1,422.8 |
28.1 |
1.9% |
18.2 |
1.3% |
73% |
False |
False |
132,023 |
10 |
1,450.9 |
1,323.5 |
127.4 |
8.8% |
28.7 |
2.0% |
94% |
False |
False |
151,649 |
20 |
1,450.9 |
1,252.0 |
198.9 |
13.8% |
38.0 |
2.6% |
96% |
False |
False |
191,585 |
40 |
1,567.4 |
1,252.0 |
315.4 |
21.9% |
35.8 |
2.5% |
61% |
False |
False |
102,935 |
60 |
1,593.9 |
1,252.0 |
341.9 |
23.7% |
35.0 |
2.4% |
56% |
False |
False |
68,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,514.2 |
2.618 |
1,488.6 |
1.618 |
1,472.9 |
1.000 |
1,463.2 |
0.618 |
1,457.2 |
HIGH |
1,447.5 |
0.618 |
1,441.5 |
0.500 |
1,439.7 |
0.382 |
1,437.8 |
LOW |
1,431.8 |
0.618 |
1,422.1 |
1.000 |
1,416.1 |
1.618 |
1,406.4 |
2.618 |
1,390.7 |
4.250 |
1,365.1 |
|
|
Fisher Pivots for day following 15-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1,442.0 |
1,442.5 |
PP |
1,440.8 |
1,441.8 |
S1 |
1,439.7 |
1,441.2 |
|