| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,482.25 |
2,451.75 |
-30.50 |
-1.2% |
2,495.50 |
| High |
2,493.50 |
2,539.25 |
45.75 |
1.8% |
2,539.25 |
| Low |
2,443.25 |
2,438.50 |
-4.75 |
-0.2% |
2,438.50 |
| Close |
2,447.75 |
2,531.25 |
83.50 |
3.4% |
2,531.25 |
| Range |
50.25 |
100.75 |
50.50 |
100.5% |
100.75 |
| ATR |
69.54 |
71.77 |
2.23 |
3.2% |
0.00 |
| Volume |
2,257,341 |
2,350,836 |
93,495 |
4.1% |
7,992,468 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.25 |
2,769.00 |
2,586.75 |
|
| R3 |
2,704.50 |
2,668.25 |
2,559.00 |
|
| R2 |
2,603.75 |
2,603.75 |
2,549.75 |
|
| R1 |
2,567.50 |
2,567.50 |
2,540.50 |
2,585.50 |
| PP |
2,503.00 |
2,503.00 |
2,503.00 |
2,512.00 |
| S1 |
2,466.75 |
2,466.75 |
2,522.00 |
2,485.00 |
| S2 |
2,402.25 |
2,402.25 |
2,512.75 |
|
| S3 |
2,301.50 |
2,366.00 |
2,503.50 |
|
| S4 |
2,200.75 |
2,265.25 |
2,475.75 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.25 |
2,769.00 |
2,586.75 |
|
| R3 |
2,704.50 |
2,668.25 |
2,559.00 |
|
| R2 |
2,603.75 |
2,603.75 |
2,549.75 |
|
| R1 |
2,567.50 |
2,567.50 |
2,540.50 |
2,585.50 |
| PP |
2,503.00 |
2,503.00 |
2,503.00 |
2,512.00 |
| S1 |
2,466.75 |
2,466.75 |
2,522.00 |
2,485.00 |
| S2 |
2,402.25 |
2,402.25 |
2,512.75 |
|
| S3 |
2,301.50 |
2,366.00 |
2,503.50 |
|
| S4 |
2,200.75 |
2,265.25 |
2,475.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,539.25 |
2,438.50 |
100.75 |
4.0% |
60.00 |
2.4% |
92% |
True |
True |
2,000,772 |
| 10 |
2,539.25 |
2,313.00 |
226.25 |
8.9% |
83.50 |
3.3% |
96% |
True |
False |
2,229,891 |
| 20 |
2,718.75 |
2,313.00 |
405.75 |
16.0% |
75.75 |
3.0% |
54% |
False |
False |
1,700,589 |
| 40 |
2,824.50 |
2,313.00 |
511.50 |
20.2% |
62.75 |
2.5% |
43% |
False |
False |
857,480 |
| 60 |
2,899.75 |
2,313.00 |
586.75 |
23.2% |
61.75 |
2.4% |
37% |
False |
False |
576,273 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
25.4% |
52.00 |
2.1% |
34% |
False |
False |
433,692 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
25.4% |
45.50 |
1.8% |
34% |
False |
False |
347,112 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
25.4% |
41.00 |
1.6% |
34% |
False |
False |
289,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.50 |
|
2.618 |
2,803.00 |
|
1.618 |
2,702.25 |
|
1.000 |
2,640.00 |
|
0.618 |
2,601.50 |
|
HIGH |
2,539.25 |
|
0.618 |
2,500.75 |
|
0.500 |
2,489.00 |
|
0.382 |
2,477.00 |
|
LOW |
2,438.50 |
|
0.618 |
2,376.25 |
|
1.000 |
2,337.75 |
|
1.618 |
2,275.50 |
|
2.618 |
2,174.75 |
|
4.250 |
2,010.25 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,517.00 |
2,517.00 |
| PP |
2,503.00 |
2,503.00 |
| S1 |
2,489.00 |
2,489.00 |
|