| 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 |
2,553.25 |
2,569.50 |
16.25 |
0.6% |
2,495.50 |
| High |
2,581.25 |
2,596.75 |
15.50 |
0.6% |
2,539.25 |
| Low |
2,547.50 |
2,568.50 |
21.00 |
0.8% |
2,438.50 |
| Close |
2,572.50 |
2,582.50 |
10.00 |
0.4% |
2,531.25 |
| Range |
33.75 |
28.25 |
-5.50 |
-16.3% |
100.75 |
| ATR |
67.23 |
64.45 |
-2.78 |
-4.1% |
0.00 |
| Volume |
1,664,892 |
1,596,941 |
-67,951 |
-4.1% |
7,992,468 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,667.25 |
2,653.25 |
2,598.00 |
|
| R3 |
2,639.00 |
2,625.00 |
2,590.25 |
|
| R2 |
2,610.75 |
2,610.75 |
2,587.75 |
|
| R1 |
2,596.75 |
2,596.75 |
2,585.00 |
2,603.75 |
| PP |
2,582.50 |
2,582.50 |
2,582.50 |
2,586.00 |
| S1 |
2,568.50 |
2,568.50 |
2,580.00 |
2,575.50 |
| S2 |
2,554.25 |
2,554.25 |
2,577.25 |
|
| S3 |
2,526.00 |
2,540.25 |
2,574.75 |
|
| S4 |
2,497.75 |
2,512.00 |
2,567.00 |
|
|
| 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 |
2,596.75 |
2,438.50 |
158.25 |
6.1% |
51.50 |
2.0% |
91% |
True |
False |
1,900,428 |
| 10 |
2,596.75 |
2,313.00 |
283.75 |
11.0% |
67.25 |
2.6% |
95% |
True |
False |
1,919,689 |
| 20 |
2,690.50 |
2,313.00 |
377.50 |
14.6% |
68.75 |
2.7% |
71% |
False |
False |
1,934,126 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.6% |
61.75 |
2.4% |
53% |
False |
False |
978,872 |
| 60 |
2,831.50 |
2,313.00 |
518.50 |
20.1% |
59.25 |
2.3% |
52% |
False |
False |
656,949 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
24.9% |
52.75 |
2.0% |
42% |
False |
False |
494,812 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.9% |
45.75 |
1.8% |
42% |
False |
False |
396,045 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.9% |
41.50 |
1.6% |
42% |
False |
False |
330,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,716.75 |
|
2.618 |
2,670.75 |
|
1.618 |
2,642.50 |
|
1.000 |
2,625.00 |
|
0.618 |
2,614.25 |
|
HIGH |
2,596.75 |
|
0.618 |
2,586.00 |
|
0.500 |
2,582.50 |
|
0.382 |
2,579.25 |
|
LOW |
2,568.50 |
|
0.618 |
2,551.00 |
|
1.000 |
2,540.25 |
|
1.618 |
2,522.75 |
|
2.618 |
2,494.50 |
|
4.250 |
2,448.50 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,582.50 |
2,575.00 |
| PP |
2,582.50 |
2,567.50 |
| S1 |
2,582.50 |
2,560.00 |
|