| 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 |
2,580.00 |
2,594.00 |
14.00 |
0.5% |
2,537.25 |
| High |
2,599.50 |
2,597.75 |
-1.75 |
-0.1% |
2,599.50 |
| Low |
2,560.50 |
2,577.00 |
16.50 |
0.6% |
2,523.25 |
| Close |
2,594.00 |
2,595.00 |
1.00 |
0.0% |
2,595.00 |
| Range |
39.00 |
20.75 |
-18.25 |
-46.8% |
76.25 |
| ATR |
62.63 |
59.64 |
-2.99 |
-4.8% |
0.00 |
| Volume |
1,534,119 |
1,213,026 |
-321,093 |
-20.9% |
7,641,109 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.25 |
2,644.25 |
2,606.50 |
|
| R3 |
2,631.50 |
2,623.50 |
2,600.75 |
|
| R2 |
2,610.75 |
2,610.75 |
2,598.75 |
|
| R1 |
2,602.75 |
2,602.75 |
2,597.00 |
2,606.75 |
| PP |
2,590.00 |
2,590.00 |
2,590.00 |
2,592.00 |
| S1 |
2,582.00 |
2,582.00 |
2,593.00 |
2,586.00 |
| S2 |
2,569.25 |
2,569.25 |
2,591.25 |
|
| S3 |
2,548.50 |
2,561.25 |
2,589.25 |
|
| S4 |
2,527.75 |
2,540.50 |
2,583.50 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.25 |
2,774.50 |
2,637.00 |
|
| R3 |
2,725.00 |
2,698.25 |
2,616.00 |
|
| R2 |
2,648.75 |
2,648.75 |
2,609.00 |
|
| R1 |
2,622.00 |
2,622.00 |
2,602.00 |
2,635.50 |
| PP |
2,572.50 |
2,572.50 |
2,572.50 |
2,579.25 |
| S1 |
2,545.75 |
2,545.75 |
2,588.00 |
2,559.00 |
| S2 |
2,496.25 |
2,496.25 |
2,581.00 |
|
| S3 |
2,420.00 |
2,469.50 |
2,574.00 |
|
| S4 |
2,343.75 |
2,393.25 |
2,553.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,599.50 |
2,523.25 |
76.25 |
2.9% |
33.25 |
1.3% |
94% |
False |
False |
1,528,221 |
| 10 |
2,599.50 |
2,438.50 |
161.00 |
6.2% |
46.75 |
1.8% |
97% |
False |
False |
1,764,496 |
| 20 |
2,675.25 |
2,313.00 |
362.25 |
14.0% |
66.25 |
2.6% |
78% |
False |
False |
2,057,019 |
| 40 |
2,819.00 |
2,313.00 |
506.00 |
19.5% |
60.50 |
2.3% |
56% |
False |
False |
1,046,907 |
| 60 |
2,831.50 |
2,313.00 |
518.50 |
20.0% |
58.50 |
2.3% |
54% |
False |
False |
702,278 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
24.8% |
52.75 |
2.0% |
44% |
False |
False |
529,036 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
24.8% |
46.00 |
1.8% |
44% |
False |
False |
423,515 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
24.8% |
41.75 |
1.6% |
44% |
False |
False |
352,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,686.00 |
|
2.618 |
2,652.00 |
|
1.618 |
2,631.25 |
|
1.000 |
2,618.50 |
|
0.618 |
2,610.50 |
|
HIGH |
2,597.75 |
|
0.618 |
2,589.75 |
|
0.500 |
2,587.50 |
|
0.382 |
2,585.00 |
|
LOW |
2,577.00 |
|
0.618 |
2,564.25 |
|
1.000 |
2,556.25 |
|
1.618 |
2,543.50 |
|
2.618 |
2,522.75 |
|
4.250 |
2,488.75 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,592.50 |
2,590.00 |
| PP |
2,590.00 |
2,585.00 |
| S1 |
2,587.50 |
2,580.00 |
|