| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1,301.4 |
1,293.3 |
-8.1 |
-0.6% |
1,289.6 |
| High |
1,306.5 |
1,303.2 |
-3.3 |
-0.3% |
1,306.5 |
| Low |
1,284.6 |
1,290.7 |
6.1 |
0.5% |
1,284.6 |
| Close |
1,292.2 |
1,296.4 |
4.2 |
0.3% |
1,292.2 |
| Range |
21.9 |
12.5 |
-9.4 |
-42.9% |
21.9 |
| ATR |
11.9 |
11.9 |
0.0 |
0.4% |
0.0 |
| Volume |
11,884 |
12,445 |
561 |
4.7% |
53,267 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.3 |
1,327.8 |
1,303.3 |
|
| R3 |
1,321.8 |
1,315.3 |
1,299.8 |
|
| R2 |
1,309.3 |
1,309.3 |
1,298.7 |
|
| R1 |
1,302.8 |
1,302.8 |
1,297.5 |
1,306.1 |
| PP |
1,296.8 |
1,296.8 |
1,296.8 |
1,298.4 |
| S1 |
1,290.3 |
1,290.3 |
1,295.3 |
1,293.6 |
| S2 |
1,284.3 |
1,284.3 |
1,294.1 |
|
| S3 |
1,271.8 |
1,277.8 |
1,293.0 |
|
| S4 |
1,259.3 |
1,265.3 |
1,289.5 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.1 |
1,348.1 |
1,304.2 |
|
| R3 |
1,338.2 |
1,326.2 |
1,298.2 |
|
| R2 |
1,316.3 |
1,316.3 |
1,296.2 |
|
| R1 |
1,304.3 |
1,304.3 |
1,294.2 |
1,310.3 |
| PP |
1,294.4 |
1,294.4 |
1,294.4 |
1,297.5 |
| S1 |
1,282.4 |
1,282.4 |
1,290.2 |
1,288.4 |
| S2 |
1,272.5 |
1,272.5 |
1,288.2 |
|
| S3 |
1,250.6 |
1,260.5 |
1,286.2 |
|
| S4 |
1,228.7 |
1,238.6 |
1,280.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,306.5 |
1,284.6 |
21.9 |
1.7% |
12.2 |
0.9% |
54% |
False |
False |
13,142 |
| 10 |
1,306.5 |
1,263.3 |
43.2 |
3.3% |
11.7 |
0.9% |
77% |
False |
False |
8,930 |
| 20 |
1,306.5 |
1,242.5 |
64.0 |
4.9% |
11.4 |
0.9% |
84% |
False |
False |
7,683 |
| 40 |
1,306.5 |
1,209.3 |
97.2 |
7.5% |
10.9 |
0.8% |
90% |
False |
False |
5,713 |
| 60 |
1,306.5 |
1,208.1 |
98.4 |
7.6% |
10.7 |
0.8% |
90% |
False |
False |
4,291 |
| 80 |
1,306.5 |
1,195.7 |
110.8 |
8.5% |
10.6 |
0.8% |
91% |
False |
False |
3,539 |
| 100 |
1,306.5 |
1,182.7 |
123.8 |
9.5% |
10.5 |
0.8% |
92% |
False |
False |
2,958 |
| 120 |
1,306.5 |
1,182.7 |
123.8 |
9.5% |
10.0 |
0.8% |
92% |
False |
False |
2,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.3 |
|
2.618 |
1,335.9 |
|
1.618 |
1,323.4 |
|
1.000 |
1,315.7 |
|
0.618 |
1,310.9 |
|
HIGH |
1,303.2 |
|
0.618 |
1,298.4 |
|
0.500 |
1,297.0 |
|
0.382 |
1,295.5 |
|
LOW |
1,290.7 |
|
0.618 |
1,283.0 |
|
1.000 |
1,278.2 |
|
1.618 |
1,270.5 |
|
2.618 |
1,258.0 |
|
4.250 |
1,237.6 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,297.0 |
1,296.1 |
| PP |
1,296.8 |
1,295.8 |
| S1 |
1,296.6 |
1,295.6 |
|