| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
2,980.0 |
2,961.0 |
-19.0 |
-0.6% |
2,918.0 |
| High |
2,992.0 |
2,988.0 |
-4.0 |
-0.1% |
2,959.0 |
| Low |
2,969.0 |
2,951.0 |
-18.0 |
-0.6% |
2,844.0 |
| Close |
2,980.0 |
2,975.0 |
-5.0 |
-0.2% |
2,944.0 |
| Range |
23.0 |
37.0 |
14.0 |
60.9% |
115.0 |
| ATR |
52.4 |
51.3 |
-1.1 |
-2.1% |
0.0 |
| Volume |
10,509 |
5,046 |
-5,463 |
-52.0% |
25,858 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.3 |
3,065.7 |
2,995.4 |
|
| R3 |
3,045.3 |
3,028.7 |
2,985.2 |
|
| R2 |
3,008.3 |
3,008.3 |
2,981.8 |
|
| R1 |
2,991.7 |
2,991.7 |
2,978.4 |
3,000.0 |
| PP |
2,971.3 |
2,971.3 |
2,971.3 |
2,975.5 |
| S1 |
2,954.7 |
2,954.7 |
2,971.6 |
2,963.0 |
| S2 |
2,934.3 |
2,934.3 |
2,968.2 |
|
| S3 |
2,897.3 |
2,917.7 |
2,964.8 |
|
| S4 |
2,860.3 |
2,880.7 |
2,954.7 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.7 |
3,217.3 |
3,007.3 |
|
| R3 |
3,145.7 |
3,102.3 |
2,975.6 |
|
| R2 |
3,030.7 |
3,030.7 |
2,965.1 |
|
| R1 |
2,987.3 |
2,987.3 |
2,954.5 |
3,009.0 |
| PP |
2,915.7 |
2,915.7 |
2,915.7 |
2,926.5 |
| S1 |
2,872.3 |
2,872.3 |
2,933.5 |
2,894.0 |
| S2 |
2,800.7 |
2,800.7 |
2,922.9 |
|
| S3 |
2,685.7 |
2,757.3 |
2,912.4 |
|
| S4 |
2,570.7 |
2,642.3 |
2,880.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,992.0 |
2,881.0 |
111.0 |
3.7% |
44.2 |
1.5% |
85% |
False |
False |
12,212 |
| 10 |
2,992.0 |
2,814.0 |
178.0 |
6.0% |
51.0 |
1.7% |
90% |
False |
False |
6,641 |
| 20 |
3,025.0 |
2,814.0 |
211.0 |
7.1% |
47.4 |
1.6% |
76% |
False |
False |
9,204 |
| 40 |
3,141.0 |
2,814.0 |
327.0 |
11.0% |
37.9 |
1.3% |
49% |
False |
False |
9,545 |
| 60 |
3,152.0 |
2,814.0 |
338.0 |
11.4% |
35.3 |
1.2% |
48% |
False |
False |
7,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,145.3 |
|
2.618 |
3,084.9 |
|
1.618 |
3,047.9 |
|
1.000 |
3,025.0 |
|
0.618 |
3,010.9 |
|
HIGH |
2,988.0 |
|
0.618 |
2,973.9 |
|
0.500 |
2,969.5 |
|
0.382 |
2,965.1 |
|
LOW |
2,951.0 |
|
0.618 |
2,928.1 |
|
1.000 |
2,914.0 |
|
1.618 |
2,891.1 |
|
2.618 |
2,854.1 |
|
4.250 |
2,793.8 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,973.2 |
2,971.8 |
| PP |
2,971.3 |
2,968.7 |
| S1 |
2,969.5 |
2,965.5 |
|