| 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 |
1,292.92 |
1,286.01 |
-6.91 |
-0.5% |
1,284.01 |
| High |
1,296.77 |
1,294.83 |
-1.94 |
-0.1% |
1,296.77 |
| Low |
1,285.94 |
1,286.01 |
0.07 |
0.0% |
1,279.56 |
| Close |
1,285.99 |
1,287.30 |
1.31 |
0.1% |
1,287.30 |
| Range |
10.83 |
8.82 |
-2.01 |
-18.6% |
17.21 |
| ATR |
11.25 |
11.08 |
-0.17 |
-1.5% |
0.00 |
| Volume |
12,257 |
11,866 |
-391 |
-3.2% |
58,710 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.84 |
1,310.39 |
1,292.15 |
|
| R3 |
1,307.02 |
1,301.57 |
1,289.73 |
|
| R2 |
1,298.20 |
1,298.20 |
1,288.92 |
|
| R1 |
1,292.75 |
1,292.75 |
1,288.11 |
1,295.48 |
| PP |
1,289.38 |
1,289.38 |
1,289.38 |
1,290.74 |
| S1 |
1,283.93 |
1,283.93 |
1,286.49 |
1,286.66 |
| S2 |
1,280.56 |
1,280.56 |
1,285.68 |
|
| S3 |
1,271.74 |
1,275.11 |
1,284.87 |
|
| S4 |
1,262.92 |
1,266.29 |
1,282.45 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.51 |
1,330.61 |
1,296.77 |
|
| R3 |
1,322.30 |
1,313.40 |
1,292.03 |
|
| R2 |
1,305.09 |
1,305.09 |
1,290.46 |
|
| R1 |
1,296.19 |
1,296.19 |
1,288.88 |
1,300.64 |
| PP |
1,287.88 |
1,287.88 |
1,287.88 |
1,290.10 |
| S1 |
1,278.98 |
1,278.98 |
1,285.72 |
1,283.43 |
| S2 |
1,270.67 |
1,270.67 |
1,284.14 |
|
| S3 |
1,253.46 |
1,261.77 |
1,282.57 |
|
| S4 |
1,236.25 |
1,244.56 |
1,277.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,296.77 |
1,279.56 |
17.21 |
1.3% |
11.04 |
0.9% |
45% |
False |
False |
11,742 |
| 10 |
1,297.90 |
1,274.14 |
23.76 |
1.8% |
10.96 |
0.9% |
55% |
False |
False |
11,521 |
| 20 |
1,297.90 |
1,232.98 |
64.92 |
5.0% |
11.16 |
0.9% |
84% |
False |
False |
10,084 |
| 40 |
1,297.90 |
1,208.17 |
89.73 |
7.0% |
10.16 |
0.8% |
88% |
False |
False |
10,386 |
| 60 |
1,297.90 |
1,196.39 |
101.51 |
7.9% |
10.54 |
0.8% |
90% |
False |
False |
10,468 |
| 80 |
1,297.90 |
1,181.06 |
116.84 |
9.1% |
10.97 |
0.9% |
91% |
False |
False |
10,283 |
| 100 |
1,297.90 |
1,181.06 |
116.84 |
9.1% |
10.96 |
0.9% |
91% |
False |
False |
10,239 |
| 120 |
1,297.90 |
1,160.75 |
137.15 |
10.7% |
11.04 |
0.9% |
92% |
False |
False |
10,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,332.32 |
|
2.618 |
1,317.92 |
|
1.618 |
1,309.10 |
|
1.000 |
1,303.65 |
|
0.618 |
1,300.28 |
|
HIGH |
1,294.83 |
|
0.618 |
1,291.46 |
|
0.500 |
1,290.42 |
|
0.382 |
1,289.38 |
|
LOW |
1,286.01 |
|
0.618 |
1,280.56 |
|
1.000 |
1,277.19 |
|
1.618 |
1,271.74 |
|
2.618 |
1,262.92 |
|
4.250 |
1,248.53 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,290.42 |
1,288.44 |
| PP |
1,289.38 |
1,288.06 |
| S1 |
1,288.34 |
1,287.68 |
|