| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,354.84 |
6,198.68 |
-156.16 |
-2.5% |
5,994.08 |
| High |
6,365.39 |
6,394.74 |
29.35 |
0.5% |
6,388.36 |
| Low |
6,273.94 |
6,198.68 |
-75.26 |
-1.2% |
5,895.12 |
| Close |
6,329.96 |
6,360.87 |
30.91 |
0.5% |
6,285.27 |
| Range |
91.45 |
196.06 |
104.61 |
114.4% |
493.24 |
| ATR |
191.26 |
191.60 |
0.34 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,906.28 |
6,829.63 |
6,468.70 |
|
| R3 |
6,710.22 |
6,633.57 |
6,414.79 |
|
| R2 |
6,514.16 |
6,514.16 |
6,396.81 |
|
| R1 |
6,437.51 |
6,437.51 |
6,378.84 |
6,475.84 |
| PP |
6,318.10 |
6,318.10 |
6,318.10 |
6,337.26 |
| S1 |
6,241.45 |
6,241.45 |
6,342.90 |
6,279.78 |
| S2 |
6,122.04 |
6,122.04 |
6,324.93 |
|
| S3 |
5,925.98 |
6,045.39 |
6,306.95 |
|
| S4 |
5,729.92 |
5,849.33 |
6,253.04 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,669.30 |
7,470.53 |
6,556.55 |
|
| R3 |
7,176.06 |
6,977.29 |
6,420.91 |
|
| R2 |
6,682.82 |
6,682.82 |
6,375.70 |
|
| R1 |
6,484.05 |
6,484.05 |
6,330.48 |
6,583.44 |
| PP |
6,189.58 |
6,189.58 |
6,189.58 |
6,239.28 |
| S1 |
5,990.81 |
5,990.81 |
6,240.06 |
6,090.20 |
| S2 |
5,696.34 |
5,696.34 |
6,194.84 |
|
| S3 |
5,203.10 |
5,497.57 |
6,149.63 |
|
| S4 |
4,709.86 |
5,004.33 |
6,013.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,394.74 |
5,921.86 |
472.88 |
7.4% |
206.54 |
3.2% |
93% |
True |
False |
|
| 10 |
6,575.39 |
5,895.12 |
680.27 |
10.7% |
213.18 |
3.4% |
68% |
False |
False |
|
| 20 |
7,107.00 |
5,895.12 |
1,211.88 |
19.1% |
191.32 |
3.0% |
38% |
False |
False |
|
| 40 |
7,205.96 |
5,895.12 |
1,310.84 |
20.6% |
160.99 |
2.5% |
36% |
False |
False |
|
| 60 |
7,510.45 |
5,895.12 |
1,615.33 |
25.4% |
168.50 |
2.6% |
29% |
False |
False |
|
| 80 |
7,700.56 |
5,895.12 |
1,805.44 |
28.4% |
146.27 |
2.3% |
26% |
False |
False |
|
| 100 |
7,700.56 |
5,895.12 |
1,805.44 |
28.4% |
130.24 |
2.0% |
26% |
False |
False |
|
| 120 |
7,700.56 |
5,895.12 |
1,805.44 |
28.4% |
121.87 |
1.9% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,228.00 |
|
2.618 |
6,908.03 |
|
1.618 |
6,711.97 |
|
1.000 |
6,590.80 |
|
0.618 |
6,515.91 |
|
HIGH |
6,394.74 |
|
0.618 |
6,319.85 |
|
0.500 |
6,296.71 |
|
0.382 |
6,273.57 |
|
LOW |
6,198.68 |
|
0.618 |
6,077.51 |
|
1.000 |
6,002.62 |
|
1.618 |
5,881.45 |
|
2.618 |
5,685.39 |
|
4.250 |
5,365.43 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,339.48 |
6,339.48 |
| PP |
6,318.10 |
6,318.10 |
| S1 |
6,296.71 |
6,296.71 |
|