| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
6,198.68 |
6,274.76 |
76.08 |
1.2% |
5,994.08 |
| High |
6,394.74 |
6,292.68 |
-102.06 |
-1.6% |
6,388.36 |
| Low |
6,198.68 |
6,139.40 |
-59.28 |
-1.0% |
5,895.12 |
| Close |
6,360.87 |
6,147.13 |
-213.74 |
-3.4% |
6,285.27 |
| Range |
196.06 |
153.28 |
-42.78 |
-21.8% |
493.24 |
| ATR |
191.60 |
193.74 |
2.13 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,652.91 |
6,553.30 |
6,231.43 |
|
| R3 |
6,499.63 |
6,400.02 |
6,189.28 |
|
| R2 |
6,346.35 |
6,346.35 |
6,175.23 |
|
| R1 |
6,246.74 |
6,246.74 |
6,161.18 |
6,219.91 |
| PP |
6,193.07 |
6,193.07 |
6,193.07 |
6,179.65 |
| S1 |
6,093.46 |
6,093.46 |
6,133.08 |
6,066.63 |
| S2 |
6,039.79 |
6,039.79 |
6,119.03 |
|
| S3 |
5,886.51 |
5,940.18 |
6,104.98 |
|
| S4 |
5,733.23 |
5,786.90 |
6,062.83 |
|
|
| 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 |
6,043.45 |
351.29 |
5.7% |
168.80 |
2.7% |
30% |
False |
False |
|
| 10 |
6,575.39 |
5,895.12 |
680.27 |
11.1% |
216.86 |
3.5% |
37% |
False |
False |
|
| 20 |
7,045.68 |
5,895.12 |
1,150.56 |
18.7% |
194.29 |
3.2% |
22% |
False |
False |
|
| 40 |
7,205.96 |
5,895.12 |
1,310.84 |
21.3% |
160.42 |
2.6% |
19% |
False |
False |
|
| 60 |
7,430.36 |
5,895.12 |
1,535.24 |
25.0% |
168.01 |
2.7% |
16% |
False |
False |
|
| 80 |
7,700.56 |
5,895.12 |
1,805.44 |
29.4% |
147.08 |
2.4% |
14% |
False |
False |
|
| 100 |
7,700.56 |
5,895.12 |
1,805.44 |
29.4% |
131.37 |
2.1% |
14% |
False |
False |
|
| 120 |
7,700.56 |
5,895.12 |
1,805.44 |
29.4% |
122.36 |
2.0% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,944.12 |
|
2.618 |
6,693.97 |
|
1.618 |
6,540.69 |
|
1.000 |
6,445.96 |
|
0.618 |
6,387.41 |
|
HIGH |
6,292.68 |
|
0.618 |
6,234.13 |
|
0.500 |
6,216.04 |
|
0.382 |
6,197.95 |
|
LOW |
6,139.40 |
|
0.618 |
6,044.67 |
|
1.000 |
5,986.12 |
|
1.618 |
5,891.39 |
|
2.618 |
5,738.11 |
|
4.250 |
5,487.96 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
6,216.04 |
6,267.07 |
| PP |
6,193.07 |
6,227.09 |
| S1 |
6,170.10 |
6,187.11 |
|