Trading Metrics calculated at close of trading on 26-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
3,872.05 |
3,815.89 |
-56.16 |
-1.5% |
3,252.45 |
High |
4,258.85 |
3,887.31 |
-371.54 |
-8.7% |
4,217.53 |
Low |
3,822.33 |
3,712.43 |
-109.90 |
-2.9% |
3,158.10 |
Close |
4,072.73 |
3,794.86 |
-277.87 |
-6.8% |
3,872.50 |
Range |
436.52 |
174.88 |
-261.64 |
-59.9% |
1,059.43 |
ATR |
338.85 |
340.39 |
1.53 |
0.5% |
0.00 |
Volume |
130,201 |
90,134 |
-40,067 |
-30.8% |
694,527 |
|
Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,322.84 |
4,233.73 |
3,891.04 |
|
R3 |
4,147.96 |
4,058.85 |
3,842.95 |
|
R2 |
3,973.08 |
3,973.08 |
3,826.92 |
|
R1 |
3,883.97 |
3,883.97 |
3,810.89 |
3,841.09 |
PP |
3,798.20 |
3,798.20 |
3,798.20 |
3,776.76 |
S1 |
3,709.09 |
3,709.09 |
3,778.83 |
3,666.21 |
S2 |
3,623.32 |
3,623.32 |
3,762.80 |
|
S3 |
3,448.44 |
3,534.21 |
3,746.77 |
|
S4 |
3,273.56 |
3,359.33 |
3,698.68 |
|
|
Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,927.67 |
6,459.51 |
4,455.19 |
|
R3 |
5,868.24 |
5,400.08 |
4,163.84 |
|
R2 |
4,808.81 |
4,808.81 |
4,066.73 |
|
R1 |
4,340.65 |
4,340.65 |
3,969.61 |
4,574.73 |
PP |
3,749.38 |
3,749.38 |
3,749.38 |
3,866.42 |
S1 |
3,281.22 |
3,281.22 |
3,775.39 |
3,515.30 |
S2 |
2,689.95 |
2,689.95 |
3,678.27 |
|
S3 |
1,630.52 |
2,221.79 |
3,581.16 |
|
S4 |
571.09 |
1,162.36 |
3,289.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,258.85 |
3,545.80 |
713.05 |
18.8% |
385.89 |
10.2% |
35% |
False |
False |
147,372 |
10 |
4,258.85 |
3,158.10 |
1,100.75 |
29.0% |
312.15 |
8.2% |
58% |
False |
False |
116,068 |
20 |
4,440.97 |
3,158.10 |
1,282.87 |
33.8% |
323.66 |
8.5% |
50% |
False |
False |
117,459 |
40 |
6,568.87 |
3,158.10 |
3,410.77 |
89.9% |
316.49 |
8.3% |
19% |
False |
False |
103,378 |
60 |
6,980.29 |
3,158.10 |
3,822.19 |
100.7% |
273.48 |
7.2% |
17% |
False |
False |
85,025 |
80 |
7,405.24 |
3,158.10 |
4,247.14 |
111.9% |
274.48 |
7.2% |
15% |
False |
False |
79,136 |
100 |
7,489.40 |
3,158.10 |
4,331.30 |
114.1% |
293.47 |
7.7% |
15% |
False |
False |
77,784 |
120 |
8,485.03 |
3,158.10 |
5,326.93 |
140.4% |
309.49 |
8.2% |
12% |
False |
False |
76,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,630.55 |
2.618 |
4,345.15 |
1.618 |
4,170.27 |
1.000 |
4,062.19 |
0.618 |
3,995.39 |
HIGH |
3,887.31 |
0.618 |
3,820.51 |
0.500 |
3,799.87 |
0.382 |
3,779.23 |
LOW |
3,712.43 |
0.618 |
3,604.35 |
1.000 |
3,537.55 |
1.618 |
3,429.47 |
2.618 |
3,254.59 |
4.250 |
2,969.19 |
|
|
Fisher Pivots for day following 26-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,799.87 |
3,985.64 |
PP |
3,798.20 |
3,922.05 |
S1 |
3,796.53 |
3,858.45 |
|