Trading Metrics calculated at close of trading on 27-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
3,815.89 |
3,794.86 |
-21.03 |
-0.6% |
3,252.45 |
High |
3,887.31 |
3,853.00 |
-34.31 |
-0.9% |
4,217.53 |
Low |
3,712.43 |
3,592.24 |
-120.19 |
-3.2% |
3,158.10 |
Close |
3,794.86 |
3,598.93 |
-195.93 |
-5.2% |
3,872.50 |
Range |
174.88 |
260.76 |
85.88 |
49.1% |
1,059.43 |
ATR |
340.39 |
334.70 |
-5.69 |
-1.7% |
0.00 |
Volume |
90,134 |
89,172 |
-962 |
-1.1% |
694,527 |
|
Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,463.67 |
4,292.06 |
3,742.35 |
|
R3 |
4,202.91 |
4,031.30 |
3,670.64 |
|
R2 |
3,942.15 |
3,942.15 |
3,646.74 |
|
R1 |
3,770.54 |
3,770.54 |
3,622.83 |
3,725.97 |
PP |
3,681.39 |
3,681.39 |
3,681.39 |
3,659.10 |
S1 |
3,509.78 |
3,509.78 |
3,575.03 |
3,465.21 |
S2 |
3,420.63 |
3,420.63 |
3,551.12 |
|
S3 |
3,159.87 |
3,249.02 |
3,527.22 |
|
S4 |
2,899.11 |
2,988.26 |
3,455.51 |
|
|
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 |
3,592.24 |
666.61 |
18.5% |
351.95 |
9.8% |
1% |
False |
True |
133,572 |
10 |
4,258.85 |
3,158.10 |
1,100.75 |
30.6% |
322.54 |
9.0% |
40% |
False |
False |
117,328 |
20 |
4,440.97 |
3,158.10 |
1,282.87 |
35.6% |
306.80 |
8.5% |
34% |
False |
False |
113,705 |
40 |
6,568.87 |
3,158.10 |
3,410.77 |
94.8% |
321.08 |
8.9% |
13% |
False |
False |
104,781 |
60 |
6,980.29 |
3,158.10 |
3,822.19 |
106.2% |
275.64 |
7.7% |
12% |
False |
False |
85,814 |
80 |
7,388.73 |
3,158.10 |
4,230.63 |
117.6% |
275.70 |
7.7% |
10% |
False |
False |
79,585 |
100 |
7,405.24 |
3,158.10 |
4,247.14 |
118.0% |
290.08 |
8.1% |
10% |
False |
False |
78,237 |
120 |
8,485.03 |
3,158.10 |
5,326.93 |
148.0% |
309.14 |
8.6% |
8% |
False |
False |
77,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,961.23 |
2.618 |
4,535.67 |
1.618 |
4,274.91 |
1.000 |
4,113.76 |
0.618 |
4,014.15 |
HIGH |
3,853.00 |
0.618 |
3,753.39 |
0.500 |
3,722.62 |
0.382 |
3,691.85 |
LOW |
3,592.24 |
0.618 |
3,431.09 |
1.000 |
3,331.48 |
1.618 |
3,170.33 |
2.618 |
2,909.57 |
4.250 |
2,484.01 |
|
|
Fisher Pivots for day following 27-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,722.62 |
3,925.55 |
PP |
3,681.39 |
3,816.67 |
S1 |
3,640.16 |
3,707.80 |
|