| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,260.3 |
1,260.3 |
0.0 |
0.0% |
1,239.3 |
| High |
1,261.3 |
1,268.5 |
7.2 |
0.6% |
1,263.6 |
| Low |
1,253.8 |
1,260.3 |
6.5 |
0.5% |
1,239.3 |
| Close |
1,253.8 |
1,267.5 |
13.7 |
1.1% |
1,253.8 |
| Range |
7.5 |
8.2 |
0.7 |
9.3% |
24.3 |
| ATR |
9.9 |
10.2 |
0.3 |
3.5% |
0.0 |
| Volume |
96 |
27 |
-69 |
-71.9% |
454 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.0 |
1,287.0 |
1,272.0 |
|
| R3 |
1,281.8 |
1,278.8 |
1,269.8 |
|
| R2 |
1,273.6 |
1,273.6 |
1,269.0 |
|
| R1 |
1,270.6 |
1,270.6 |
1,268.3 |
1,272.1 |
| PP |
1,265.4 |
1,265.4 |
1,265.4 |
1,266.2 |
| S1 |
1,262.4 |
1,262.4 |
1,266.7 |
1,263.9 |
| S2 |
1,257.2 |
1,257.2 |
1,266.0 |
|
| S3 |
1,249.0 |
1,254.2 |
1,265.2 |
|
| S4 |
1,240.8 |
1,246.0 |
1,263.0 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.1 |
1,313.8 |
1,267.2 |
|
| R3 |
1,300.8 |
1,289.5 |
1,260.5 |
|
| R2 |
1,276.5 |
1,276.5 |
1,258.3 |
|
| R1 |
1,265.2 |
1,265.2 |
1,256.0 |
1,270.9 |
| PP |
1,252.2 |
1,252.2 |
1,252.2 |
1,255.1 |
| S1 |
1,240.9 |
1,240.9 |
1,251.6 |
1,246.6 |
| S2 |
1,227.9 |
1,227.9 |
1,249.3 |
|
| S3 |
1,203.6 |
1,216.6 |
1,247.1 |
|
| S4 |
1,179.3 |
1,192.3 |
1,240.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,268.5 |
1,243.2 |
25.3 |
2.0% |
8.7 |
0.7% |
96% |
True |
False |
94 |
| 10 |
1,268.5 |
1,234.1 |
34.4 |
2.7% |
7.0 |
0.6% |
97% |
True |
False |
90 |
| 20 |
1,268.5 |
1,210.5 |
58.0 |
4.6% |
8.8 |
0.7% |
98% |
True |
False |
30,781 |
| 40 |
1,268.5 |
1,196.6 |
71.9 |
5.7% |
10.2 |
0.8% |
99% |
True |
False |
137,133 |
| 60 |
1,268.5 |
1,186.0 |
82.5 |
6.5% |
11.2 |
0.9% |
99% |
True |
False |
183,363 |
| 80 |
1,268.5 |
1,184.3 |
84.2 |
6.6% |
11.4 |
0.9% |
99% |
True |
False |
206,384 |
| 100 |
1,268.5 |
1,167.1 |
101.4 |
8.0% |
11.7 |
0.9% |
99% |
True |
False |
218,290 |
| 120 |
1,278.2 |
1,167.1 |
111.1 |
8.8% |
11.7 |
0.9% |
90% |
False |
False |
196,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,303.4 |
|
2.618 |
1,290.0 |
|
1.618 |
1,281.8 |
|
1.000 |
1,276.7 |
|
0.618 |
1,273.6 |
|
HIGH |
1,268.5 |
|
0.618 |
1,265.4 |
|
0.500 |
1,264.4 |
|
0.382 |
1,263.4 |
|
LOW |
1,260.3 |
|
0.618 |
1,255.2 |
|
1.000 |
1,252.1 |
|
1.618 |
1,247.0 |
|
2.618 |
1,238.8 |
|
4.250 |
1,225.5 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,266.5 |
1,263.6 |
| PP |
1,265.4 |
1,259.7 |
| S1 |
1,264.4 |
1,255.9 |
|