| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,594.00 |
2,553.75 |
-40.25 |
-1.6% |
2,625.00 |
| High |
2,613.75 |
2,574.75 |
-39.00 |
-1.5% |
2,686.50 |
| Low |
2,530.50 |
2,528.00 |
-2.50 |
-0.1% |
2,583.00 |
| Close |
2,552.50 |
2,535.75 |
-16.75 |
-0.7% |
2,602.00 |
| Range |
83.25 |
46.75 |
-36.50 |
-43.8% |
103.50 |
| ATR |
56.36 |
55.67 |
-0.69 |
-1.2% |
0.00 |
| Volume |
1,602,680 |
1,215,895 |
-386,785 |
-24.1% |
10,438,234 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.50 |
2,657.75 |
2,561.50 |
|
| R3 |
2,639.75 |
2,611.00 |
2,548.50 |
|
| R2 |
2,593.00 |
2,593.00 |
2,544.25 |
|
| R1 |
2,564.25 |
2,564.25 |
2,540.00 |
2,555.25 |
| PP |
2,546.25 |
2,546.25 |
2,546.25 |
2,541.50 |
| S1 |
2,517.50 |
2,517.50 |
2,531.50 |
2,508.50 |
| S2 |
2,499.50 |
2,499.50 |
2,527.25 |
|
| S3 |
2,452.75 |
2,470.75 |
2,523.00 |
|
| S4 |
2,406.00 |
2,424.00 |
2,510.00 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.25 |
2,871.75 |
2,659.00 |
|
| R3 |
2,830.75 |
2,768.25 |
2,630.50 |
|
| R2 |
2,727.25 |
2,727.25 |
2,621.00 |
|
| R1 |
2,664.75 |
2,664.75 |
2,611.50 |
2,644.25 |
| PP |
2,623.75 |
2,623.75 |
2,623.75 |
2,613.50 |
| S1 |
2,561.25 |
2,561.25 |
2,592.50 |
2,540.75 |
| S2 |
2,520.25 |
2,520.25 |
2,583.00 |
|
| S3 |
2,416.75 |
2,457.75 |
2,573.50 |
|
| S4 |
2,313.25 |
2,354.25 |
2,545.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,686.50 |
2,528.00 |
158.50 |
6.3% |
54.75 |
2.2% |
5% |
False |
True |
1,685,433 |
| 10 |
2,720.75 |
2,528.00 |
192.75 |
7.6% |
59.75 |
2.4% |
4% |
False |
True |
1,934,580 |
| 20 |
2,814.00 |
2,528.00 |
286.00 |
11.3% |
53.75 |
2.1% |
3% |
False |
True |
1,700,471 |
| 40 |
2,818.00 |
2,528.00 |
290.00 |
11.4% |
56.00 |
2.2% |
3% |
False |
True |
1,944,936 |
| 60 |
2,944.75 |
2,528.00 |
416.75 |
16.4% |
51.00 |
2.0% |
2% |
False |
True |
1,935,212 |
| 80 |
2,947.00 |
2,528.00 |
419.00 |
16.5% |
43.25 |
1.7% |
2% |
False |
True |
1,598,117 |
| 100 |
2,947.00 |
2,528.00 |
419.00 |
16.5% |
39.00 |
1.5% |
2% |
False |
True |
1,279,231 |
| 120 |
2,947.00 |
2,528.00 |
419.00 |
16.5% |
36.25 |
1.4% |
2% |
False |
True |
1,066,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,773.50 |
|
2.618 |
2,697.25 |
|
1.618 |
2,650.50 |
|
1.000 |
2,621.50 |
|
0.618 |
2,603.75 |
|
HIGH |
2,574.75 |
|
0.618 |
2,557.00 |
|
0.500 |
2,551.50 |
|
0.382 |
2,545.75 |
|
LOW |
2,528.00 |
|
0.618 |
2,499.00 |
|
1.000 |
2,481.25 |
|
1.618 |
2,452.25 |
|
2.618 |
2,405.50 |
|
4.250 |
2,329.25 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.50 |
2,588.50 |
| PP |
2,546.25 |
2,570.75 |
| S1 |
2,541.00 |
2,553.25 |
|