| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,553.75 |
2,530.50 |
-23.25 |
-0.9% |
2,625.00 |
| High |
2,574.75 |
2,593.25 |
18.50 |
0.7% |
2,686.50 |
| Low |
2,528.00 |
2,488.00 |
-40.00 |
-1.6% |
2,583.00 |
| Close |
2,535.75 |
2,503.25 |
-32.50 |
-1.3% |
2,602.00 |
| Range |
46.75 |
105.25 |
58.50 |
125.1% |
103.50 |
| ATR |
55.67 |
59.21 |
3.54 |
6.4% |
0.00 |
| Volume |
1,215,895 |
823,819 |
-392,076 |
-32.2% |
10,438,234 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.00 |
2,778.75 |
2,561.25 |
|
| R3 |
2,738.75 |
2,673.50 |
2,532.25 |
|
| R2 |
2,633.50 |
2,633.50 |
2,522.50 |
|
| R1 |
2,568.25 |
2,568.25 |
2,513.00 |
2,548.25 |
| PP |
2,528.25 |
2,528.25 |
2,528.25 |
2,518.00 |
| S1 |
2,463.00 |
2,463.00 |
2,493.50 |
2,443.00 |
| S2 |
2,423.00 |
2,423.00 |
2,484.00 |
|
| S3 |
2,317.75 |
2,357.75 |
2,474.25 |
|
| S4 |
2,212.50 |
2,252.50 |
2,445.25 |
|
|
| 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 |
2,671.00 |
2,488.00 |
183.00 |
7.3% |
64.75 |
2.6% |
8% |
False |
True |
1,470,025 |
| 10 |
2,714.00 |
2,488.00 |
226.00 |
9.0% |
68.00 |
2.7% |
7% |
False |
True |
1,998,513 |
| 20 |
2,814.00 |
2,488.00 |
326.00 |
13.0% |
55.75 |
2.2% |
5% |
False |
True |
1,615,005 |
| 40 |
2,818.00 |
2,488.00 |
330.00 |
13.2% |
57.00 |
2.3% |
5% |
False |
True |
1,894,287 |
| 60 |
2,944.75 |
2,488.00 |
456.75 |
18.2% |
52.50 |
2.1% |
3% |
False |
True |
1,931,741 |
| 80 |
2,947.00 |
2,488.00 |
459.00 |
18.3% |
44.25 |
1.8% |
3% |
False |
True |
1,608,279 |
| 100 |
2,947.00 |
2,488.00 |
459.00 |
18.3% |
39.75 |
1.6% |
3% |
False |
True |
1,287,452 |
| 120 |
2,947.00 |
2,488.00 |
459.00 |
18.3% |
37.00 |
1.5% |
3% |
False |
True |
1,073,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.50 |
|
2.618 |
2,868.75 |
|
1.618 |
2,763.50 |
|
1.000 |
2,698.50 |
|
0.618 |
2,658.25 |
|
HIGH |
2,593.25 |
|
0.618 |
2,553.00 |
|
0.500 |
2,540.50 |
|
0.382 |
2,528.25 |
|
LOW |
2,488.00 |
|
0.618 |
2,423.00 |
|
1.000 |
2,382.75 |
|
1.618 |
2,317.75 |
|
2.618 |
2,212.50 |
|
4.250 |
2,040.75 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,540.50 |
2,551.00 |
| PP |
2,528.25 |
2,535.00 |
| S1 |
2,515.75 |
2,519.00 |
|