| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,530.50 |
2,503.50 |
-27.00 |
-1.1% |
2,625.00 |
| High |
2,593.25 |
2,517.50 |
-75.75 |
-2.9% |
2,686.50 |
| Low |
2,488.00 |
2,441.00 |
-47.00 |
-1.9% |
2,583.00 |
| Close |
2,503.25 |
2,485.75 |
-17.50 |
-0.7% |
2,602.00 |
| Range |
105.25 |
76.50 |
-28.75 |
-27.3% |
103.50 |
| ATR |
59.21 |
60.45 |
1.23 |
2.1% |
0.00 |
| Volume |
823,819 |
630,214 |
-193,605 |
-23.5% |
10,438,234 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.00 |
2,674.75 |
2,527.75 |
|
| R3 |
2,634.50 |
2,598.25 |
2,506.75 |
|
| R2 |
2,558.00 |
2,558.00 |
2,499.75 |
|
| R1 |
2,521.75 |
2,521.75 |
2,492.75 |
2,501.50 |
| PP |
2,481.50 |
2,481.50 |
2,481.50 |
2,471.25 |
| S1 |
2,445.25 |
2,445.25 |
2,478.75 |
2,425.00 |
| S2 |
2,405.00 |
2,405.00 |
2,471.75 |
|
| S3 |
2,328.50 |
2,368.75 |
2,464.75 |
|
| S4 |
2,252.00 |
2,292.25 |
2,443.75 |
|
|
| 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 |
2,648.75 |
2,441.00 |
207.75 |
8.4% |
73.25 |
2.9% |
22% |
False |
True |
1,187,386 |
| 10 |
2,709.75 |
2,441.00 |
268.75 |
10.8% |
66.50 |
2.7% |
17% |
False |
True |
1,730,699 |
| 20 |
2,814.00 |
2,441.00 |
373.00 |
15.0% |
57.50 |
2.3% |
12% |
False |
True |
1,573,770 |
| 40 |
2,818.00 |
2,441.00 |
377.00 |
15.2% |
56.50 |
2.3% |
12% |
False |
True |
1,838,619 |
| 60 |
2,944.75 |
2,441.00 |
503.75 |
20.3% |
53.25 |
2.1% |
9% |
False |
True |
1,920,428 |
| 80 |
2,947.00 |
2,441.00 |
506.00 |
20.4% |
45.00 |
1.8% |
9% |
False |
True |
1,616,109 |
| 100 |
2,947.00 |
2,441.00 |
506.00 |
20.4% |
40.25 |
1.6% |
9% |
False |
True |
1,293,738 |
| 120 |
2,947.00 |
2,441.00 |
506.00 |
20.4% |
37.25 |
1.5% |
9% |
False |
True |
1,078,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.50 |
|
2.618 |
2,717.75 |
|
1.618 |
2,641.25 |
|
1.000 |
2,594.00 |
|
0.618 |
2,564.75 |
|
HIGH |
2,517.50 |
|
0.618 |
2,488.25 |
|
0.500 |
2,479.25 |
|
0.382 |
2,470.25 |
|
LOW |
2,441.00 |
|
0.618 |
2,393.75 |
|
1.000 |
2,364.50 |
|
1.618 |
2,317.25 |
|
2.618 |
2,240.75 |
|
4.250 |
2,116.00 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,483.50 |
2,517.00 |
| PP |
2,481.50 |
2,506.75 |
| S1 |
2,479.25 |
2,496.25 |
|