| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,503.50 |
2,487.00 |
-16.50 |
-0.7% |
2,594.00 |
| High |
2,517.50 |
2,491.25 |
-26.25 |
-1.0% |
2,613.75 |
| Low |
2,441.00 |
2,458.90 |
17.90 |
0.7% |
2,441.00 |
| Close |
2,485.75 |
2,458.90 |
-26.85 |
-1.1% |
2,458.90 |
| Range |
76.50 |
32.35 |
-44.15 |
-57.7% |
172.75 |
| ATR |
60.45 |
58.44 |
-2.01 |
-3.3% |
0.00 |
| Volume |
630,214 |
65,700 |
-564,514 |
-89.6% |
4,338,308 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.75 |
2,545.25 |
2,476.75 |
|
| R3 |
2,534.50 |
2,512.75 |
2,467.75 |
|
| R2 |
2,502.00 |
2,502.00 |
2,464.75 |
|
| R1 |
2,480.50 |
2,480.50 |
2,461.75 |
2,475.00 |
| PP |
2,469.75 |
2,469.75 |
2,469.75 |
2,467.00 |
| S1 |
2,448.00 |
2,448.00 |
2,456.00 |
2,442.75 |
| S2 |
2,437.25 |
2,437.25 |
2,453.00 |
|
| S3 |
2,405.00 |
2,415.75 |
2,450.00 |
|
| S4 |
2,372.75 |
2,383.50 |
2,441.00 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,022.75 |
2,913.50 |
2,554.00 |
|
| R3 |
2,850.00 |
2,740.75 |
2,506.50 |
|
| R2 |
2,677.25 |
2,677.25 |
2,490.50 |
|
| R1 |
2,568.00 |
2,568.00 |
2,474.75 |
2,536.25 |
| PP |
2,504.50 |
2,504.50 |
2,504.50 |
2,488.75 |
| S1 |
2,395.25 |
2,395.25 |
2,443.00 |
2,363.50 |
| S2 |
2,331.75 |
2,331.75 |
2,427.25 |
|
| S3 |
2,159.00 |
2,222.50 |
2,411.50 |
|
| S4 |
1,986.25 |
2,049.75 |
2,364.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,613.75 |
2,441.00 |
172.75 |
7.0% |
68.75 |
2.8% |
10% |
False |
False |
867,661 |
| 10 |
2,686.50 |
2,441.00 |
245.50 |
10.0% |
61.00 |
2.5% |
7% |
False |
False |
1,477,654 |
| 20 |
2,814.00 |
2,441.00 |
373.00 |
15.2% |
57.75 |
2.3% |
5% |
False |
False |
1,533,412 |
| 40 |
2,818.00 |
2,441.00 |
377.00 |
15.3% |
55.75 |
2.3% |
5% |
False |
False |
1,776,864 |
| 60 |
2,944.75 |
2,441.00 |
503.75 |
20.5% |
53.50 |
2.2% |
4% |
False |
False |
1,901,343 |
| 80 |
2,947.00 |
2,441.00 |
506.00 |
20.6% |
45.25 |
1.8% |
4% |
False |
False |
1,616,813 |
| 100 |
2,947.00 |
2,441.00 |
506.00 |
20.6% |
40.25 |
1.6% |
4% |
False |
False |
1,294,370 |
| 120 |
2,947.00 |
2,441.00 |
506.00 |
20.6% |
37.25 |
1.5% |
4% |
False |
False |
1,079,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,628.75 |
|
2.618 |
2,576.00 |
|
1.618 |
2,543.50 |
|
1.000 |
2,523.50 |
|
0.618 |
2,511.25 |
|
HIGH |
2,491.25 |
|
0.618 |
2,479.00 |
|
0.500 |
2,475.00 |
|
0.382 |
2,471.25 |
|
LOW |
2,459.00 |
|
0.618 |
2,439.00 |
|
1.000 |
2,426.50 |
|
1.618 |
2,406.50 |
|
2.618 |
2,374.25 |
|
4.250 |
2,321.50 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.00 |
2,517.00 |
| PP |
2,469.75 |
2,497.75 |
| S1 |
2,464.25 |
2,478.25 |
|