| 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 |
6,471.25 |
6,441.75 |
-29.50 |
-0.5% |
6,596.25 |
| High |
6,555.75 |
6,594.00 |
38.25 |
0.6% |
6,872.00 |
| Low |
6,435.75 |
6,282.25 |
-153.50 |
-2.4% |
6,535.25 |
| Close |
6,462.75 |
6,334.75 |
-128.00 |
-2.0% |
6,599.50 |
| Range |
120.00 |
311.75 |
191.75 |
159.8% |
336.75 |
| ATR |
175.61 |
185.33 |
9.72 |
5.5% |
0.00 |
| Volume |
229,055 |
174,403 |
-54,652 |
-23.9% |
3,154,653 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,339.00 |
7,148.50 |
6,506.25 |
|
| R3 |
7,027.25 |
6,836.75 |
6,420.50 |
|
| R2 |
6,715.50 |
6,715.50 |
6,392.00 |
|
| R1 |
6,525.00 |
6,525.00 |
6,363.25 |
6,464.50 |
| PP |
6,403.75 |
6,403.75 |
6,403.75 |
6,373.25 |
| S1 |
6,213.25 |
6,213.25 |
6,306.25 |
6,152.50 |
| S2 |
6,092.00 |
6,092.00 |
6,277.50 |
|
| S3 |
5,780.25 |
5,901.50 |
6,249.00 |
|
| S4 |
5,468.50 |
5,589.75 |
6,163.25 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,679.25 |
7,476.00 |
6,784.75 |
|
| R3 |
7,342.50 |
7,139.25 |
6,692.00 |
|
| R2 |
7,005.75 |
7,005.75 |
6,661.25 |
|
| R1 |
6,802.50 |
6,802.50 |
6,630.25 |
6,904.00 |
| PP |
6,669.00 |
6,669.00 |
6,669.00 |
6,719.75 |
| S1 |
6,465.75 |
6,465.75 |
6,568.75 |
6,567.50 |
| S2 |
6,332.25 |
6,332.25 |
6,537.75 |
|
| S3 |
5,995.50 |
6,129.00 |
6,507.00 |
|
| S4 |
5,658.75 |
5,792.25 |
6,414.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,838.50 |
6,282.25 |
556.25 |
8.8% |
191.75 |
3.0% |
9% |
False |
True |
341,089 |
| 10 |
6,872.00 |
6,282.25 |
589.75 |
9.3% |
197.00 |
3.1% |
9% |
False |
True |
572,181 |
| 20 |
7,139.00 |
6,282.25 |
856.75 |
13.5% |
168.25 |
2.7% |
6% |
False |
True |
505,357 |
| 40 |
7,231.00 |
6,282.25 |
948.75 |
15.0% |
193.00 |
3.0% |
6% |
False |
True |
618,567 |
| 60 |
7,728.75 |
6,282.25 |
1,446.50 |
22.8% |
182.75 |
2.9% |
4% |
False |
True |
621,627 |
| 80 |
7,728.75 |
6,282.25 |
1,446.50 |
22.8% |
161.25 |
2.5% |
4% |
False |
True |
507,304 |
| 100 |
7,728.75 |
6,282.25 |
1,446.50 |
22.8% |
144.75 |
2.3% |
4% |
False |
True |
405,987 |
| 120 |
7,728.75 |
6,282.25 |
1,446.50 |
22.8% |
138.25 |
2.2% |
4% |
False |
True |
338,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,919.00 |
|
2.618 |
7,410.25 |
|
1.618 |
7,098.50 |
|
1.000 |
6,905.75 |
|
0.618 |
6,786.75 |
|
HIGH |
6,594.00 |
|
0.618 |
6,475.00 |
|
0.500 |
6,438.00 |
|
0.382 |
6,401.25 |
|
LOW |
6,282.25 |
|
0.618 |
6,089.50 |
|
1.000 |
5,970.50 |
|
1.618 |
5,777.75 |
|
2.618 |
5,466.00 |
|
4.250 |
4,957.25 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,438.00 |
6,458.75 |
| PP |
6,403.75 |
6,417.50 |
| S1 |
6,369.25 |
6,376.00 |
|