| 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 |
6,441.75 |
6,331.75 |
-110.00 |
-1.7% |
6,596.25 |
| High |
6,594.00 |
6,385.25 |
-208.75 |
-3.2% |
6,872.00 |
| Low |
6,282.25 |
6,161.75 |
-120.50 |
-1.9% |
6,535.25 |
| Close |
6,334.75 |
6,308.50 |
-26.25 |
-0.4% |
6,599.50 |
| Range |
311.75 |
223.50 |
-88.25 |
-28.3% |
336.75 |
| ATR |
185.33 |
188.06 |
2.73 |
1.5% |
0.00 |
| Volume |
174,403 |
95,448 |
-78,955 |
-45.3% |
3,154,653 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,955.75 |
6,855.50 |
6,431.50 |
|
| R3 |
6,732.25 |
6,632.00 |
6,370.00 |
|
| R2 |
6,508.75 |
6,508.75 |
6,349.50 |
|
| R1 |
6,408.50 |
6,408.50 |
6,329.00 |
6,347.00 |
| PP |
6,285.25 |
6,285.25 |
6,285.25 |
6,254.25 |
| S1 |
6,185.00 |
6,185.00 |
6,288.00 |
6,123.50 |
| S2 |
6,061.75 |
6,061.75 |
6,267.50 |
|
| S3 |
5,838.25 |
5,961.50 |
6,247.00 |
|
| S4 |
5,614.75 |
5,738.00 |
6,185.50 |
|
|
| 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 |
6,760.75 |
6,161.75 |
599.00 |
9.5% |
213.25 |
3.4% |
24% |
False |
True |
234,817 |
| 10 |
6,872.00 |
6,161.75 |
710.25 |
11.3% |
197.00 |
3.1% |
21% |
False |
True |
483,116 |
| 20 |
7,139.00 |
6,161.75 |
977.25 |
15.5% |
172.50 |
2.7% |
15% |
False |
True |
481,664 |
| 40 |
7,231.00 |
6,161.75 |
1,069.25 |
16.9% |
188.75 |
3.0% |
14% |
False |
True |
598,568 |
| 60 |
7,728.75 |
6,161.75 |
1,567.00 |
24.8% |
185.00 |
2.9% |
9% |
False |
True |
616,454 |
| 80 |
7,728.75 |
6,161.75 |
1,567.00 |
24.8% |
163.50 |
2.6% |
9% |
False |
True |
508,480 |
| 100 |
7,728.75 |
6,161.75 |
1,567.00 |
24.8% |
146.00 |
2.3% |
9% |
False |
True |
406,937 |
| 120 |
7,728.75 |
6,161.75 |
1,567.00 |
24.8% |
139.00 |
2.2% |
9% |
False |
True |
339,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,335.00 |
|
2.618 |
6,970.25 |
|
1.618 |
6,746.75 |
|
1.000 |
6,608.75 |
|
0.618 |
6,523.25 |
|
HIGH |
6,385.25 |
|
0.618 |
6,299.75 |
|
0.500 |
6,273.50 |
|
0.382 |
6,247.25 |
|
LOW |
6,161.75 |
|
0.618 |
6,023.75 |
|
1.000 |
5,938.25 |
|
1.618 |
5,800.25 |
|
2.618 |
5,576.75 |
|
4.250 |
5,212.00 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,296.75 |
6,378.00 |
| PP |
6,285.25 |
6,354.75 |
| S1 |
6,273.50 |
6,331.50 |
|