| 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 |
6,331.75 |
6,307.50 |
-24.25 |
-0.4% |
6,580.00 |
| High |
6,385.25 |
6,317.75 |
-67.50 |
-1.1% |
6,635.25 |
| Low |
6,161.75 |
6,242.00 |
80.25 |
1.3% |
6,161.75 |
| Close |
6,308.50 |
6,244.47 |
-64.03 |
-1.0% |
6,244.47 |
| Range |
223.50 |
75.75 |
-147.75 |
-66.1% |
473.50 |
| ATR |
188.06 |
180.04 |
-8.02 |
-4.3% |
0.00 |
| Volume |
95,448 |
8,192 |
-87,256 |
-91.4% |
830,501 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,495.25 |
6,445.75 |
6,286.25 |
|
| R3 |
6,419.50 |
6,370.00 |
6,265.25 |
|
| R2 |
6,343.75 |
6,343.75 |
6,258.25 |
|
| R1 |
6,294.25 |
6,294.25 |
6,251.50 |
6,281.00 |
| PP |
6,268.00 |
6,268.00 |
6,268.00 |
6,261.50 |
| S1 |
6,218.50 |
6,218.50 |
6,237.50 |
6,205.25 |
| S2 |
6,192.25 |
6,192.25 |
6,230.50 |
|
| S3 |
6,116.50 |
6,142.75 |
6,223.75 |
|
| S4 |
6,040.75 |
6,067.00 |
6,202.75 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,767.75 |
7,479.50 |
6,505.00 |
|
| R3 |
7,294.25 |
7,006.00 |
6,374.75 |
|
| R2 |
6,820.75 |
6,820.75 |
6,331.25 |
|
| R1 |
6,532.50 |
6,532.50 |
6,287.75 |
6,439.75 |
| PP |
6,347.25 |
6,347.25 |
6,347.25 |
6,300.75 |
| S1 |
6,059.00 |
6,059.00 |
6,201.00 |
5,966.25 |
| S2 |
5,873.75 |
5,873.75 |
6,157.75 |
|
| S3 |
5,400.25 |
5,585.50 |
6,114.25 |
|
| S4 |
4,926.75 |
5,112.00 |
5,984.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,635.25 |
6,161.75 |
473.50 |
7.6% |
193.00 |
3.1% |
17% |
False |
False |
166,100 |
| 10 |
6,872.00 |
6,161.75 |
710.25 |
11.4% |
178.25 |
2.9% |
12% |
False |
False |
398,515 |
| 20 |
7,139.00 |
6,161.75 |
977.25 |
15.6% |
171.00 |
2.7% |
8% |
False |
False |
463,946 |
| 40 |
7,231.00 |
6,161.75 |
1,069.25 |
17.1% |
184.25 |
2.9% |
8% |
False |
False |
578,935 |
| 60 |
7,728.75 |
6,161.75 |
1,567.00 |
25.1% |
184.50 |
3.0% |
5% |
False |
False |
610,295 |
| 80 |
7,728.75 |
6,161.75 |
1,567.00 |
25.1% |
163.25 |
2.6% |
5% |
False |
False |
508,563 |
| 100 |
7,728.75 |
6,161.75 |
1,567.00 |
25.1% |
146.25 |
2.3% |
5% |
False |
False |
407,010 |
| 120 |
7,728.75 |
6,161.75 |
1,567.00 |
25.1% |
138.50 |
2.2% |
5% |
False |
False |
339,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,639.75 |
|
2.618 |
6,516.00 |
|
1.618 |
6,440.25 |
|
1.000 |
6,393.50 |
|
0.618 |
6,364.50 |
|
HIGH |
6,317.75 |
|
0.618 |
6,288.75 |
|
0.500 |
6,280.00 |
|
0.382 |
6,271.00 |
|
LOW |
6,242.00 |
|
0.618 |
6,195.25 |
|
1.000 |
6,166.25 |
|
1.618 |
6,119.50 |
|
2.618 |
6,043.75 |
|
4.250 |
5,920.00 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,280.00 |
6,378.00 |
| PP |
6,268.00 |
6,333.50 |
| S1 |
6,256.25 |
6,289.00 |
|