| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,246.2 |
1,242.8 |
-3.4 |
-0.3% |
1,255.6 |
| High |
1,247.3 |
1,252.2 |
4.9 |
0.4% |
1,256.6 |
| Low |
1,236.5 |
1,239.4 |
2.9 |
0.2% |
1,236.5 |
| Close |
1,241.4 |
1,251.8 |
10.4 |
0.8% |
1,241.4 |
| Range |
10.8 |
12.8 |
2.0 |
18.5% |
20.1 |
| ATR |
10.5 |
10.7 |
0.2 |
1.6% |
0.0 |
| Volume |
194,651 |
166,877 |
-27,774 |
-14.3% |
896,697 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.2 |
1,281.8 |
1,258.8 |
|
| R3 |
1,273.4 |
1,269.0 |
1,255.3 |
|
| R2 |
1,260.6 |
1,260.6 |
1,254.1 |
|
| R1 |
1,256.2 |
1,256.2 |
1,253.0 |
1,258.4 |
| PP |
1,247.8 |
1,247.8 |
1,247.8 |
1,248.9 |
| S1 |
1,243.4 |
1,243.4 |
1,250.6 |
1,245.6 |
| S2 |
1,235.0 |
1,235.0 |
1,249.5 |
|
| S3 |
1,222.2 |
1,230.6 |
1,248.3 |
|
| S4 |
1,209.4 |
1,217.8 |
1,244.8 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.1 |
1,293.4 |
1,252.5 |
|
| R3 |
1,285.0 |
1,273.3 |
1,246.9 |
|
| R2 |
1,264.9 |
1,264.9 |
1,245.1 |
|
| R1 |
1,253.2 |
1,253.2 |
1,243.2 |
1,249.0 |
| PP |
1,244.8 |
1,244.8 |
1,244.8 |
1,242.8 |
| S1 |
1,233.1 |
1,233.1 |
1,239.6 |
1,228.9 |
| S2 |
1,224.7 |
1,224.7 |
1,237.7 |
|
| S3 |
1,204.6 |
1,213.0 |
1,235.9 |
|
| S4 |
1,184.5 |
1,192.9 |
1,230.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,255.1 |
1,236.5 |
18.6 |
1.5% |
9.1 |
0.7% |
82% |
False |
False |
172,766 |
| 10 |
1,256.6 |
1,235.8 |
20.8 |
1.7% |
9.6 |
0.8% |
77% |
False |
False |
186,933 |
| 20 |
1,256.6 |
1,216.8 |
39.8 |
3.2% |
10.1 |
0.8% |
88% |
False |
False |
160,861 |
| 40 |
1,256.6 |
1,202.4 |
54.2 |
4.3% |
11.1 |
0.9% |
91% |
False |
False |
89,764 |
| 60 |
1,256.6 |
1,190.0 |
66.6 |
5.3% |
11.6 |
0.9% |
93% |
False |
False |
61,612 |
| 80 |
1,256.6 |
1,190.0 |
66.6 |
5.3% |
11.6 |
0.9% |
93% |
False |
False |
46,770 |
| 100 |
1,256.6 |
1,173.2 |
83.4 |
6.7% |
11.4 |
0.9% |
94% |
False |
False |
37,761 |
| 120 |
1,284.1 |
1,173.2 |
110.9 |
8.9% |
11.3 |
0.9% |
71% |
False |
False |
31,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,306.6 |
|
2.618 |
1,285.7 |
|
1.618 |
1,272.9 |
|
1.000 |
1,265.0 |
|
0.618 |
1,260.1 |
|
HIGH |
1,252.2 |
|
0.618 |
1,247.3 |
|
0.500 |
1,245.8 |
|
0.382 |
1,244.3 |
|
LOW |
1,239.4 |
|
0.618 |
1,231.5 |
|
1.000 |
1,226.6 |
|
1.618 |
1,218.7 |
|
2.618 |
1,205.9 |
|
4.250 |
1,185.0 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,249.8 |
1,249.3 |
| PP |
1,247.8 |
1,246.8 |
| S1 |
1,245.8 |
1,244.4 |
|