| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,242.8 |
1,249.7 |
6.9 |
0.6% |
1,255.6 |
| High |
1,252.2 |
1,254.5 |
2.3 |
0.2% |
1,256.6 |
| Low |
1,239.4 |
1,249.0 |
9.6 |
0.8% |
1,236.5 |
| Close |
1,251.8 |
1,253.6 |
1.8 |
0.1% |
1,241.4 |
| Range |
12.8 |
5.5 |
-7.3 |
-57.0% |
20.1 |
| ATR |
10.7 |
10.3 |
-0.4 |
-3.5% |
0.0 |
| Volume |
166,877 |
171,587 |
4,710 |
2.8% |
896,697 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.9 |
1,266.7 |
1,256.6 |
|
| R3 |
1,263.4 |
1,261.2 |
1,255.1 |
|
| R2 |
1,257.9 |
1,257.9 |
1,254.6 |
|
| R1 |
1,255.7 |
1,255.7 |
1,254.1 |
1,256.8 |
| PP |
1,252.4 |
1,252.4 |
1,252.4 |
1,252.9 |
| S1 |
1,250.2 |
1,250.2 |
1,253.1 |
1,251.3 |
| S2 |
1,246.9 |
1,246.9 |
1,252.6 |
|
| S3 |
1,241.4 |
1,244.7 |
1,252.1 |
|
| S4 |
1,235.9 |
1,239.2 |
1,250.6 |
|
|
| 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 |
1,254.5 |
1,236.5 |
18.0 |
1.4% |
8.4 |
0.7% |
95% |
True |
False |
169,807 |
| 10 |
1,256.6 |
1,236.5 |
20.1 |
1.6% |
9.0 |
0.7% |
85% |
False |
False |
181,978 |
| 20 |
1,256.6 |
1,216.8 |
39.8 |
3.2% |
10.0 |
0.8% |
92% |
False |
False |
167,713 |
| 40 |
1,256.6 |
1,202.4 |
54.2 |
4.3% |
11.0 |
0.9% |
94% |
False |
False |
93,746 |
| 60 |
1,256.6 |
1,190.0 |
66.6 |
5.3% |
11.6 |
0.9% |
95% |
False |
False |
64,427 |
| 80 |
1,256.6 |
1,190.0 |
66.6 |
5.3% |
11.3 |
0.9% |
95% |
False |
False |
48,887 |
| 100 |
1,256.6 |
1,173.2 |
83.4 |
6.7% |
11.4 |
0.9% |
96% |
False |
False |
39,455 |
| 120 |
1,284.1 |
1,173.2 |
110.9 |
8.8% |
11.3 |
0.9% |
72% |
False |
False |
33,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,277.9 |
|
2.618 |
1,268.9 |
|
1.618 |
1,263.4 |
|
1.000 |
1,260.0 |
|
0.618 |
1,257.9 |
|
HIGH |
1,254.5 |
|
0.618 |
1,252.4 |
|
0.500 |
1,251.8 |
|
0.382 |
1,251.1 |
|
LOW |
1,249.0 |
|
0.618 |
1,245.6 |
|
1.000 |
1,243.5 |
|
1.618 |
1,240.1 |
|
2.618 |
1,234.6 |
|
4.250 |
1,225.6 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,253.0 |
1,250.9 |
| PP |
1,252.4 |
1,248.2 |
| S1 |
1,251.8 |
1,245.5 |
|