| 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 |
1,249.7 |
1,253.5 |
3.8 |
0.3% |
1,255.6 |
| High |
1,254.5 |
1,262.2 |
7.7 |
0.6% |
1,256.6 |
| Low |
1,249.0 |
1,245.3 |
-3.7 |
-0.3% |
1,236.5 |
| Close |
1,253.6 |
1,256.4 |
2.8 |
0.2% |
1,241.4 |
| Range |
5.5 |
16.9 |
11.4 |
207.3% |
20.1 |
| ATR |
10.3 |
10.8 |
0.5 |
4.6% |
0.0 |
| Volume |
171,587 |
275,306 |
103,719 |
60.4% |
896,697 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.3 |
1,297.8 |
1,265.7 |
|
| R3 |
1,288.4 |
1,280.9 |
1,261.0 |
|
| R2 |
1,271.5 |
1,271.5 |
1,259.5 |
|
| R1 |
1,264.0 |
1,264.0 |
1,257.9 |
1,267.8 |
| PP |
1,254.6 |
1,254.6 |
1,254.6 |
1,256.5 |
| S1 |
1,247.1 |
1,247.1 |
1,254.9 |
1,250.9 |
| S2 |
1,237.7 |
1,237.7 |
1,253.3 |
|
| S3 |
1,220.8 |
1,230.2 |
1,251.8 |
|
| S4 |
1,203.9 |
1,213.3 |
1,247.1 |
|
|
| 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 |
1,262.2 |
1,236.5 |
25.7 |
2.0% |
10.7 |
0.8% |
77% |
True |
False |
193,454 |
| 10 |
1,262.2 |
1,236.5 |
25.7 |
2.0% |
10.1 |
0.8% |
77% |
True |
False |
198,488 |
| 20 |
1,262.2 |
1,216.8 |
45.4 |
3.6% |
10.4 |
0.8% |
87% |
True |
False |
179,145 |
| 40 |
1,262.2 |
1,202.4 |
59.8 |
4.8% |
11.0 |
0.9% |
90% |
True |
False |
100,528 |
| 60 |
1,262.2 |
1,190.0 |
72.2 |
5.7% |
11.7 |
0.9% |
92% |
True |
False |
68,980 |
| 80 |
1,262.2 |
1,190.0 |
72.2 |
5.7% |
11.4 |
0.9% |
92% |
True |
False |
52,319 |
| 100 |
1,262.2 |
1,173.2 |
89.0 |
7.1% |
11.5 |
0.9% |
93% |
True |
False |
42,198 |
| 120 |
1,284.1 |
1,173.2 |
110.9 |
8.8% |
11.4 |
0.9% |
75% |
False |
False |
35,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,334.0 |
|
2.618 |
1,306.4 |
|
1.618 |
1,289.5 |
|
1.000 |
1,279.1 |
|
0.618 |
1,272.6 |
|
HIGH |
1,262.2 |
|
0.618 |
1,255.7 |
|
0.500 |
1,253.8 |
|
0.382 |
1,251.8 |
|
LOW |
1,245.3 |
|
0.618 |
1,234.9 |
|
1.000 |
1,228.4 |
|
1.618 |
1,218.0 |
|
2.618 |
1,201.1 |
|
4.250 |
1,173.5 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,255.5 |
1,254.5 |
| PP |
1,254.6 |
1,252.7 |
| S1 |
1,253.8 |
1,250.8 |
|