| 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 |
1,253.5 |
1,247.0 |
-6.5 |
-0.5% |
1,255.6 |
| High |
1,262.2 |
1,270.3 |
8.1 |
0.6% |
1,256.6 |
| Low |
1,245.3 |
1,246.2 |
0.9 |
0.1% |
1,236.5 |
| Close |
1,256.4 |
1,267.9 |
11.5 |
0.9% |
1,241.4 |
| Range |
16.9 |
24.1 |
7.2 |
42.6% |
20.1 |
| ATR |
10.8 |
11.7 |
1.0 |
8.8% |
0.0 |
| Volume |
275,306 |
318,239 |
42,933 |
15.6% |
896,697 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.8 |
1,324.9 |
1,281.2 |
|
| R3 |
1,309.7 |
1,300.8 |
1,274.5 |
|
| R2 |
1,285.6 |
1,285.6 |
1,272.3 |
|
| R1 |
1,276.7 |
1,276.7 |
1,270.1 |
1,281.2 |
| PP |
1,261.5 |
1,261.5 |
1,261.5 |
1,263.7 |
| S1 |
1,252.6 |
1,252.6 |
1,265.7 |
1,257.1 |
| S2 |
1,237.4 |
1,237.4 |
1,263.5 |
|
| S3 |
1,213.3 |
1,228.5 |
1,261.3 |
|
| S4 |
1,189.2 |
1,204.4 |
1,254.6 |
|
|
| 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 |
1,270.3 |
1,236.5 |
33.8 |
2.7% |
14.0 |
1.1% |
93% |
True |
False |
225,332 |
| 10 |
1,270.3 |
1,236.5 |
33.8 |
2.7% |
11.5 |
0.9% |
93% |
True |
False |
205,426 |
| 20 |
1,270.3 |
1,216.8 |
53.5 |
4.2% |
11.0 |
0.9% |
96% |
True |
False |
192,404 |
| 40 |
1,270.3 |
1,202.4 |
67.9 |
5.4% |
11.4 |
0.9% |
96% |
True |
False |
108,428 |
| 60 |
1,270.3 |
1,190.0 |
80.3 |
6.3% |
11.9 |
0.9% |
97% |
True |
False |
74,250 |
| 80 |
1,270.3 |
1,190.0 |
80.3 |
6.3% |
11.5 |
0.9% |
97% |
True |
False |
56,278 |
| 100 |
1,270.3 |
1,173.2 |
97.1 |
7.7% |
11.6 |
0.9% |
98% |
True |
False |
45,352 |
| 120 |
1,284.1 |
1,173.2 |
110.9 |
8.7% |
11.5 |
0.9% |
85% |
False |
False |
38,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,372.7 |
|
2.618 |
1,333.4 |
|
1.618 |
1,309.3 |
|
1.000 |
1,294.4 |
|
0.618 |
1,285.2 |
|
HIGH |
1,270.3 |
|
0.618 |
1,261.1 |
|
0.500 |
1,258.3 |
|
0.382 |
1,255.4 |
|
LOW |
1,246.2 |
|
0.618 |
1,231.3 |
|
1.000 |
1,222.1 |
|
1.618 |
1,207.2 |
|
2.618 |
1,183.1 |
|
4.250 |
1,143.8 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,264.7 |
1,264.5 |
| PP |
1,261.5 |
1,261.2 |
| S1 |
1,258.3 |
1,257.8 |
|