| 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 |
1,247.0 |
1,263.5 |
16.5 |
1.3% |
1,242.8 |
| High |
1,270.3 |
1,266.2 |
-4.1 |
-0.3% |
1,270.3 |
| Low |
1,246.2 |
1,257.1 |
10.9 |
0.9% |
1,239.4 |
| Close |
1,267.9 |
1,258.1 |
-9.8 |
-0.8% |
1,258.1 |
| Range |
24.1 |
9.1 |
-15.0 |
-62.2% |
30.9 |
| ATR |
11.7 |
11.7 |
-0.1 |
-0.6% |
0.0 |
| Volume |
318,239 |
212,775 |
-105,464 |
-33.1% |
1,144,784 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,287.8 |
1,282.0 |
1,263.1 |
|
| R3 |
1,278.7 |
1,272.9 |
1,260.6 |
|
| R2 |
1,269.6 |
1,269.6 |
1,259.8 |
|
| R1 |
1,263.8 |
1,263.8 |
1,258.9 |
1,262.2 |
| PP |
1,260.5 |
1,260.5 |
1,260.5 |
1,259.6 |
| S1 |
1,254.7 |
1,254.7 |
1,257.3 |
1,253.1 |
| S2 |
1,251.4 |
1,251.4 |
1,256.4 |
|
| S3 |
1,242.3 |
1,245.6 |
1,255.6 |
|
| S4 |
1,233.2 |
1,236.5 |
1,253.1 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.6 |
1,334.3 |
1,275.1 |
|
| R3 |
1,317.7 |
1,303.4 |
1,266.6 |
|
| R2 |
1,286.8 |
1,286.8 |
1,263.8 |
|
| R1 |
1,272.5 |
1,272.5 |
1,260.9 |
1,279.7 |
| PP |
1,255.9 |
1,255.9 |
1,255.9 |
1,259.5 |
| S1 |
1,241.6 |
1,241.6 |
1,255.3 |
1,248.8 |
| S2 |
1,225.0 |
1,225.0 |
1,252.4 |
|
| S3 |
1,194.1 |
1,210.7 |
1,249.6 |
|
| S4 |
1,163.2 |
1,179.8 |
1,241.1 |
|
|
| 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 |
1,239.4 |
30.9 |
2.5% |
13.7 |
1.1% |
61% |
False |
False |
228,956 |
| 10 |
1,270.3 |
1,236.5 |
33.8 |
2.7% |
11.1 |
0.9% |
64% |
False |
False |
204,148 |
| 20 |
1,270.3 |
1,216.8 |
53.5 |
4.3% |
11.0 |
0.9% |
77% |
False |
False |
199,912 |
| 40 |
1,270.3 |
1,202.4 |
67.9 |
5.4% |
11.3 |
0.9% |
82% |
False |
False |
113,395 |
| 60 |
1,270.3 |
1,190.0 |
80.3 |
6.4% |
11.8 |
0.9% |
85% |
False |
False |
77,669 |
| 80 |
1,270.3 |
1,190.0 |
80.3 |
6.4% |
11.6 |
0.9% |
85% |
False |
False |
58,925 |
| 100 |
1,270.3 |
1,173.2 |
97.1 |
7.7% |
11.6 |
0.9% |
87% |
False |
False |
47,470 |
| 120 |
1,284.1 |
1,173.2 |
110.9 |
8.8% |
11.4 |
0.9% |
77% |
False |
False |
39,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,304.9 |
|
2.618 |
1,290.0 |
|
1.618 |
1,280.9 |
|
1.000 |
1,275.3 |
|
0.618 |
1,271.8 |
|
HIGH |
1,266.2 |
|
0.618 |
1,262.7 |
|
0.500 |
1,261.7 |
|
0.382 |
1,260.6 |
|
LOW |
1,257.1 |
|
0.618 |
1,251.5 |
|
1.000 |
1,248.0 |
|
1.618 |
1,242.4 |
|
2.618 |
1,233.3 |
|
4.250 |
1,218.4 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,261.7 |
1,258.0 |
| PP |
1,260.5 |
1,257.9 |
| S1 |
1,259.3 |
1,257.8 |
|