| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,263.5 |
1,260.7 |
-2.8 |
-0.2% |
1,242.8 |
| High |
1,266.2 |
1,273.9 |
7.7 |
0.6% |
1,270.3 |
| Low |
1,257.1 |
1,260.0 |
2.9 |
0.2% |
1,239.4 |
| Close |
1,258.1 |
1,271.8 |
13.7 |
1.1% |
1,258.1 |
| Range |
9.1 |
13.9 |
4.8 |
52.7% |
30.9 |
| ATR |
11.7 |
12.0 |
0.3 |
2.5% |
0.0 |
| Volume |
212,775 |
137,241 |
-75,534 |
-35.5% |
1,144,784 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.3 |
1,304.9 |
1,279.4 |
|
| R3 |
1,296.4 |
1,291.0 |
1,275.6 |
|
| R2 |
1,282.5 |
1,282.5 |
1,274.3 |
|
| R1 |
1,277.1 |
1,277.1 |
1,273.1 |
1,279.8 |
| PP |
1,268.6 |
1,268.6 |
1,268.6 |
1,269.9 |
| S1 |
1,263.2 |
1,263.2 |
1,270.5 |
1,265.9 |
| S2 |
1,254.7 |
1,254.7 |
1,269.3 |
|
| S3 |
1,240.8 |
1,249.3 |
1,268.0 |
|
| S4 |
1,226.9 |
1,235.4 |
1,264.2 |
|
|
| 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 |
1,273.9 |
1,245.3 |
28.6 |
2.2% |
13.9 |
1.1% |
93% |
True |
False |
223,029 |
| 10 |
1,273.9 |
1,236.5 |
37.4 |
2.9% |
11.5 |
0.9% |
94% |
True |
False |
197,898 |
| 20 |
1,273.9 |
1,216.8 |
57.1 |
4.5% |
11.4 |
0.9% |
96% |
True |
False |
199,666 |
| 40 |
1,273.9 |
1,202.4 |
71.5 |
5.6% |
11.3 |
0.9% |
97% |
True |
False |
116,633 |
| 60 |
1,273.9 |
1,192.0 |
81.9 |
6.4% |
11.8 |
0.9% |
97% |
True |
False |
79,895 |
| 80 |
1,273.9 |
1,190.0 |
83.9 |
6.6% |
11.6 |
0.9% |
97% |
True |
False |
60,613 |
| 100 |
1,273.9 |
1,173.2 |
100.7 |
7.9% |
11.7 |
0.9% |
98% |
True |
False |
48,828 |
| 120 |
1,284.1 |
1,173.2 |
110.9 |
8.7% |
11.5 |
0.9% |
89% |
False |
False |
41,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.0 |
|
2.618 |
1,310.3 |
|
1.618 |
1,296.4 |
|
1.000 |
1,287.8 |
|
0.618 |
1,282.5 |
|
HIGH |
1,273.9 |
|
0.618 |
1,268.6 |
|
0.500 |
1,267.0 |
|
0.382 |
1,265.3 |
|
LOW |
1,260.0 |
|
0.618 |
1,251.4 |
|
1.000 |
1,246.1 |
|
1.618 |
1,237.5 |
|
2.618 |
1,223.6 |
|
4.250 |
1,200.9 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,270.2 |
1,267.9 |
| PP |
1,268.6 |
1,264.0 |
| S1 |
1,267.0 |
1,260.1 |
|