| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,260.7 |
1,273.5 |
12.8 |
1.0% |
1,242.8 |
| High |
1,273.9 |
1,282.3 |
8.4 |
0.7% |
1,270.3 |
| Low |
1,260.0 |
1,267.4 |
7.4 |
0.6% |
1,239.4 |
| Close |
1,271.8 |
1,273.0 |
1.2 |
0.1% |
1,258.1 |
| Range |
13.9 |
14.9 |
1.0 |
7.2% |
30.9 |
| ATR |
12.0 |
12.2 |
0.2 |
1.8% |
0.0 |
| Volume |
137,241 |
208,542 |
71,301 |
52.0% |
1,144,784 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.9 |
1,310.9 |
1,281.2 |
|
| R3 |
1,304.0 |
1,296.0 |
1,277.1 |
|
| R2 |
1,289.1 |
1,289.1 |
1,275.7 |
|
| R1 |
1,281.1 |
1,281.1 |
1,274.4 |
1,277.7 |
| PP |
1,274.2 |
1,274.2 |
1,274.2 |
1,272.5 |
| S1 |
1,266.2 |
1,266.2 |
1,271.6 |
1,262.8 |
| S2 |
1,259.3 |
1,259.3 |
1,270.3 |
|
| S3 |
1,244.4 |
1,251.3 |
1,268.9 |
|
| S4 |
1,229.5 |
1,236.4 |
1,264.8 |
|
|
| 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 |
1,282.3 |
1,245.3 |
37.0 |
2.9% |
15.8 |
1.2% |
75% |
True |
False |
230,420 |
| 10 |
1,282.3 |
1,236.5 |
45.8 |
3.6% |
12.1 |
0.9% |
80% |
True |
False |
200,113 |
| 20 |
1,282.3 |
1,216.8 |
65.5 |
5.1% |
11.5 |
0.9% |
86% |
True |
False |
203,332 |
| 40 |
1,282.3 |
1,202.4 |
79.9 |
6.3% |
11.4 |
0.9% |
88% |
True |
False |
121,717 |
| 60 |
1,282.3 |
1,192.0 |
90.3 |
7.1% |
11.9 |
0.9% |
90% |
True |
False |
83,312 |
| 80 |
1,282.3 |
1,190.0 |
92.3 |
7.3% |
11.7 |
0.9% |
90% |
True |
False |
63,206 |
| 100 |
1,282.3 |
1,173.2 |
109.1 |
8.6% |
11.7 |
0.9% |
91% |
True |
False |
50,902 |
| 120 |
1,284.1 |
1,173.2 |
110.9 |
8.7% |
11.6 |
0.9% |
90% |
False |
False |
42,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,345.6 |
|
2.618 |
1,321.3 |
|
1.618 |
1,306.4 |
|
1.000 |
1,297.2 |
|
0.618 |
1,291.5 |
|
HIGH |
1,282.3 |
|
0.618 |
1,276.6 |
|
0.500 |
1,274.9 |
|
0.382 |
1,273.1 |
|
LOW |
1,267.4 |
|
0.618 |
1,258.2 |
|
1.000 |
1,252.5 |
|
1.618 |
1,243.3 |
|
2.618 |
1,228.4 |
|
4.250 |
1,204.1 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,274.9 |
1,271.9 |
| PP |
1,274.2 |
1,270.8 |
| S1 |
1,273.6 |
1,269.7 |
|