Trading Metrics calculated at close of trading on 27-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
1,273.5 |
1,270.1 |
-3.4 |
-0.3% |
1,242.8 |
High |
1,282.3 |
1,281.6 |
-0.7 |
-0.1% |
1,270.3 |
Low |
1,267.4 |
1,269.1 |
1.7 |
0.1% |
1,239.4 |
Close |
1,273.0 |
1,281.1 |
8.1 |
0.6% |
1,258.1 |
Range |
14.9 |
12.5 |
-2.4 |
-16.1% |
30.9 |
ATR |
12.2 |
12.2 |
0.0 |
0.2% |
0.0 |
Volume |
208,542 |
213,501 |
4,959 |
2.4% |
1,144,784 |
|
Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.8 |
1,310.4 |
1,288.0 |
|
R3 |
1,302.3 |
1,297.9 |
1,284.5 |
|
R2 |
1,289.8 |
1,289.8 |
1,283.4 |
|
R1 |
1,285.4 |
1,285.4 |
1,282.2 |
1,287.6 |
PP |
1,277.3 |
1,277.3 |
1,277.3 |
1,278.4 |
S1 |
1,272.9 |
1,272.9 |
1,280.0 |
1,275.1 |
S2 |
1,264.8 |
1,264.8 |
1,278.8 |
|
S3 |
1,252.3 |
1,260.4 |
1,277.7 |
|
S4 |
1,239.8 |
1,247.9 |
1,274.2 |
|
|
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 |
1,282.3 |
1,246.2 |
36.1 |
2.8% |
14.9 |
1.2% |
97% |
False |
False |
218,059 |
10 |
1,282.3 |
1,236.5 |
45.8 |
3.6% |
12.8 |
1.0% |
97% |
False |
False |
205,756 |
20 |
1,282.3 |
1,221.8 |
60.5 |
4.7% |
11.2 |
0.9% |
98% |
False |
False |
203,556 |
40 |
1,282.3 |
1,202.4 |
79.9 |
6.2% |
11.5 |
0.9% |
98% |
False |
False |
126,926 |
60 |
1,282.3 |
1,192.0 |
90.3 |
7.0% |
11.8 |
0.9% |
99% |
False |
False |
86,809 |
80 |
1,282.3 |
1,190.0 |
92.3 |
7.2% |
11.7 |
0.9% |
99% |
False |
False |
65,807 |
100 |
1,282.3 |
1,173.2 |
109.1 |
8.5% |
11.7 |
0.9% |
99% |
False |
False |
53,020 |
120 |
1,282.3 |
1,173.2 |
109.1 |
8.5% |
11.6 |
0.9% |
99% |
False |
False |
44,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.7 |
2.618 |
1,314.3 |
1.618 |
1,301.8 |
1.000 |
1,294.1 |
0.618 |
1,289.3 |
HIGH |
1,281.6 |
0.618 |
1,276.8 |
0.500 |
1,275.4 |
0.382 |
1,273.9 |
LOW |
1,269.1 |
0.618 |
1,261.4 |
1.000 |
1,256.6 |
1.618 |
1,248.9 |
2.618 |
1,236.4 |
4.250 |
1,216.0 |
|
|
Fisher Pivots for day following 27-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
1,279.2 |
1,277.8 |
PP |
1,277.3 |
1,274.5 |
S1 |
1,275.4 |
1,271.2 |
|