Trading Metrics calculated at close of trading on 31-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
1,278.0 |
1,283.0 |
5.0 |
0.4% |
1,260.7 |
High |
1,284.7 |
1,286.5 |
1.8 |
0.1% |
1,284.7 |
Low |
1,276.5 |
1,279.7 |
3.2 |
0.3% |
1,260.0 |
Close |
1,283.0 |
1,281.3 |
-1.7 |
-0.1% |
1,283.0 |
Range |
8.2 |
6.8 |
-1.4 |
-17.1% |
24.7 |
ATR |
11.9 |
11.5 |
-0.4 |
-3.1% |
0.0 |
Volume |
162,727 |
113,258 |
-49,469 |
-30.4% |
722,011 |
|
Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.9 |
1,298.9 |
1,285.0 |
|
R3 |
1,296.1 |
1,292.1 |
1,283.2 |
|
R2 |
1,289.3 |
1,289.3 |
1,282.5 |
|
R1 |
1,285.3 |
1,285.3 |
1,281.9 |
1,283.9 |
PP |
1,282.5 |
1,282.5 |
1,282.5 |
1,281.8 |
S1 |
1,278.5 |
1,278.5 |
1,280.7 |
1,277.1 |
S2 |
1,275.7 |
1,275.7 |
1,280.1 |
|
S3 |
1,268.9 |
1,271.7 |
1,279.4 |
|
S4 |
1,262.1 |
1,264.9 |
1,277.6 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.0 |
1,341.2 |
1,296.6 |
|
R3 |
1,325.3 |
1,316.5 |
1,289.8 |
|
R2 |
1,300.6 |
1,300.6 |
1,287.5 |
|
R1 |
1,291.8 |
1,291.8 |
1,285.3 |
1,296.2 |
PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,278.1 |
S1 |
1,267.1 |
1,267.1 |
1,280.7 |
1,271.5 |
S2 |
1,251.2 |
1,251.2 |
1,278.5 |
|
S3 |
1,226.5 |
1,242.4 |
1,276.2 |
|
S4 |
1,201.8 |
1,217.7 |
1,269.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.5 |
1,260.0 |
26.5 |
2.1% |
11.3 |
0.9% |
80% |
True |
False |
167,053 |
10 |
1,286.5 |
1,239.4 |
47.1 |
3.7% |
12.5 |
1.0% |
89% |
True |
False |
198,005 |
20 |
1,286.5 |
1,226.6 |
59.9 |
4.7% |
11.1 |
0.9% |
91% |
True |
False |
196,511 |
40 |
1,286.5 |
1,202.4 |
84.1 |
6.6% |
11.0 |
0.9% |
94% |
True |
False |
132,650 |
60 |
1,286.5 |
1,192.0 |
94.5 |
7.4% |
11.7 |
0.9% |
94% |
True |
False |
91,187 |
80 |
1,286.5 |
1,190.0 |
96.5 |
7.5% |
11.7 |
0.9% |
95% |
True |
False |
69,140 |
100 |
1,286.5 |
1,173.2 |
113.3 |
8.8% |
11.7 |
0.9% |
95% |
True |
False |
55,733 |
120 |
1,286.5 |
1,173.2 |
113.3 |
8.8% |
11.5 |
0.9% |
95% |
True |
False |
46,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.4 |
2.618 |
1,304.3 |
1.618 |
1,297.5 |
1.000 |
1,293.3 |
0.618 |
1,290.7 |
HIGH |
1,286.5 |
0.618 |
1,283.9 |
0.500 |
1,283.1 |
0.382 |
1,282.3 |
LOW |
1,279.7 |
0.618 |
1,275.5 |
1.000 |
1,272.9 |
1.618 |
1,268.7 |
2.618 |
1,261.9 |
4.250 |
1,250.8 |
|
|
Fisher Pivots for day following 31-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
1,283.1 |
1,280.1 |
PP |
1,282.5 |
1,279.0 |
S1 |
1,281.9 |
1,277.8 |
|