| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,088.0 |
3,061.0 |
-27.0 |
-0.9% |
3,009.0 |
| High |
3,088.0 |
3,083.0 |
-5.0 |
-0.2% |
3,110.0 |
| Low |
3,044.0 |
3,017.0 |
-27.0 |
-0.9% |
2,989.0 |
| Close |
3,071.0 |
3,049.0 |
-22.0 |
-0.7% |
3,071.0 |
| Range |
44.0 |
66.0 |
22.0 |
50.0% |
121.0 |
| ATR |
53.0 |
54.0 |
0.9 |
1.7% |
0.0 |
| Volume |
1,346,251 |
2,095,007 |
748,756 |
55.6% |
3,272,421 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,247.7 |
3,214.3 |
3,085.3 |
|
| R3 |
3,181.7 |
3,148.3 |
3,067.2 |
|
| R2 |
3,115.7 |
3,115.7 |
3,061.1 |
|
| R1 |
3,082.3 |
3,082.3 |
3,055.1 |
3,066.0 |
| PP |
3,049.7 |
3,049.7 |
3,049.7 |
3,041.5 |
| S1 |
3,016.3 |
3,016.3 |
3,043.0 |
3,000.0 |
| S2 |
2,983.7 |
2,983.7 |
3,036.9 |
|
| S3 |
2,917.7 |
2,950.3 |
3,030.9 |
|
| S4 |
2,851.7 |
2,884.3 |
3,012.7 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,419.7 |
3,366.3 |
3,137.6 |
|
| R3 |
3,298.7 |
3,245.3 |
3,104.3 |
|
| R2 |
3,177.7 |
3,177.7 |
3,093.2 |
|
| R1 |
3,124.3 |
3,124.3 |
3,082.1 |
3,151.0 |
| PP |
3,056.7 |
3,056.7 |
3,056.7 |
3,070.0 |
| S1 |
3,003.3 |
3,003.3 |
3,059.9 |
3,030.0 |
| S2 |
2,935.7 |
2,935.7 |
3,048.8 |
|
| S3 |
2,814.7 |
2,882.3 |
3,037.7 |
|
| S4 |
2,693.7 |
2,761.3 |
3,004.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,110.0 |
3,013.0 |
97.0 |
3.2% |
50.6 |
1.7% |
37% |
False |
False |
1,045,552 |
| 10 |
3,193.0 |
2,989.0 |
204.0 |
6.7% |
55.5 |
1.8% |
29% |
False |
False |
573,469 |
| 20 |
3,225.0 |
2,989.0 |
236.0 |
7.7% |
44.0 |
1.4% |
25% |
False |
False |
296,016 |
| 40 |
3,240.0 |
2,989.0 |
251.0 |
8.2% |
45.6 |
1.5% |
24% |
False |
False |
153,944 |
| 60 |
3,429.0 |
2,989.0 |
440.0 |
14.4% |
45.5 |
1.5% |
14% |
False |
False |
105,777 |
| 80 |
3,429.0 |
2,989.0 |
440.0 |
14.4% |
39.5 |
1.3% |
14% |
False |
False |
79,846 |
| 100 |
3,495.0 |
2,989.0 |
506.0 |
16.6% |
35.6 |
1.2% |
12% |
False |
False |
63,948 |
| 120 |
3,495.0 |
2,989.0 |
506.0 |
16.6% |
32.2 |
1.1% |
12% |
False |
False |
53,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,363.5 |
|
2.618 |
3,255.8 |
|
1.618 |
3,189.8 |
|
1.000 |
3,149.0 |
|
0.618 |
3,123.8 |
|
HIGH |
3,083.0 |
|
0.618 |
3,057.8 |
|
0.500 |
3,050.0 |
|
0.382 |
3,042.2 |
|
LOW |
3,017.0 |
|
0.618 |
2,976.2 |
|
1.000 |
2,951.0 |
|
1.618 |
2,910.2 |
|
2.618 |
2,844.2 |
|
4.250 |
2,736.5 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,050.0 |
3,063.5 |
| PP |
3,049.7 |
3,058.7 |
| S1 |
3,049.3 |
3,053.8 |
|