| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,061.0 |
3,045.0 |
-16.0 |
-0.5% |
3,009.0 |
| High |
3,083.0 |
3,054.0 |
-29.0 |
-0.9% |
3,110.0 |
| Low |
3,017.0 |
3,023.0 |
6.0 |
0.2% |
2,989.0 |
| Close |
3,049.0 |
3,032.0 |
-17.0 |
-0.6% |
3,071.0 |
| Range |
66.0 |
31.0 |
-35.0 |
-53.0% |
121.0 |
| ATR |
54.0 |
52.3 |
-1.6 |
-3.0% |
0.0 |
| Volume |
2,095,007 |
1,202,137 |
-892,870 |
-42.6% |
3,272,421 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,129.3 |
3,111.7 |
3,049.1 |
|
| R3 |
3,098.3 |
3,080.7 |
3,040.5 |
|
| R2 |
3,067.3 |
3,067.3 |
3,037.7 |
|
| R1 |
3,049.7 |
3,049.7 |
3,034.8 |
3,043.0 |
| PP |
3,036.3 |
3,036.3 |
3,036.3 |
3,033.0 |
| S1 |
3,018.7 |
3,018.7 |
3,029.2 |
3,012.0 |
| S2 |
3,005.3 |
3,005.3 |
3,026.3 |
|
| S3 |
2,974.3 |
2,987.7 |
3,023.5 |
|
| S4 |
2,943.3 |
2,956.7 |
3,015.0 |
|
|
| 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 |
3,017.0 |
93.0 |
3.1% |
46.2 |
1.5% |
16% |
False |
False |
1,241,046 |
| 10 |
3,152.0 |
2,989.0 |
163.0 |
5.4% |
51.1 |
1.7% |
26% |
False |
False |
691,653 |
| 20 |
3,225.0 |
2,989.0 |
236.0 |
7.8% |
43.3 |
1.4% |
18% |
False |
False |
354,576 |
| 40 |
3,240.0 |
2,989.0 |
251.0 |
8.3% |
45.1 |
1.5% |
17% |
False |
False |
183,993 |
| 60 |
3,429.0 |
2,989.0 |
440.0 |
14.5% |
45.8 |
1.5% |
10% |
False |
False |
125,729 |
| 80 |
3,429.0 |
2,989.0 |
440.0 |
14.5% |
39.7 |
1.3% |
10% |
False |
False |
94,872 |
| 100 |
3,489.0 |
2,989.0 |
500.0 |
16.5% |
35.7 |
1.2% |
9% |
False |
False |
75,969 |
| 120 |
3,495.0 |
2,989.0 |
506.0 |
16.7% |
32.3 |
1.1% |
8% |
False |
False |
63,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,185.8 |
|
2.618 |
3,135.2 |
|
1.618 |
3,104.2 |
|
1.000 |
3,085.0 |
|
0.618 |
3,073.2 |
|
HIGH |
3,054.0 |
|
0.618 |
3,042.2 |
|
0.500 |
3,038.5 |
|
0.382 |
3,034.8 |
|
LOW |
3,023.0 |
|
0.618 |
3,003.8 |
|
1.000 |
2,992.0 |
|
1.618 |
2,972.8 |
|
2.618 |
2,941.8 |
|
4.250 |
2,891.3 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,038.5 |
3,052.5 |
| PP |
3,036.3 |
3,045.7 |
| S1 |
3,034.2 |
3,038.8 |
|