| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,045.0 |
3,033.0 |
-12.0 |
-0.4% |
3,009.0 |
| High |
3,054.0 |
3,056.0 |
2.0 |
0.1% |
3,110.0 |
| Low |
3,023.0 |
2,991.0 |
-32.0 |
-1.1% |
2,989.0 |
| Close |
3,032.0 |
3,042.0 |
10.0 |
0.3% |
3,071.0 |
| Range |
31.0 |
65.0 |
34.0 |
109.7% |
121.0 |
| ATR |
52.3 |
53.2 |
0.9 |
1.7% |
0.0 |
| Volume |
1,202,137 |
1,508,163 |
306,026 |
25.5% |
3,272,421 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,224.7 |
3,198.3 |
3,077.8 |
|
| R3 |
3,159.7 |
3,133.3 |
3,059.9 |
|
| R2 |
3,094.7 |
3,094.7 |
3,053.9 |
|
| R1 |
3,068.3 |
3,068.3 |
3,048.0 |
3,081.5 |
| PP |
3,029.7 |
3,029.7 |
3,029.7 |
3,036.3 |
| S1 |
3,003.3 |
3,003.3 |
3,036.0 |
3,016.5 |
| S2 |
2,964.7 |
2,964.7 |
3,030.1 |
|
| S3 |
2,899.7 |
2,938.3 |
3,024.1 |
|
| S4 |
2,834.7 |
2,873.3 |
3,006.3 |
|
|
| 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 |
2,991.0 |
119.0 |
3.9% |
46.8 |
1.5% |
43% |
False |
True |
1,397,440 |
| 10 |
3,110.0 |
2,989.0 |
121.0 |
4.0% |
55.1 |
1.8% |
44% |
False |
False |
824,822 |
| 20 |
3,225.0 |
2,989.0 |
236.0 |
7.8% |
45.1 |
1.5% |
22% |
False |
False |
429,165 |
| 40 |
3,240.0 |
2,989.0 |
251.0 |
8.3% |
44.6 |
1.5% |
21% |
False |
False |
221,606 |
| 60 |
3,429.0 |
2,989.0 |
440.0 |
14.5% |
46.7 |
1.5% |
12% |
False |
False |
150,732 |
| 80 |
3,429.0 |
2,989.0 |
440.0 |
14.5% |
40.4 |
1.3% |
12% |
False |
False |
113,724 |
| 100 |
3,478.0 |
2,989.0 |
489.0 |
16.1% |
36.2 |
1.2% |
11% |
False |
False |
91,051 |
| 120 |
3,495.0 |
2,989.0 |
506.0 |
16.6% |
32.8 |
1.1% |
10% |
False |
False |
75,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,332.3 |
|
2.618 |
3,226.2 |
|
1.618 |
3,161.2 |
|
1.000 |
3,121.0 |
|
0.618 |
3,096.2 |
|
HIGH |
3,056.0 |
|
0.618 |
3,031.2 |
|
0.500 |
3,023.5 |
|
0.382 |
3,015.8 |
|
LOW |
2,991.0 |
|
0.618 |
2,950.8 |
|
1.000 |
2,926.0 |
|
1.618 |
2,885.8 |
|
2.618 |
2,820.8 |
|
4.250 |
2,714.8 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,035.8 |
3,040.3 |
| PP |
3,029.7 |
3,038.7 |
| S1 |
3,023.5 |
3,037.0 |
|