| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,033.0 |
3,010.0 |
-23.0 |
-0.8% |
3,009.0 |
| High |
3,056.0 |
3,014.0 |
-42.0 |
-1.4% |
3,110.0 |
| Low |
2,991.0 |
2,958.0 |
-33.0 |
-1.1% |
2,989.0 |
| Close |
3,042.0 |
2,987.0 |
-55.0 |
-1.8% |
3,071.0 |
| Range |
65.0 |
56.0 |
-9.0 |
-13.8% |
121.0 |
| ATR |
53.2 |
55.4 |
2.2 |
4.1% |
0.0 |
| Volume |
1,508,163 |
1,853,515 |
345,352 |
22.9% |
3,272,421 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,154.3 |
3,126.7 |
3,017.8 |
|
| R3 |
3,098.3 |
3,070.7 |
3,002.4 |
|
| R2 |
3,042.3 |
3,042.3 |
2,997.3 |
|
| R1 |
3,014.7 |
3,014.7 |
2,992.1 |
3,000.5 |
| PP |
2,986.3 |
2,986.3 |
2,986.3 |
2,979.3 |
| S1 |
2,958.7 |
2,958.7 |
2,981.9 |
2,944.5 |
| S2 |
2,930.3 |
2,930.3 |
2,976.7 |
|
| S3 |
2,874.3 |
2,902.7 |
2,971.6 |
|
| S4 |
2,818.3 |
2,846.7 |
2,956.2 |
|
|
| 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 |
3,088.0 |
2,958.0 |
130.0 |
4.4% |
52.4 |
1.8% |
22% |
False |
True |
1,601,014 |
| 10 |
3,110.0 |
2,958.0 |
152.0 |
5.1% |
51.5 |
1.7% |
19% |
False |
True |
1,002,368 |
| 20 |
3,225.0 |
2,958.0 |
267.0 |
8.9% |
46.6 |
1.6% |
11% |
False |
True |
521,426 |
| 40 |
3,240.0 |
2,958.0 |
282.0 |
9.4% |
44.3 |
1.5% |
10% |
False |
True |
267,936 |
| 60 |
3,419.0 |
2,958.0 |
461.0 |
15.4% |
47.0 |
1.6% |
6% |
False |
True |
181,621 |
| 80 |
3,429.0 |
2,958.0 |
471.0 |
15.8% |
40.8 |
1.4% |
6% |
False |
True |
136,892 |
| 100 |
3,478.0 |
2,958.0 |
520.0 |
17.4% |
36.5 |
1.2% |
6% |
False |
True |
109,586 |
| 120 |
3,495.0 |
2,958.0 |
537.0 |
18.0% |
33.2 |
1.1% |
5% |
False |
True |
91,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,252.0 |
|
2.618 |
3,160.6 |
|
1.618 |
3,104.6 |
|
1.000 |
3,070.0 |
|
0.618 |
3,048.6 |
|
HIGH |
3,014.0 |
|
0.618 |
2,992.6 |
|
0.500 |
2,986.0 |
|
0.382 |
2,979.4 |
|
LOW |
2,958.0 |
|
0.618 |
2,923.4 |
|
1.000 |
2,902.0 |
|
1.618 |
2,867.4 |
|
2.618 |
2,811.4 |
|
4.250 |
2,720.0 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,986.7 |
3,007.0 |
| PP |
2,986.3 |
3,000.3 |
| S1 |
2,986.0 |
2,993.7 |
|