| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,010.0 |
2,984.0 |
-26.0 |
-0.9% |
3,061.0 |
| High |
3,014.0 |
2,991.0 |
-23.0 |
-0.8% |
3,083.0 |
| Low |
2,958.0 |
2,944.0 |
-14.0 |
-0.5% |
2,944.0 |
| Close |
2,987.0 |
2,981.0 |
-6.0 |
-0.2% |
2,981.0 |
| Range |
56.0 |
47.0 |
-9.0 |
-16.1% |
139.0 |
| ATR |
55.4 |
54.8 |
-0.6 |
-1.1% |
0.0 |
| Volume |
1,853,515 |
1,177,785 |
-675,730 |
-36.5% |
7,836,607 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,113.0 |
3,094.0 |
3,006.9 |
|
| R3 |
3,066.0 |
3,047.0 |
2,993.9 |
|
| R2 |
3,019.0 |
3,019.0 |
2,989.6 |
|
| R1 |
3,000.0 |
3,000.0 |
2,985.3 |
2,986.0 |
| PP |
2,972.0 |
2,972.0 |
2,972.0 |
2,965.0 |
| S1 |
2,953.0 |
2,953.0 |
2,976.7 |
2,939.0 |
| S2 |
2,925.0 |
2,925.0 |
2,972.4 |
|
| S3 |
2,878.0 |
2,906.0 |
2,968.1 |
|
| S4 |
2,831.0 |
2,859.0 |
2,955.2 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,419.7 |
3,339.3 |
3,057.5 |
|
| R3 |
3,280.7 |
3,200.3 |
3,019.2 |
|
| R2 |
3,141.7 |
3,141.7 |
3,006.5 |
|
| R1 |
3,061.3 |
3,061.3 |
2,993.7 |
3,032.0 |
| PP |
3,002.7 |
3,002.7 |
3,002.7 |
2,988.0 |
| S1 |
2,922.3 |
2,922.3 |
2,968.3 |
2,893.0 |
| S2 |
2,863.7 |
2,863.7 |
2,955.5 |
|
| S3 |
2,724.7 |
2,783.3 |
2,942.8 |
|
| S4 |
2,585.7 |
2,644.3 |
2,904.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,083.0 |
2,944.0 |
139.0 |
4.7% |
53.0 |
1.8% |
27% |
False |
True |
1,567,321 |
| 10 |
3,110.0 |
2,944.0 |
166.0 |
5.6% |
49.9 |
1.7% |
22% |
False |
True |
1,110,902 |
| 20 |
3,225.0 |
2,944.0 |
281.0 |
9.4% |
47.6 |
1.6% |
13% |
False |
True |
579,524 |
| 40 |
3,240.0 |
2,944.0 |
296.0 |
9.9% |
44.1 |
1.5% |
13% |
False |
True |
297,379 |
| 60 |
3,400.0 |
2,944.0 |
456.0 |
15.3% |
46.7 |
1.6% |
8% |
False |
True |
201,250 |
| 80 |
3,429.0 |
2,944.0 |
485.0 |
16.3% |
41.1 |
1.4% |
8% |
False |
True |
151,614 |
| 100 |
3,478.0 |
2,944.0 |
534.0 |
17.9% |
36.9 |
1.2% |
7% |
False |
True |
121,363 |
| 120 |
3,495.0 |
2,944.0 |
551.0 |
18.5% |
33.3 |
1.1% |
7% |
False |
True |
101,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,190.8 |
|
2.618 |
3,114.0 |
|
1.618 |
3,067.0 |
|
1.000 |
3,038.0 |
|
0.618 |
3,020.0 |
|
HIGH |
2,991.0 |
|
0.618 |
2,973.0 |
|
0.500 |
2,967.5 |
|
0.382 |
2,962.0 |
|
LOW |
2,944.0 |
|
0.618 |
2,915.0 |
|
1.000 |
2,897.0 |
|
1.618 |
2,868.0 |
|
2.618 |
2,821.0 |
|
4.250 |
2,744.3 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,976.5 |
3,000.0 |
| PP |
2,972.0 |
2,993.7 |
| S1 |
2,967.5 |
2,987.3 |
|