| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,981.0 |
2,960.0 |
-21.0 |
-0.7% |
2,981.0 |
| High |
2,994.0 |
2,991.0 |
-3.0 |
-0.1% |
2,994.0 |
| Low |
2,895.0 |
2,939.0 |
44.0 |
1.5% |
2,895.0 |
| Close |
2,923.0 |
2,974.0 |
51.0 |
1.7% |
2,974.0 |
| Range |
99.0 |
52.0 |
-47.0 |
-47.5% |
99.0 |
| ATR |
58.0 |
58.7 |
0.7 |
1.2% |
0.0 |
| Volume |
1,040,355 |
942,077 |
-98,278 |
-9.4% |
1,982,432 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,124.0 |
3,101.0 |
3,002.6 |
|
| R3 |
3,072.0 |
3,049.0 |
2,988.3 |
|
| R2 |
3,020.0 |
3,020.0 |
2,983.5 |
|
| R1 |
2,997.0 |
2,997.0 |
2,978.8 |
3,008.5 |
| PP |
2,968.0 |
2,968.0 |
2,968.0 |
2,973.8 |
| S1 |
2,945.0 |
2,945.0 |
2,969.2 |
2,956.5 |
| S2 |
2,916.0 |
2,916.0 |
2,964.5 |
|
| S3 |
2,864.0 |
2,893.0 |
2,959.7 |
|
| S4 |
2,812.0 |
2,841.0 |
2,945.4 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,251.3 |
3,211.7 |
3,028.5 |
|
| R3 |
3,152.3 |
3,112.7 |
3,001.2 |
|
| R2 |
3,053.3 |
3,053.3 |
2,992.2 |
|
| R1 |
3,013.7 |
3,013.7 |
2,983.1 |
2,984.0 |
| PP |
2,954.3 |
2,954.3 |
2,954.3 |
2,939.5 |
| S1 |
2,914.7 |
2,914.7 |
2,964.9 |
2,885.0 |
| S2 |
2,855.3 |
2,855.3 |
2,955.9 |
|
| S3 |
2,756.3 |
2,815.7 |
2,946.8 |
|
| S4 |
2,657.3 |
2,716.7 |
2,919.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,056.0 |
2,895.0 |
161.0 |
5.4% |
63.8 |
2.1% |
49% |
False |
False |
1,304,379 |
| 10 |
3,110.0 |
2,895.0 |
215.0 |
7.2% |
55.0 |
1.8% |
37% |
False |
False |
1,272,712 |
| 20 |
3,225.0 |
2,895.0 |
330.0 |
11.1% |
51.7 |
1.7% |
24% |
False |
False |
678,569 |
| 40 |
3,240.0 |
2,895.0 |
345.0 |
11.6% |
45.1 |
1.5% |
23% |
False |
False |
346,754 |
| 60 |
3,400.0 |
2,895.0 |
505.0 |
17.0% |
48.4 |
1.6% |
16% |
False |
False |
234,233 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
18.0% |
42.1 |
1.4% |
15% |
False |
False |
176,357 |
| 100 |
3,466.0 |
2,895.0 |
571.0 |
19.2% |
38.0 |
1.3% |
14% |
False |
False |
141,188 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
20.2% |
34.4 |
1.2% |
13% |
False |
False |
117,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,212.0 |
|
2.618 |
3,127.1 |
|
1.618 |
3,075.1 |
|
1.000 |
3,043.0 |
|
0.618 |
3,023.1 |
|
HIGH |
2,991.0 |
|
0.618 |
2,971.1 |
|
0.500 |
2,965.0 |
|
0.382 |
2,958.9 |
|
LOW |
2,939.0 |
|
0.618 |
2,906.9 |
|
1.000 |
2,887.0 |
|
1.618 |
2,854.9 |
|
2.618 |
2,802.9 |
|
4.250 |
2,718.0 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,971.0 |
2,964.2 |
| PP |
2,968.0 |
2,954.3 |
| S1 |
2,965.0 |
2,944.5 |
|