| 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 |
6,633.5 |
6,637.5 |
4.0 |
0.1% |
6,665.5 |
| High |
6,724.5 |
6,699.5 |
-25.0 |
-0.4% |
6,842.0 |
| Low |
6,601.5 |
6,565.0 |
-36.5 |
-0.6% |
6,646.0 |
| Close |
6,716.5 |
6,650.0 |
-66.5 |
-1.0% |
6,768.0 |
| Range |
123.0 |
134.5 |
11.5 |
9.3% |
196.0 |
| ATR |
103.0 |
106.5 |
3.5 |
3.4% |
0.0 |
| Volume |
170,696 |
136,185 |
-34,511 |
-20.2% |
229,477 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,041.5 |
6,980.5 |
6,724.0 |
|
| R3 |
6,907.0 |
6,846.0 |
6,687.0 |
|
| R2 |
6,772.5 |
6,772.5 |
6,674.5 |
|
| R1 |
6,711.5 |
6,711.5 |
6,662.5 |
6,742.0 |
| PP |
6,638.0 |
6,638.0 |
6,638.0 |
6,653.5 |
| S1 |
6,577.0 |
6,577.0 |
6,637.5 |
6,607.5 |
| S2 |
6,503.5 |
6,503.5 |
6,625.5 |
|
| S3 |
6,369.0 |
6,442.5 |
6,613.0 |
|
| S4 |
6,234.5 |
6,308.0 |
6,576.0 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,340.0 |
7,250.0 |
6,876.0 |
|
| R3 |
7,144.0 |
7,054.0 |
6,822.0 |
|
| R2 |
6,948.0 |
6,948.0 |
6,804.0 |
|
| R1 |
6,858.0 |
6,858.0 |
6,786.0 |
6,903.0 |
| PP |
6,752.0 |
6,752.0 |
6,752.0 |
6,774.5 |
| S1 |
6,662.0 |
6,662.0 |
6,750.0 |
6,707.0 |
| S2 |
6,556.0 |
6,556.0 |
6,732.0 |
|
| S3 |
6,360.0 |
6,466.0 |
6,714.0 |
|
| S4 |
6,164.0 |
6,270.0 |
6,660.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,803.0 |
6,565.0 |
238.0 |
3.6% |
115.0 |
1.7% |
36% |
False |
True |
202,631 |
| 10 |
6,842.0 |
6,565.0 |
277.0 |
4.2% |
103.0 |
1.6% |
31% |
False |
True |
114,136 |
| 20 |
7,080.0 |
6,565.0 |
515.0 |
7.7% |
91.0 |
1.4% |
17% |
False |
True |
60,039 |
| 40 |
7,082.5 |
6,565.0 |
517.5 |
7.8% |
70.0 |
1.1% |
16% |
False |
True |
30,243 |
| 60 |
7,426.0 |
6,565.0 |
861.0 |
12.9% |
52.5 |
0.8% |
10% |
False |
True |
20,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,271.0 |
|
2.618 |
7,051.5 |
|
1.618 |
6,917.0 |
|
1.000 |
6,834.0 |
|
0.618 |
6,782.5 |
|
HIGH |
6,699.5 |
|
0.618 |
6,648.0 |
|
0.500 |
6,632.0 |
|
0.382 |
6,616.5 |
|
LOW |
6,565.0 |
|
0.618 |
6,482.0 |
|
1.000 |
6,430.5 |
|
1.618 |
6,347.5 |
|
2.618 |
6,213.0 |
|
4.250 |
5,993.5 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,644.0 |
6,648.0 |
| PP |
6,638.0 |
6,646.5 |
| S1 |
6,632.0 |
6,645.0 |
|