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 |
6,637.5 |
6,635.5 |
-2.0 |
0.0% |
6,767.0 |
High |
6,699.5 |
6,684.5 |
-15.0 |
-0.2% |
6,786.0 |
Low |
6,565.0 |
6,560.5 |
-4.5 |
-0.1% |
6,560.5 |
Close |
6,650.0 |
6,639.0 |
-11.0 |
-0.2% |
6,639.0 |
Range |
134.5 |
124.0 |
-10.5 |
-7.8% |
225.5 |
ATR |
106.5 |
107.7 |
1.3 |
1.2% |
0.0 |
Volume |
136,185 |
208,644 |
72,459 |
53.2% |
1,118,176 |
|
Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,000.0 |
6,943.5 |
6,707.0 |
|
R3 |
6,876.0 |
6,819.5 |
6,673.0 |
|
R2 |
6,752.0 |
6,752.0 |
6,661.5 |
|
R1 |
6,695.5 |
6,695.5 |
6,650.5 |
6,724.0 |
PP |
6,628.0 |
6,628.0 |
6,628.0 |
6,642.0 |
S1 |
6,571.5 |
6,571.5 |
6,627.5 |
6,600.0 |
S2 |
6,504.0 |
6,504.0 |
6,616.5 |
|
S3 |
6,380.0 |
6,447.5 |
6,605.0 |
|
S4 |
6,256.0 |
6,323.5 |
6,571.0 |
|
|
Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,338.5 |
7,214.0 |
6,763.0 |
|
R3 |
7,113.0 |
6,988.5 |
6,701.0 |
|
R2 |
6,887.5 |
6,887.5 |
6,680.5 |
|
R1 |
6,763.0 |
6,763.0 |
6,659.5 |
6,712.5 |
PP |
6,662.0 |
6,662.0 |
6,662.0 |
6,636.5 |
S1 |
6,537.5 |
6,537.5 |
6,618.5 |
6,487.0 |
S2 |
6,436.5 |
6,436.5 |
6,597.5 |
|
S3 |
6,211.0 |
6,312.0 |
6,577.0 |
|
S4 |
5,985.5 |
6,086.5 |
6,515.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,786.0 |
6,560.5 |
225.5 |
3.4% |
124.0 |
1.9% |
35% |
False |
True |
223,635 |
10 |
6,842.0 |
6,560.5 |
281.5 |
4.2% |
104.0 |
1.6% |
28% |
False |
True |
134,765 |
20 |
7,080.0 |
6,560.5 |
519.5 |
7.8% |
94.5 |
1.4% |
15% |
False |
True |
70,459 |
40 |
7,082.5 |
6,560.5 |
522.0 |
7.9% |
71.0 |
1.1% |
15% |
False |
True |
35,459 |
60 |
7,425.0 |
6,560.5 |
864.5 |
13.0% |
55.0 |
0.8% |
9% |
False |
True |
23,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,211.5 |
2.618 |
7,009.0 |
1.618 |
6,885.0 |
1.000 |
6,808.5 |
0.618 |
6,761.0 |
HIGH |
6,684.5 |
0.618 |
6,637.0 |
0.500 |
6,622.5 |
0.382 |
6,608.0 |
LOW |
6,560.5 |
0.618 |
6,484.0 |
1.000 |
6,436.5 |
1.618 |
6,360.0 |
2.618 |
6,236.0 |
4.250 |
6,033.5 |
|
|
Fisher Pivots for day following 21-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
6,633.5 |
6,642.5 |
PP |
6,628.0 |
6,641.5 |
S1 |
6,622.5 |
6,640.0 |
|