| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,635.5 |
6,579.0 |
-56.5 |
-0.9% |
6,767.0 |
| High |
6,684.5 |
6,632.5 |
-52.0 |
-0.8% |
6,786.0 |
| Low |
6,560.5 |
6,570.0 |
9.5 |
0.1% |
6,560.5 |
| Close |
6,639.0 |
6,611.5 |
-27.5 |
-0.4% |
6,639.0 |
| Range |
124.0 |
62.5 |
-61.5 |
-49.6% |
225.5 |
| ATR |
107.7 |
105.0 |
-2.8 |
-2.6% |
0.0 |
| Volume |
208,644 |
22,489 |
-186,155 |
-89.2% |
1,118,176 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,792.0 |
6,764.5 |
6,646.0 |
|
| R3 |
6,729.5 |
6,702.0 |
6,628.5 |
|
| R2 |
6,667.0 |
6,667.0 |
6,623.0 |
|
| R1 |
6,639.5 |
6,639.5 |
6,617.0 |
6,653.0 |
| PP |
6,604.5 |
6,604.5 |
6,604.5 |
6,611.5 |
| S1 |
6,577.0 |
6,577.0 |
6,606.0 |
6,591.0 |
| S2 |
6,542.0 |
6,542.0 |
6,600.0 |
|
| S3 |
6,479.5 |
6,514.5 |
6,594.5 |
|
| S4 |
6,417.0 |
6,452.0 |
6,577.0 |
|
|
| 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 |
6,724.5 |
6,560.5 |
164.0 |
2.5% |
105.0 |
1.6% |
31% |
False |
False |
176,207 |
| 10 |
6,842.0 |
6,560.5 |
281.5 |
4.3% |
100.5 |
1.5% |
18% |
False |
False |
136,132 |
| 20 |
7,080.0 |
6,560.5 |
519.5 |
7.9% |
95.0 |
1.4% |
10% |
False |
False |
71,583 |
| 40 |
7,082.5 |
6,560.5 |
522.0 |
7.9% |
70.0 |
1.1% |
10% |
False |
False |
36,021 |
| 60 |
7,425.0 |
6,560.5 |
864.5 |
13.1% |
56.0 |
0.8% |
6% |
False |
False |
24,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,898.0 |
|
2.618 |
6,796.0 |
|
1.618 |
6,733.5 |
|
1.000 |
6,695.0 |
|
0.618 |
6,671.0 |
|
HIGH |
6,632.5 |
|
0.618 |
6,608.5 |
|
0.500 |
6,601.0 |
|
0.382 |
6,594.0 |
|
LOW |
6,570.0 |
|
0.618 |
6,531.5 |
|
1.000 |
6,507.5 |
|
1.618 |
6,469.0 |
|
2.618 |
6,406.5 |
|
4.250 |
6,304.5 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,608.0 |
6,630.0 |
| PP |
6,604.5 |
6,624.0 |
| S1 |
6,601.0 |
6,617.5 |
|