Trading Metrics calculated at close of trading on 27-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
6,579.0 |
6,633.0 |
54.0 |
0.8% |
6,767.0 |
High |
6,632.5 |
6,692.5 |
60.0 |
0.9% |
6,786.0 |
Low |
6,570.0 |
6,475.0 |
-95.0 |
-1.4% |
6,560.5 |
Close |
6,611.5 |
6,529.5 |
-82.0 |
-1.2% |
6,639.0 |
Range |
62.5 |
217.5 |
155.0 |
248.0% |
225.5 |
ATR |
105.0 |
113.0 |
8.0 |
7.7% |
0.0 |
Volume |
22,489 |
137,684 |
115,195 |
512.2% |
1,118,176 |
|
Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,218.0 |
7,091.5 |
6,649.0 |
|
R3 |
7,000.5 |
6,874.0 |
6,589.5 |
|
R2 |
6,783.0 |
6,783.0 |
6,569.5 |
|
R1 |
6,656.5 |
6,656.5 |
6,549.5 |
6,611.0 |
PP |
6,565.5 |
6,565.5 |
6,565.5 |
6,543.0 |
S1 |
6,439.0 |
6,439.0 |
6,509.5 |
6,393.5 |
S2 |
6,348.0 |
6,348.0 |
6,489.5 |
|
S3 |
6,130.5 |
6,221.5 |
6,469.5 |
|
S4 |
5,913.0 |
6,004.0 |
6,410.0 |
|
|
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 |
6,475.0 |
249.5 |
3.8% |
132.5 |
2.0% |
22% |
False |
True |
135,139 |
10 |
6,842.0 |
6,475.0 |
367.0 |
5.6% |
111.0 |
1.7% |
15% |
False |
True |
149,177 |
20 |
7,080.0 |
6,475.0 |
605.0 |
9.3% |
103.0 |
1.6% |
9% |
False |
True |
78,459 |
40 |
7,082.5 |
6,475.0 |
607.5 |
9.3% |
73.5 |
1.1% |
9% |
False |
True |
39,463 |
60 |
7,425.0 |
6,475.0 |
950.0 |
14.5% |
59.5 |
0.9% |
6% |
False |
True |
26,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,617.0 |
2.618 |
7,262.0 |
1.618 |
7,044.5 |
1.000 |
6,910.0 |
0.618 |
6,827.0 |
HIGH |
6,692.5 |
0.618 |
6,609.5 |
0.500 |
6,584.0 |
0.382 |
6,558.0 |
LOW |
6,475.0 |
0.618 |
6,340.5 |
1.000 |
6,257.5 |
1.618 |
6,123.0 |
2.618 |
5,905.5 |
4.250 |
5,550.5 |
|
|
Fisher Pivots for day following 27-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
6,584.0 |
6,584.0 |
PP |
6,565.5 |
6,565.5 |
S1 |
6,547.5 |
6,547.5 |
|