Trading Metrics calculated at close of trading on 31-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
6,593.0 |
6,698.0 |
105.0 |
1.6% |
6,579.0 |
High |
6,695.0 |
6,698.0 |
3.0 |
0.0% |
6,695.0 |
Low |
6,564.5 |
6,655.0 |
90.5 |
1.4% |
6,475.0 |
Close |
6,666.5 |
6,659.0 |
-7.5 |
-0.1% |
6,666.5 |
Range |
130.5 |
43.0 |
-87.5 |
-67.0% |
220.0 |
ATR |
116.7 |
111.5 |
-5.3 |
-4.5% |
0.0 |
Volume |
124,794 |
29,666 |
-95,128 |
-76.2% |
284,967 |
|
Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,799.5 |
6,772.5 |
6,682.5 |
|
R3 |
6,756.5 |
6,729.5 |
6,671.0 |
|
R2 |
6,713.5 |
6,713.5 |
6,667.0 |
|
R1 |
6,686.5 |
6,686.5 |
6,663.0 |
6,678.5 |
PP |
6,670.5 |
6,670.5 |
6,670.5 |
6,667.0 |
S1 |
6,643.5 |
6,643.5 |
6,655.0 |
6,635.5 |
S2 |
6,627.5 |
6,627.5 |
6,651.0 |
|
S3 |
6,584.5 |
6,600.5 |
6,647.0 |
|
S4 |
6,541.5 |
6,557.5 |
6,635.5 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,272.0 |
7,189.5 |
6,787.5 |
|
R3 |
7,052.0 |
6,969.5 |
6,727.0 |
|
R2 |
6,832.0 |
6,832.0 |
6,707.0 |
|
R1 |
6,749.5 |
6,749.5 |
6,686.5 |
6,791.0 |
PP |
6,612.0 |
6,612.0 |
6,612.0 |
6,633.0 |
S1 |
6,529.5 |
6,529.5 |
6,646.5 |
6,571.0 |
S2 |
6,392.0 |
6,392.0 |
6,626.0 |
|
S3 |
6,172.0 |
6,309.5 |
6,606.0 |
|
S4 |
5,952.0 |
6,089.5 |
6,545.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,698.0 |
6,475.0 |
223.0 |
3.3% |
115.5 |
1.7% |
83% |
True |
False |
104,655 |
10 |
6,803.0 |
6,475.0 |
328.0 |
4.9% |
115.5 |
1.7% |
56% |
False |
False |
153,643 |
20 |
7,080.0 |
6,475.0 |
605.0 |
9.1% |
107.0 |
1.6% |
30% |
False |
False |
85,424 |
40 |
7,082.5 |
6,475.0 |
607.5 |
9.1% |
75.0 |
1.1% |
30% |
False |
False |
43,324 |
60 |
7,290.0 |
6,475.0 |
815.0 |
12.2% |
62.5 |
0.9% |
23% |
False |
False |
28,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,881.0 |
2.618 |
6,810.5 |
1.618 |
6,767.5 |
1.000 |
6,741.0 |
0.618 |
6,724.5 |
HIGH |
6,698.0 |
0.618 |
6,681.5 |
0.500 |
6,676.5 |
0.382 |
6,671.5 |
LOW |
6,655.0 |
0.618 |
6,628.5 |
1.000 |
6,612.0 |
1.618 |
6,585.5 |
2.618 |
6,542.5 |
4.250 |
6,472.0 |
|
|
Fisher Pivots for day following 31-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
6,676.5 |
6,635.0 |
PP |
6,670.5 |
6,610.5 |
S1 |
6,665.0 |
6,586.5 |
|