| 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 |
1,345.8 |
1,340.7 |
-5.1 |
-0.4% |
1,413.7 |
| High |
1,362.7 |
1,342.6 |
-20.1 |
-1.5% |
1,423.4 |
| Low |
1,313.7 |
1,291.1 |
-22.6 |
-1.7% |
1,291.1 |
| Close |
1,337.8 |
1,297.4 |
-40.4 |
-3.0% |
1,297.4 |
| Range |
49.0 |
51.5 |
2.5 |
5.1% |
132.3 |
| ATR |
37.7 |
38.7 |
1.0 |
2.6% |
0.0 |
| Volume |
344,731 |
250,825 |
-93,906 |
-27.2% |
1,467,349 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.9 |
1,432.6 |
1,325.7 |
|
| R3 |
1,413.4 |
1,381.1 |
1,311.6 |
|
| R2 |
1,361.9 |
1,361.9 |
1,306.8 |
|
| R1 |
1,329.6 |
1,329.6 |
1,302.1 |
1,320.0 |
| PP |
1,310.4 |
1,310.4 |
1,310.4 |
1,305.6 |
| S1 |
1,278.1 |
1,278.1 |
1,292.7 |
1,268.5 |
| S2 |
1,258.9 |
1,258.9 |
1,288.0 |
|
| S3 |
1,207.4 |
1,226.6 |
1,283.2 |
|
| S4 |
1,155.9 |
1,175.1 |
1,269.1 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,734.2 |
1,648.1 |
1,370.2 |
|
| R3 |
1,601.9 |
1,515.8 |
1,333.8 |
|
| R2 |
1,469.6 |
1,469.6 |
1,321.7 |
|
| R1 |
1,383.5 |
1,383.5 |
1,309.5 |
1,360.4 |
| PP |
1,337.3 |
1,337.3 |
1,337.3 |
1,325.8 |
| S1 |
1,251.2 |
1,251.2 |
1,285.3 |
1,228.1 |
| S2 |
1,205.0 |
1,205.0 |
1,273.1 |
|
| S3 |
1,072.7 |
1,118.9 |
1,261.0 |
|
| S4 |
940.4 |
986.6 |
1,224.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,423.4 |
1,291.1 |
132.3 |
10.2% |
48.2 |
3.7% |
5% |
False |
True |
293,469 |
| 10 |
1,478.2 |
1,291.1 |
187.1 |
14.4% |
41.5 |
3.2% |
3% |
False |
True |
174,983 |
| 20 |
1,567.4 |
1,291.1 |
276.3 |
21.3% |
37.5 |
2.9% |
2% |
False |
True |
87,628 |
| 40 |
1,593.9 |
1,291.1 |
302.8 |
23.3% |
34.8 |
2.7% |
2% |
False |
True |
43,847 |
| 60 |
1,717.2 |
1,291.1 |
426.1 |
32.8% |
34.3 |
2.6% |
1% |
False |
True |
29,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,561.5 |
|
2.618 |
1,477.4 |
|
1.618 |
1,425.9 |
|
1.000 |
1,394.1 |
|
0.618 |
1,374.4 |
|
HIGH |
1,342.6 |
|
0.618 |
1,322.9 |
|
0.500 |
1,316.9 |
|
0.382 |
1,310.8 |
|
LOW |
1,291.1 |
|
0.618 |
1,259.3 |
|
1.000 |
1,239.6 |
|
1.618 |
1,207.8 |
|
2.618 |
1,156.3 |
|
4.250 |
1,072.2 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,316.9 |
1,345.6 |
| PP |
1,310.4 |
1,329.5 |
| S1 |
1,303.9 |
1,313.5 |
|