| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,599.25 |
6,496.50 |
-102.75 |
-1.6% |
6,635.00 |
| High |
6,656.00 |
6,577.50 |
-78.50 |
-1.2% |
6,897.00 |
| Low |
6,423.25 |
6,457.00 |
33.75 |
0.5% |
6,560.25 |
| Close |
6,489.25 |
6,483.75 |
-5.50 |
-0.1% |
6,622.50 |
| Range |
232.75 |
120.50 |
-112.25 |
-48.2% |
336.75 |
| ATR |
178.53 |
174.39 |
-4.15 |
-2.3% |
0.00 |
| Volume |
632,497 |
646,315 |
13,818 |
2.2% |
603,765 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,867.50 |
6,796.25 |
6,550.00 |
|
| R3 |
6,747.00 |
6,675.75 |
6,517.00 |
|
| R2 |
6,626.50 |
6,626.50 |
6,505.75 |
|
| R1 |
6,555.25 |
6,555.25 |
6,494.75 |
6,530.50 |
| PP |
6,506.00 |
6,506.00 |
6,506.00 |
6,493.75 |
| S1 |
6,434.75 |
6,434.75 |
6,472.75 |
6,410.00 |
| S2 |
6,385.50 |
6,385.50 |
6,461.75 |
|
| S3 |
6,265.00 |
6,314.25 |
6,450.50 |
|
| S4 |
6,144.50 |
6,193.75 |
6,417.50 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,703.50 |
7,499.75 |
6,807.75 |
|
| R3 |
7,366.75 |
7,163.00 |
6,715.00 |
|
| R2 |
7,030.00 |
7,030.00 |
6,684.25 |
|
| R1 |
6,826.25 |
6,826.25 |
6,653.25 |
6,759.75 |
| PP |
6,693.25 |
6,693.25 |
6,693.25 |
6,660.00 |
| S1 |
6,489.50 |
6,489.50 |
6,591.75 |
6,423.00 |
| S2 |
6,356.50 |
6,356.50 |
6,560.75 |
|
| S3 |
6,019.75 |
6,152.75 |
6,530.00 |
|
| S4 |
5,683.00 |
5,816.00 |
6,437.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,897.00 |
6,423.25 |
473.75 |
7.3% |
167.50 |
2.6% |
13% |
False |
False |
371,461 |
| 10 |
6,897.00 |
6,423.25 |
473.75 |
7.3% |
172.00 |
2.7% |
13% |
False |
False |
189,675 |
| 20 |
7,169.00 |
6,423.25 |
745.75 |
11.5% |
163.00 |
2.5% |
8% |
False |
False |
96,048 |
| 40 |
7,262.00 |
6,423.25 |
838.75 |
12.9% |
188.75 |
2.9% |
7% |
False |
False |
48,958 |
| 60 |
7,765.00 |
6,423.25 |
1,341.75 |
20.7% |
176.50 |
2.7% |
5% |
False |
False |
33,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,089.50 |
|
2.618 |
6,893.00 |
|
1.618 |
6,772.50 |
|
1.000 |
6,698.00 |
|
0.618 |
6,652.00 |
|
HIGH |
6,577.50 |
|
0.618 |
6,531.50 |
|
0.500 |
6,517.25 |
|
0.382 |
6,503.00 |
|
LOW |
6,457.00 |
|
0.618 |
6,382.50 |
|
1.000 |
6,336.50 |
|
1.618 |
6,262.00 |
|
2.618 |
6,141.50 |
|
4.250 |
5,945.00 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,517.25 |
6,604.75 |
| PP |
6,506.00 |
6,564.50 |
| S1 |
6,495.00 |
6,524.00 |
|