Trading Metrics calculated at close of trading on 19-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
6,496.50 |
6,464.75 |
-31.75 |
-0.5% |
6,635.00 |
High |
6,577.50 |
6,610.00 |
32.50 |
0.5% |
6,897.00 |
Low |
6,457.00 |
6,301.25 |
-155.75 |
-2.4% |
6,560.25 |
Close |
6,483.75 |
6,352.25 |
-131.50 |
-2.0% |
6,622.50 |
Range |
120.50 |
308.75 |
188.25 |
156.2% |
336.75 |
ATR |
174.39 |
183.98 |
9.60 |
5.5% |
0.00 |
Volume |
646,315 |
714,462 |
68,147 |
10.5% |
603,765 |
|
Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,347.50 |
7,158.50 |
6,522.00 |
|
R3 |
7,038.75 |
6,849.75 |
6,437.25 |
|
R2 |
6,730.00 |
6,730.00 |
6,408.75 |
|
R1 |
6,541.00 |
6,541.00 |
6,380.50 |
6,481.00 |
PP |
6,421.25 |
6,421.25 |
6,421.25 |
6,391.25 |
S1 |
6,232.25 |
6,232.25 |
6,324.00 |
6,172.50 |
S2 |
6,112.50 |
6,112.50 |
6,295.75 |
|
S3 |
5,803.75 |
5,923.50 |
6,267.25 |
|
S4 |
5,495.00 |
5,614.75 |
6,182.50 |
|
|
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 |
6,864.75 |
6,301.25 |
563.50 |
8.9% |
191.25 |
3.0% |
9% |
False |
True |
509,654 |
10 |
6,897.00 |
6,301.25 |
595.75 |
9.4% |
196.50 |
3.1% |
9% |
False |
True |
261,068 |
20 |
7,169.00 |
6,301.25 |
867.75 |
13.7% |
167.25 |
2.6% |
6% |
False |
True |
131,486 |
40 |
7,262.00 |
6,301.25 |
960.75 |
15.1% |
191.25 |
3.0% |
5% |
False |
True |
66,756 |
60 |
7,765.00 |
6,301.25 |
1,463.75 |
23.0% |
180.75 |
2.8% |
3% |
False |
True |
44,997 |
80 |
7,765.00 |
6,301.25 |
1,463.75 |
23.0% |
156.25 |
2.5% |
3% |
False |
True |
33,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,922.25 |
2.618 |
7,418.25 |
1.618 |
7,109.50 |
1.000 |
6,918.75 |
0.618 |
6,800.75 |
HIGH |
6,610.00 |
0.618 |
6,492.00 |
0.500 |
6,455.50 |
0.382 |
6,419.25 |
LOW |
6,301.25 |
0.618 |
6,110.50 |
1.000 |
5,992.50 |
1.618 |
5,801.75 |
2.618 |
5,493.00 |
4.250 |
4,989.00 |
|
|
Fisher Pivots for day following 19-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
6,455.50 |
6,478.50 |
PP |
6,421.25 |
6,436.50 |
S1 |
6,386.75 |
6,394.50 |
|