| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,464.75 |
6,350.00 |
-114.75 |
-1.8% |
6,635.00 |
| High |
6,610.00 |
6,404.50 |
-205.50 |
-3.1% |
6,897.00 |
| Low |
6,301.25 |
6,180.00 |
-121.25 |
-1.9% |
6,560.25 |
| Close |
6,352.25 |
6,325.25 |
-27.00 |
-0.4% |
6,622.50 |
| Range |
308.75 |
224.50 |
-84.25 |
-27.3% |
336.75 |
| ATR |
183.98 |
186.88 |
2.89 |
1.6% |
0.00 |
| Volume |
714,462 |
1,011,493 |
297,031 |
41.6% |
603,765 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,976.75 |
6,875.50 |
6,448.75 |
|
| R3 |
6,752.25 |
6,651.00 |
6,387.00 |
|
| R2 |
6,527.75 |
6,527.75 |
6,366.50 |
|
| R1 |
6,426.50 |
6,426.50 |
6,345.75 |
6,365.00 |
| PP |
6,303.25 |
6,303.25 |
6,303.25 |
6,272.50 |
| S1 |
6,202.00 |
6,202.00 |
6,304.75 |
6,140.50 |
| S2 |
6,078.75 |
6,078.75 |
6,284.00 |
|
| S3 |
5,854.25 |
5,977.50 |
6,263.50 |
|
| S4 |
5,629.75 |
5,753.00 |
6,201.75 |
|
|
| 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 |
6,786.25 |
6,180.00 |
606.25 |
9.6% |
213.00 |
3.4% |
24% |
False |
True |
698,189 |
| 10 |
6,897.00 |
6,180.00 |
717.00 |
11.3% |
196.75 |
3.1% |
20% |
False |
True |
361,416 |
| 20 |
7,169.00 |
6,180.00 |
989.00 |
15.6% |
171.75 |
2.7% |
15% |
False |
True |
181,960 |
| 40 |
7,262.00 |
6,180.00 |
1,082.00 |
17.1% |
187.00 |
3.0% |
13% |
False |
True |
91,977 |
| 60 |
7,765.00 |
6,180.00 |
1,585.00 |
25.1% |
183.00 |
2.9% |
9% |
False |
True |
61,841 |
| 80 |
7,765.00 |
6,180.00 |
1,585.00 |
25.1% |
159.00 |
2.5% |
9% |
False |
True |
46,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,358.50 |
|
2.618 |
6,992.25 |
|
1.618 |
6,767.75 |
|
1.000 |
6,629.00 |
|
0.618 |
6,543.25 |
|
HIGH |
6,404.50 |
|
0.618 |
6,318.75 |
|
0.500 |
6,292.25 |
|
0.382 |
6,265.75 |
|
LOW |
6,180.00 |
|
0.618 |
6,041.25 |
|
1.000 |
5,955.50 |
|
1.618 |
5,816.75 |
|
2.618 |
5,592.25 |
|
4.250 |
5,226.00 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,314.25 |
6,395.00 |
| PP |
6,303.25 |
6,371.75 |
| S1 |
6,292.25 |
6,348.50 |
|