| 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 |
6,350.00 |
6,325.00 |
-25.00 |
-0.4% |
6,599.25 |
| High |
6,404.50 |
6,338.00 |
-66.50 |
-1.0% |
6,656.00 |
| Low |
6,180.00 |
6,030.00 |
-150.00 |
-2.4% |
6,030.00 |
| Close |
6,325.25 |
6,059.00 |
-266.25 |
-4.2% |
6,059.00 |
| Range |
224.50 |
308.00 |
83.50 |
37.2% |
626.00 |
| ATR |
186.88 |
195.53 |
8.65 |
4.6% |
0.00 |
| Volume |
1,011,493 |
862,689 |
-148,804 |
-14.7% |
3,867,456 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,066.25 |
6,870.75 |
6,228.50 |
|
| R3 |
6,758.25 |
6,562.75 |
6,143.75 |
|
| R2 |
6,450.25 |
6,450.25 |
6,115.50 |
|
| R1 |
6,254.75 |
6,254.75 |
6,087.25 |
6,198.50 |
| PP |
6,142.25 |
6,142.25 |
6,142.25 |
6,114.25 |
| S1 |
5,946.75 |
5,946.75 |
6,030.75 |
5,890.50 |
| S2 |
5,834.25 |
5,834.25 |
6,002.50 |
|
| S3 |
5,526.25 |
5,638.75 |
5,974.25 |
|
| S4 |
5,218.25 |
5,330.75 |
5,889.50 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,126.25 |
7,718.75 |
6,403.25 |
|
| R3 |
7,500.25 |
7,092.75 |
6,231.25 |
|
| R2 |
6,874.25 |
6,874.25 |
6,173.75 |
|
| R1 |
6,466.75 |
6,466.75 |
6,116.50 |
6,357.50 |
| PP |
6,248.25 |
6,248.25 |
6,248.25 |
6,193.75 |
| S1 |
5,840.75 |
5,840.75 |
6,001.50 |
5,731.50 |
| S2 |
5,622.25 |
5,622.25 |
5,944.25 |
|
| S3 |
4,996.25 |
5,214.75 |
5,886.75 |
|
| S4 |
4,370.25 |
4,588.75 |
5,714.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,656.00 |
6,030.00 |
626.00 |
10.3% |
239.00 |
3.9% |
5% |
False |
True |
773,491 |
| 10 |
6,897.00 |
6,030.00 |
867.00 |
14.3% |
201.50 |
3.3% |
3% |
False |
True |
447,122 |
| 20 |
7,169.00 |
6,030.00 |
1,139.00 |
18.8% |
182.00 |
3.0% |
3% |
False |
True |
225,049 |
| 40 |
7,262.00 |
6,030.00 |
1,232.00 |
20.3% |
188.25 |
3.1% |
2% |
False |
True |
113,492 |
| 60 |
7,765.00 |
6,030.00 |
1,735.00 |
28.6% |
186.50 |
3.1% |
2% |
False |
True |
76,215 |
| 80 |
7,765.00 |
6,030.00 |
1,735.00 |
28.6% |
161.75 |
2.7% |
2% |
False |
True |
57,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,647.00 |
|
2.618 |
7,144.25 |
|
1.618 |
6,836.25 |
|
1.000 |
6,646.00 |
|
0.618 |
6,528.25 |
|
HIGH |
6,338.00 |
|
0.618 |
6,220.25 |
|
0.500 |
6,184.00 |
|
0.382 |
6,147.75 |
|
LOW |
6,030.00 |
|
0.618 |
5,839.75 |
|
1.000 |
5,722.00 |
|
1.618 |
5,531.75 |
|
2.618 |
5,223.75 |
|
4.250 |
4,721.00 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,184.00 |
6,320.00 |
| PP |
6,142.25 |
6,233.00 |
| S1 |
6,100.75 |
6,146.00 |
|