Trading Metrics calculated at close of trading on 24-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
6,325.00 |
6,049.75 |
-275.25 |
-4.4% |
6,599.25 |
High |
6,338.00 |
6,123.00 |
-215.00 |
-3.4% |
6,656.00 |
Low |
6,030.00 |
5,888.75 |
-141.25 |
-2.3% |
6,030.00 |
Close |
6,059.00 |
5,892.00 |
-167.00 |
-2.8% |
6,059.00 |
Range |
308.00 |
234.25 |
-73.75 |
-23.9% |
626.00 |
ATR |
195.53 |
198.29 |
2.77 |
1.4% |
0.00 |
Volume |
862,689 |
449,594 |
-413,095 |
-47.9% |
3,867,456 |
|
Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,670.75 |
6,515.50 |
6,020.75 |
|
R3 |
6,436.50 |
6,281.25 |
5,956.50 |
|
R2 |
6,202.25 |
6,202.25 |
5,935.00 |
|
R1 |
6,047.00 |
6,047.00 |
5,913.50 |
6,007.50 |
PP |
5,968.00 |
5,968.00 |
5,968.00 |
5,948.00 |
S1 |
5,812.75 |
5,812.75 |
5,870.50 |
5,773.25 |
S2 |
5,733.75 |
5,733.75 |
5,849.00 |
|
S3 |
5,499.50 |
5,578.50 |
5,827.50 |
|
S4 |
5,265.25 |
5,344.25 |
5,763.25 |
|
|
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 |
6,610.00 |
5,888.75 |
721.25 |
12.2% |
239.25 |
4.1% |
0% |
False |
True |
736,910 |
10 |
6,897.00 |
5,888.75 |
1,008.25 |
17.1% |
207.00 |
3.5% |
0% |
False |
True |
491,147 |
20 |
7,169.00 |
5,888.75 |
1,280.25 |
21.7% |
185.50 |
3.1% |
0% |
False |
True |
247,466 |
40 |
7,262.00 |
5,888.75 |
1,373.25 |
23.3% |
188.00 |
3.2% |
0% |
False |
True |
124,661 |
60 |
7,765.00 |
5,888.75 |
1,876.25 |
31.8% |
189.50 |
3.2% |
0% |
False |
True |
83,703 |
80 |
7,765.00 |
5,888.75 |
1,876.25 |
31.8% |
164.25 |
2.8% |
0% |
False |
True |
62,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,118.50 |
2.618 |
6,736.25 |
1.618 |
6,502.00 |
1.000 |
6,357.25 |
0.618 |
6,267.75 |
HIGH |
6,123.00 |
0.618 |
6,033.50 |
0.500 |
6,006.00 |
0.382 |
5,978.25 |
LOW |
5,888.75 |
0.618 |
5,744.00 |
1.000 |
5,654.50 |
1.618 |
5,509.75 |
2.618 |
5,275.50 |
4.250 |
4,893.25 |
|
|
Fisher Pivots for day following 24-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
6,006.00 |
6,146.50 |
PP |
5,968.00 |
6,061.75 |
S1 |
5,930.00 |
5,977.00 |
|