| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,049.75 |
5,902.00 |
-147.75 |
-2.4% |
6,599.25 |
| High |
6,123.00 |
6,310.00 |
187.00 |
3.1% |
6,656.00 |
| Low |
5,888.75 |
5,820.50 |
-68.25 |
-1.2% |
6,030.00 |
| Close |
5,892.00 |
6,285.50 |
393.50 |
6.7% |
6,059.00 |
| Range |
234.25 |
489.50 |
255.25 |
109.0% |
626.00 |
| ATR |
198.29 |
219.10 |
20.80 |
10.5% |
0.00 |
| Volume |
449,594 |
642,440 |
192,846 |
42.9% |
3,867,456 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,607.25 |
7,435.75 |
6,554.75 |
|
| R3 |
7,117.75 |
6,946.25 |
6,420.00 |
|
| R2 |
6,628.25 |
6,628.25 |
6,375.25 |
|
| R1 |
6,456.75 |
6,456.75 |
6,330.25 |
6,542.50 |
| PP |
6,138.75 |
6,138.75 |
6,138.75 |
6,181.50 |
| S1 |
5,967.25 |
5,967.25 |
6,240.75 |
6,053.00 |
| S2 |
5,649.25 |
5,649.25 |
6,195.75 |
|
| S3 |
5,159.75 |
5,477.75 |
6,151.00 |
|
| S4 |
4,670.25 |
4,988.25 |
6,016.25 |
|
|
| 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 |
5,820.50 |
789.50 |
12.6% |
313.00 |
5.0% |
59% |
False |
True |
736,135 |
| 10 |
6,897.00 |
5,820.50 |
1,076.50 |
17.1% |
240.25 |
3.8% |
43% |
False |
True |
553,798 |
| 20 |
7,169.00 |
5,820.50 |
1,348.50 |
21.5% |
204.50 |
3.3% |
34% |
False |
True |
279,469 |
| 40 |
7,262.00 |
5,820.50 |
1,441.50 |
22.9% |
190.00 |
3.0% |
32% |
False |
True |
140,678 |
| 60 |
7,750.00 |
5,820.50 |
1,929.50 |
30.7% |
196.50 |
3.1% |
24% |
False |
True |
94,404 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
30.9% |
169.75 |
2.7% |
24% |
False |
True |
70,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,390.50 |
|
2.618 |
7,591.50 |
|
1.618 |
7,102.00 |
|
1.000 |
6,799.50 |
|
0.618 |
6,612.50 |
|
HIGH |
6,310.00 |
|
0.618 |
6,123.00 |
|
0.500 |
6,065.25 |
|
0.382 |
6,007.50 |
|
LOW |
5,820.50 |
|
0.618 |
5,518.00 |
|
1.000 |
5,331.00 |
|
1.618 |
5,028.50 |
|
2.618 |
4,539.00 |
|
4.250 |
3,740.00 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,212.00 |
6,216.75 |
| PP |
6,138.75 |
6,148.00 |
| S1 |
6,065.25 |
6,079.25 |
|