| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
5,902.00 |
6,283.00 |
381.00 |
6.5% |
6,599.25 |
| High |
6,310.00 |
6,333.00 |
23.00 |
0.4% |
6,656.00 |
| Low |
5,820.50 |
6,053.25 |
232.75 |
4.0% |
6,030.00 |
| Close |
6,285.50 |
6,323.50 |
38.00 |
0.6% |
6,059.00 |
| Range |
489.50 |
279.75 |
-209.75 |
-42.8% |
626.00 |
| ATR |
219.10 |
223.43 |
4.33 |
2.0% |
0.00 |
| Volume |
642,440 |
740,129 |
97,689 |
15.2% |
3,867,456 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,075.75 |
6,979.50 |
6,477.25 |
|
| R3 |
6,796.00 |
6,699.75 |
6,400.50 |
|
| R2 |
6,516.25 |
6,516.25 |
6,374.75 |
|
| R1 |
6,420.00 |
6,420.00 |
6,349.25 |
6,468.00 |
| PP |
6,236.50 |
6,236.50 |
6,236.50 |
6,260.75 |
| S1 |
6,140.25 |
6,140.25 |
6,297.75 |
6,188.50 |
| S2 |
5,956.75 |
5,956.75 |
6,272.25 |
|
| S3 |
5,677.00 |
5,860.50 |
6,246.50 |
|
| S4 |
5,397.25 |
5,580.75 |
6,169.75 |
|
|
| 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 |
6,404.50 |
5,820.50 |
584.00 |
9.2% |
307.25 |
4.9% |
86% |
False |
False |
741,269 |
| 10 |
6,864.75 |
5,820.50 |
1,044.25 |
16.5% |
249.25 |
3.9% |
48% |
False |
False |
625,461 |
| 20 |
7,169.00 |
5,820.50 |
1,348.50 |
21.3% |
208.00 |
3.3% |
37% |
False |
False |
316,256 |
| 40 |
7,262.00 |
5,820.50 |
1,441.50 |
22.8% |
192.50 |
3.0% |
35% |
False |
False |
159,113 |
| 60 |
7,740.25 |
5,820.50 |
1,919.75 |
30.4% |
199.75 |
3.2% |
26% |
False |
False |
106,723 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
30.8% |
172.00 |
2.7% |
26% |
False |
False |
80,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,522.00 |
|
2.618 |
7,065.50 |
|
1.618 |
6,785.75 |
|
1.000 |
6,612.75 |
|
0.618 |
6,506.00 |
|
HIGH |
6,333.00 |
|
0.618 |
6,226.25 |
|
0.500 |
6,193.00 |
|
0.382 |
6,160.00 |
|
LOW |
6,053.25 |
|
0.618 |
5,880.25 |
|
1.000 |
5,773.50 |
|
1.618 |
5,600.50 |
|
2.618 |
5,320.75 |
|
4.250 |
4,864.25 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,280.00 |
6,241.25 |
| PP |
6,236.50 |
6,159.00 |
| S1 |
6,193.00 |
6,076.75 |
|