| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,283.00 |
6,309.00 |
26.00 |
0.4% |
6,049.75 |
| High |
6,333.00 |
6,402.50 |
69.50 |
1.1% |
6,402.50 |
| Low |
6,053.25 |
6,243.75 |
190.50 |
3.1% |
5,820.50 |
| Close |
6,323.50 |
6,293.25 |
-30.25 |
-0.5% |
6,293.25 |
| Range |
279.75 |
158.75 |
-121.00 |
-43.3% |
582.00 |
| ATR |
223.43 |
218.81 |
-4.62 |
-2.1% |
0.00 |
| Volume |
740,129 |
644,735 |
-95,394 |
-12.9% |
2,476,898 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,789.50 |
6,700.00 |
6,380.50 |
|
| R3 |
6,630.75 |
6,541.25 |
6,337.00 |
|
| R2 |
6,472.00 |
6,472.00 |
6,322.25 |
|
| R1 |
6,382.50 |
6,382.50 |
6,307.75 |
6,348.00 |
| PP |
6,313.25 |
6,313.25 |
6,313.25 |
6,295.75 |
| S1 |
6,223.75 |
6,223.75 |
6,278.75 |
6,189.00 |
| S2 |
6,154.50 |
6,154.50 |
6,264.25 |
|
| S3 |
5,995.75 |
6,065.00 |
6,249.50 |
|
| S4 |
5,837.00 |
5,906.25 |
6,206.00 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,918.00 |
7,687.75 |
6,613.25 |
|
| R3 |
7,336.00 |
7,105.75 |
6,453.25 |
|
| R2 |
6,754.00 |
6,754.00 |
6,400.00 |
|
| R1 |
6,523.75 |
6,523.75 |
6,346.50 |
6,639.00 |
| PP |
6,172.00 |
6,172.00 |
6,172.00 |
6,229.75 |
| S1 |
5,941.75 |
5,941.75 |
6,240.00 |
6,057.00 |
| S2 |
5,590.00 |
5,590.00 |
6,186.50 |
|
| S3 |
5,008.00 |
5,359.75 |
6,133.25 |
|
| S4 |
4,426.00 |
4,777.75 |
5,973.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,402.50 |
5,820.50 |
582.00 |
9.2% |
294.00 |
4.7% |
81% |
True |
False |
667,917 |
| 10 |
6,786.25 |
5,820.50 |
965.75 |
15.3% |
253.50 |
4.0% |
49% |
False |
False |
683,053 |
| 20 |
7,169.00 |
5,820.50 |
1,348.50 |
21.4% |
211.00 |
3.4% |
35% |
False |
False |
348,353 |
| 40 |
7,262.00 |
5,820.50 |
1,441.50 |
22.9% |
190.75 |
3.0% |
33% |
False |
False |
175,184 |
| 60 |
7,685.25 |
5,820.50 |
1,864.75 |
29.6% |
201.25 |
3.2% |
25% |
False |
False |
117,440 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
30.9% |
173.00 |
2.7% |
24% |
False |
False |
88,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,077.25 |
|
2.618 |
6,818.00 |
|
1.618 |
6,659.25 |
|
1.000 |
6,561.25 |
|
0.618 |
6,500.50 |
|
HIGH |
6,402.50 |
|
0.618 |
6,341.75 |
|
0.500 |
6,323.00 |
|
0.382 |
6,304.50 |
|
LOW |
6,243.75 |
|
0.618 |
6,145.75 |
|
1.000 |
6,085.00 |
|
1.618 |
5,987.00 |
|
2.618 |
5,828.25 |
|
4.250 |
5,569.00 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,323.00 |
6,232.75 |
| PP |
6,313.25 |
6,172.00 |
| S1 |
6,303.25 |
6,111.50 |
|