| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,309.00 |
6,312.25 |
3.25 |
0.1% |
6,049.75 |
| High |
6,402.50 |
6,376.75 |
-25.75 |
-0.4% |
6,402.50 |
| Low |
6,243.75 |
6,283.00 |
39.25 |
0.6% |
5,820.50 |
| Close |
6,293.25 |
6,333.25 |
40.00 |
0.6% |
6,293.25 |
| Range |
158.75 |
93.75 |
-65.00 |
-40.9% |
582.00 |
| ATR |
218.81 |
209.88 |
-8.93 |
-4.1% |
0.00 |
| Volume |
644,735 |
386,061 |
-258,674 |
-40.1% |
2,476,898 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,612.25 |
6,566.50 |
6,384.75 |
|
| R3 |
6,518.50 |
6,472.75 |
6,359.00 |
|
| R2 |
6,424.75 |
6,424.75 |
6,350.50 |
|
| R1 |
6,379.00 |
6,379.00 |
6,341.75 |
6,402.00 |
| PP |
6,331.00 |
6,331.00 |
6,331.00 |
6,342.50 |
| S1 |
6,285.25 |
6,285.25 |
6,324.75 |
6,308.00 |
| S2 |
6,237.25 |
6,237.25 |
6,316.00 |
|
| S3 |
6,143.50 |
6,191.50 |
6,307.50 |
|
| S4 |
6,049.75 |
6,097.75 |
6,281.75 |
|
|
| 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% |
251.25 |
4.0% |
88% |
False |
False |
572,591 |
| 10 |
6,656.00 |
5,820.50 |
835.50 |
13.2% |
245.00 |
3.9% |
61% |
False |
False |
673,041 |
| 20 |
7,169.00 |
5,820.50 |
1,348.50 |
21.3% |
211.00 |
3.3% |
38% |
False |
False |
367,587 |
| 40 |
7,262.00 |
5,820.50 |
1,441.50 |
22.8% |
189.75 |
3.0% |
36% |
False |
False |
184,800 |
| 60 |
7,576.25 |
5,820.50 |
1,755.75 |
27.7% |
199.75 |
3.2% |
29% |
False |
False |
123,846 |
| 80 |
7,765.00 |
5,820.50 |
1,944.50 |
30.7% |
172.75 |
2.7% |
26% |
False |
False |
93,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,775.25 |
|
2.618 |
6,622.25 |
|
1.618 |
6,528.50 |
|
1.000 |
6,470.50 |
|
0.618 |
6,434.75 |
|
HIGH |
6,376.75 |
|
0.618 |
6,341.00 |
|
0.500 |
6,330.00 |
|
0.382 |
6,318.75 |
|
LOW |
6,283.00 |
|
0.618 |
6,225.00 |
|
1.000 |
6,189.25 |
|
1.618 |
6,131.25 |
|
2.618 |
6,037.50 |
|
4.250 |
5,884.50 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,332.00 |
6,298.00 |
| PP |
6,331.00 |
6,263.00 |
| S1 |
6,330.00 |
6,228.00 |
|