| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,650.00 |
2,595.50 |
-54.50 |
-2.1% |
2,629.00 |
| High |
2,652.75 |
2,616.75 |
-36.00 |
-1.4% |
2,690.50 |
| Low |
2,597.25 |
2,533.50 |
-63.75 |
-2.5% |
2,586.75 |
| Close |
2,605.50 |
2,555.75 |
-49.75 |
-1.9% |
2,605.50 |
| Range |
55.50 |
83.25 |
27.75 |
50.0% |
103.75 |
| ATR |
54.33 |
56.39 |
2.07 |
3.8% |
0.00 |
| Volume |
1,989,620 |
2,958,828 |
969,208 |
48.7% |
3,044,278 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.50 |
2,770.25 |
2,601.50 |
|
| R3 |
2,735.25 |
2,687.00 |
2,578.75 |
|
| R2 |
2,652.00 |
2,652.00 |
2,571.00 |
|
| R1 |
2,603.75 |
2,603.75 |
2,563.50 |
2,586.25 |
| PP |
2,568.75 |
2,568.75 |
2,568.75 |
2,560.00 |
| S1 |
2,520.50 |
2,520.50 |
2,548.00 |
2,503.00 |
| S2 |
2,485.50 |
2,485.50 |
2,540.50 |
|
| S3 |
2,402.25 |
2,437.25 |
2,532.75 |
|
| S4 |
2,319.00 |
2,354.00 |
2,510.00 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.75 |
2,876.00 |
2,662.50 |
|
| R3 |
2,835.00 |
2,772.25 |
2,634.00 |
|
| R2 |
2,731.25 |
2,731.25 |
2,624.50 |
|
| R1 |
2,668.50 |
2,668.50 |
2,615.00 |
2,648.00 |
| PP |
2,627.50 |
2,627.50 |
2,627.50 |
2,617.50 |
| S1 |
2,564.75 |
2,564.75 |
2,596.00 |
2,544.25 |
| S2 |
2,523.75 |
2,523.75 |
2,586.50 |
|
| S3 |
2,420.00 |
2,461.00 |
2,577.00 |
|
| S4 |
2,316.25 |
2,357.25 |
2,548.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,690.50 |
2,533.50 |
157.00 |
6.1% |
56.75 |
2.2% |
14% |
False |
True |
1,184,682 |
| 10 |
2,795.25 |
2,533.50 |
261.75 |
10.2% |
64.75 |
2.5% |
9% |
False |
True |
615,684 |
| 20 |
2,819.00 |
2,533.50 |
285.50 |
11.2% |
55.00 |
2.1% |
8% |
False |
True |
315,654 |
| 40 |
2,824.50 |
2,533.50 |
291.00 |
11.4% |
55.50 |
2.2% |
8% |
False |
True |
165,154 |
| 60 |
2,953.25 |
2,533.50 |
419.75 |
16.4% |
50.25 |
2.0% |
5% |
False |
True |
113,394 |
| 80 |
2,955.50 |
2,533.50 |
422.00 |
16.5% |
42.50 |
1.7% |
5% |
False |
True |
85,550 |
| 100 |
2,955.50 |
2,533.50 |
422.00 |
16.5% |
38.00 |
1.5% |
5% |
False |
True |
68,473 |
| 120 |
2,955.50 |
2,533.50 |
422.00 |
16.5% |
35.00 |
1.4% |
5% |
False |
True |
57,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,970.50 |
|
2.618 |
2,834.75 |
|
1.618 |
2,751.50 |
|
1.000 |
2,700.00 |
|
0.618 |
2,668.25 |
|
HIGH |
2,616.75 |
|
0.618 |
2,585.00 |
|
0.500 |
2,575.00 |
|
0.382 |
2,565.25 |
|
LOW |
2,533.50 |
|
0.618 |
2,482.00 |
|
1.000 |
2,450.25 |
|
1.618 |
2,398.75 |
|
2.618 |
2,315.50 |
|
4.250 |
2,179.75 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,575.00 |
2,604.50 |
| PP |
2,568.75 |
2,588.25 |
| S1 |
2,562.25 |
2,572.00 |
|