| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,595.50 |
2,557.25 |
-38.25 |
-1.5% |
2,629.00 |
| High |
2,616.75 |
2,577.75 |
-39.00 |
-1.5% |
2,690.50 |
| Low |
2,533.50 |
2,530.00 |
-3.50 |
-0.1% |
2,586.75 |
| Close |
2,555.75 |
2,538.00 |
-17.75 |
-0.7% |
2,605.50 |
| Range |
83.25 |
47.75 |
-35.50 |
-42.6% |
103.75 |
| ATR |
56.39 |
55.77 |
-0.62 |
-1.1% |
0.00 |
| Volume |
2,958,828 |
2,700,902 |
-257,926 |
-8.7% |
3,044,278 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,691.75 |
2,662.75 |
2,564.25 |
|
| R3 |
2,644.00 |
2,615.00 |
2,551.25 |
|
| R2 |
2,596.25 |
2,596.25 |
2,546.75 |
|
| R1 |
2,567.25 |
2,567.25 |
2,542.50 |
2,558.00 |
| PP |
2,548.50 |
2,548.50 |
2,548.50 |
2,544.00 |
| S1 |
2,519.50 |
2,519.50 |
2,533.50 |
2,510.00 |
| S2 |
2,500.75 |
2,500.75 |
2,529.25 |
|
| S3 |
2,453.00 |
2,471.75 |
2,524.75 |
|
| S4 |
2,405.25 |
2,424.00 |
2,511.75 |
|
|
| 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 |
2,530.00 |
160.50 |
6.3% |
55.00 |
2.2% |
5% |
False |
True |
1,703,401 |
| 10 |
2,725.75 |
2,530.00 |
195.75 |
7.7% |
60.00 |
2.4% |
4% |
False |
True |
885,265 |
| 20 |
2,819.00 |
2,530.00 |
289.00 |
11.4% |
54.00 |
2.1% |
3% |
False |
True |
450,239 |
| 40 |
2,824.50 |
2,530.00 |
294.50 |
11.6% |
56.00 |
2.2% |
3% |
False |
True |
232,472 |
| 60 |
2,953.25 |
2,530.00 |
423.25 |
16.7% |
50.75 |
2.0% |
2% |
False |
True |
158,326 |
| 80 |
2,955.50 |
2,530.00 |
425.50 |
16.8% |
42.75 |
1.7% |
2% |
False |
True |
119,311 |
| 100 |
2,955.50 |
2,530.00 |
425.50 |
16.8% |
38.00 |
1.5% |
2% |
False |
True |
95,477 |
| 120 |
2,955.50 |
2,530.00 |
425.50 |
16.8% |
35.00 |
1.4% |
2% |
False |
True |
79,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,780.75 |
|
2.618 |
2,702.75 |
|
1.618 |
2,655.00 |
|
1.000 |
2,625.50 |
|
0.618 |
2,607.25 |
|
HIGH |
2,577.75 |
|
0.618 |
2,559.50 |
|
0.500 |
2,554.00 |
|
0.382 |
2,548.25 |
|
LOW |
2,530.00 |
|
0.618 |
2,500.50 |
|
1.000 |
2,482.25 |
|
1.618 |
2,452.75 |
|
2.618 |
2,405.00 |
|
4.250 |
2,327.00 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,554.00 |
2,591.50 |
| PP |
2,548.50 |
2,573.50 |
| S1 |
2,543.25 |
2,555.75 |
|