| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,557.25 |
2,532.00 |
-25.25 |
-1.0% |
2,629.00 |
| High |
2,577.75 |
2,592.00 |
14.25 |
0.6% |
2,690.50 |
| Low |
2,530.00 |
2,489.50 |
-40.50 |
-1.6% |
2,586.75 |
| Close |
2,538.00 |
2,504.50 |
-33.50 |
-1.3% |
2,605.50 |
| Range |
47.75 |
102.50 |
54.75 |
114.7% |
103.75 |
| ATR |
55.77 |
59.11 |
3.34 |
6.0% |
0.00 |
| Volume |
2,700,902 |
2,865,330 |
164,428 |
6.1% |
3,044,278 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.25 |
2,772.75 |
2,561.00 |
|
| R3 |
2,733.75 |
2,670.25 |
2,532.75 |
|
| R2 |
2,631.25 |
2,631.25 |
2,523.25 |
|
| R1 |
2,567.75 |
2,567.75 |
2,514.00 |
2,548.25 |
| PP |
2,528.75 |
2,528.75 |
2,528.75 |
2,519.00 |
| S1 |
2,465.25 |
2,465.25 |
2,495.00 |
2,445.75 |
| S2 |
2,426.25 |
2,426.25 |
2,485.75 |
|
| S3 |
2,323.75 |
2,362.75 |
2,476.25 |
|
| S4 |
2,221.25 |
2,260.25 |
2,448.00 |
|
|
| 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 |
2,675.25 |
2,489.50 |
185.75 |
7.4% |
64.50 |
2.6% |
8% |
False |
True |
2,240,073 |
| 10 |
2,718.75 |
2,489.50 |
229.25 |
9.2% |
68.00 |
2.7% |
7% |
False |
True |
1,171,288 |
| 20 |
2,819.00 |
2,489.50 |
329.50 |
13.2% |
55.75 |
2.2% |
5% |
False |
True |
592,840 |
| 40 |
2,824.50 |
2,489.50 |
335.00 |
13.4% |
57.00 |
2.3% |
4% |
False |
True |
303,718 |
| 60 |
2,953.25 |
2,489.50 |
463.75 |
18.5% |
52.25 |
2.1% |
3% |
False |
True |
205,976 |
| 80 |
2,955.50 |
2,489.50 |
466.00 |
18.6% |
43.75 |
1.8% |
3% |
False |
True |
155,126 |
| 100 |
2,955.50 |
2,489.50 |
466.00 |
18.6% |
38.75 |
1.6% |
3% |
False |
True |
124,130 |
| 120 |
2,955.50 |
2,489.50 |
466.00 |
18.6% |
35.75 |
1.4% |
3% |
False |
True |
103,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.50 |
|
2.618 |
2,860.25 |
|
1.618 |
2,757.75 |
|
1.000 |
2,694.50 |
|
0.618 |
2,655.25 |
|
HIGH |
2,592.00 |
|
0.618 |
2,552.75 |
|
0.500 |
2,540.75 |
|
0.382 |
2,528.75 |
|
LOW |
2,489.50 |
|
0.618 |
2,426.25 |
|
1.000 |
2,387.00 |
|
1.618 |
2,323.75 |
|
2.618 |
2,221.25 |
|
4.250 |
2,054.00 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,540.75 |
2,553.00 |
| PP |
2,528.75 |
2,537.00 |
| S1 |
2,516.50 |
2,520.75 |
|