| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,532.00 |
2,505.00 |
-27.00 |
-1.1% |
2,629.00 |
| High |
2,592.00 |
2,518.00 |
-74.00 |
-2.9% |
2,690.50 |
| Low |
2,489.50 |
2,441.50 |
-48.00 |
-1.9% |
2,586.75 |
| Close |
2,504.50 |
2,486.25 |
-18.25 |
-0.7% |
2,605.50 |
| Range |
102.50 |
76.50 |
-26.00 |
-25.4% |
103.75 |
| ATR |
59.11 |
60.35 |
1.24 |
2.1% |
0.00 |
| Volume |
2,865,330 |
3,686,614 |
821,284 |
28.7% |
3,044,278 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.50 |
2,675.25 |
2,528.25 |
|
| R3 |
2,635.00 |
2,598.75 |
2,507.25 |
|
| R2 |
2,558.50 |
2,558.50 |
2,500.25 |
|
| R1 |
2,522.25 |
2,522.25 |
2,493.25 |
2,502.00 |
| PP |
2,482.00 |
2,482.00 |
2,482.00 |
2,471.75 |
| S1 |
2,445.75 |
2,445.75 |
2,479.25 |
2,425.50 |
| S2 |
2,405.50 |
2,405.50 |
2,472.25 |
|
| S3 |
2,329.00 |
2,369.25 |
2,465.25 |
|
| S4 |
2,252.50 |
2,292.75 |
2,444.25 |
|
|
| 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 |
2,652.75 |
2,441.50 |
211.25 |
8.5% |
73.00 |
2.9% |
21% |
False |
True |
2,840,258 |
| 10 |
2,713.75 |
2,441.50 |
272.25 |
11.0% |
66.25 |
2.7% |
16% |
False |
True |
1,531,701 |
| 20 |
2,819.00 |
2,441.50 |
377.50 |
15.2% |
57.75 |
2.3% |
12% |
False |
True |
776,597 |
| 40 |
2,824.50 |
2,441.50 |
383.00 |
15.4% |
56.25 |
2.3% |
12% |
False |
True |
395,544 |
| 60 |
2,953.25 |
2,441.50 |
511.75 |
20.6% |
53.00 |
2.1% |
9% |
False |
True |
267,232 |
| 80 |
2,955.50 |
2,441.50 |
514.00 |
20.7% |
44.75 |
1.8% |
9% |
False |
True |
201,202 |
| 100 |
2,955.50 |
2,441.50 |
514.00 |
20.7% |
39.50 |
1.6% |
9% |
False |
True |
160,996 |
| 120 |
2,955.50 |
2,441.50 |
514.00 |
20.7% |
36.25 |
1.5% |
9% |
False |
True |
134,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.00 |
|
2.618 |
2,718.25 |
|
1.618 |
2,641.75 |
|
1.000 |
2,594.50 |
|
0.618 |
2,565.25 |
|
HIGH |
2,518.00 |
|
0.618 |
2,488.75 |
|
0.500 |
2,479.75 |
|
0.382 |
2,470.75 |
|
LOW |
2,441.50 |
|
0.618 |
2,394.25 |
|
1.000 |
2,365.00 |
|
1.618 |
2,317.75 |
|
2.618 |
2,241.25 |
|
4.250 |
2,116.50 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,484.00 |
2,516.75 |
| PP |
2,482.00 |
2,506.50 |
| S1 |
2,479.75 |
2,496.50 |
|