| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,505.00 |
2,485.00 |
-20.00 |
-0.8% |
2,595.50 |
| High |
2,518.00 |
2,508.00 |
-10.00 |
-0.4% |
2,616.75 |
| Low |
2,441.50 |
2,409.25 |
-32.25 |
-1.3% |
2,409.25 |
| Close |
2,486.25 |
2,413.50 |
-72.75 |
-2.9% |
2,413.50 |
| Range |
76.50 |
98.75 |
22.25 |
29.1% |
207.50 |
| ATR |
60.35 |
63.10 |
2.74 |
4.5% |
0.00 |
| Volume |
3,686,614 |
3,016,623 |
-669,991 |
-18.2% |
15,228,297 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,739.75 |
2,675.50 |
2,467.75 |
|
| R3 |
2,641.00 |
2,576.75 |
2,440.75 |
|
| R2 |
2,542.25 |
2,542.25 |
2,431.50 |
|
| R1 |
2,478.00 |
2,478.00 |
2,422.50 |
2,460.75 |
| PP |
2,443.50 |
2,443.50 |
2,443.50 |
2,435.00 |
| S1 |
2,379.25 |
2,379.25 |
2,404.50 |
2,362.00 |
| S2 |
2,344.75 |
2,344.75 |
2,395.50 |
|
| S3 |
2,246.00 |
2,280.50 |
2,386.25 |
|
| S4 |
2,147.25 |
2,181.75 |
2,359.25 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,102.25 |
2,965.50 |
2,527.50 |
|
| R3 |
2,894.75 |
2,758.00 |
2,470.50 |
|
| R2 |
2,687.25 |
2,687.25 |
2,451.50 |
|
| R1 |
2,550.50 |
2,550.50 |
2,432.50 |
2,515.00 |
| PP |
2,479.75 |
2,479.75 |
2,479.75 |
2,462.25 |
| S1 |
2,343.00 |
2,343.00 |
2,394.50 |
2,307.50 |
| S2 |
2,272.25 |
2,272.25 |
2,375.50 |
|
| S3 |
2,064.75 |
2,135.50 |
2,356.50 |
|
| S4 |
1,857.25 |
1,928.00 |
2,299.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,616.75 |
2,409.25 |
207.50 |
8.6% |
81.75 |
3.4% |
2% |
False |
True |
3,045,659 |
| 10 |
2,690.50 |
2,409.25 |
281.25 |
11.7% |
67.50 |
2.8% |
2% |
False |
True |
1,827,257 |
| 20 |
2,819.00 |
2,409.25 |
409.75 |
17.0% |
61.25 |
2.5% |
1% |
False |
True |
927,236 |
| 40 |
2,824.50 |
2,409.25 |
415.25 |
17.2% |
57.25 |
2.4% |
1% |
False |
True |
470,557 |
| 60 |
2,953.25 |
2,409.25 |
544.00 |
22.5% |
54.25 |
2.3% |
1% |
False |
True |
317,422 |
| 80 |
2,955.50 |
2,409.25 |
546.25 |
22.6% |
45.75 |
1.9% |
1% |
False |
True |
238,849 |
| 100 |
2,955.50 |
2,409.25 |
546.25 |
22.6% |
40.25 |
1.7% |
1% |
False |
True |
191,161 |
| 120 |
2,955.50 |
2,409.25 |
546.25 |
22.6% |
36.75 |
1.5% |
1% |
False |
True |
159,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,927.75 |
|
2.618 |
2,766.50 |
|
1.618 |
2,667.75 |
|
1.000 |
2,606.75 |
|
0.618 |
2,569.00 |
|
HIGH |
2,508.00 |
|
0.618 |
2,470.25 |
|
0.500 |
2,458.50 |
|
0.382 |
2,447.00 |
|
LOW |
2,409.25 |
|
0.618 |
2,348.25 |
|
1.000 |
2,310.50 |
|
1.618 |
2,249.50 |
|
2.618 |
2,150.75 |
|
4.250 |
1,989.50 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,458.50 |
2,500.50 |
| PP |
2,443.50 |
2,471.50 |
| S1 |
2,428.50 |
2,442.50 |
|