| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,485.00 |
2,407.75 |
-77.25 |
-3.1% |
2,595.50 |
| High |
2,508.00 |
2,434.50 |
-73.50 |
-2.9% |
2,616.75 |
| Low |
2,409.25 |
2,340.50 |
-68.75 |
-2.9% |
2,409.25 |
| Close |
2,413.50 |
2,341.75 |
-71.75 |
-3.0% |
2,413.50 |
| Range |
98.75 |
94.00 |
-4.75 |
-4.8% |
207.50 |
| ATR |
63.10 |
65.30 |
2.21 |
3.5% |
0.00 |
| Volume |
3,016,623 |
1,292,750 |
-1,723,873 |
-57.1% |
15,228,297 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,654.25 |
2,592.00 |
2,393.50 |
|
| R3 |
2,560.25 |
2,498.00 |
2,367.50 |
|
| R2 |
2,466.25 |
2,466.25 |
2,359.00 |
|
| R1 |
2,404.00 |
2,404.00 |
2,350.25 |
2,388.00 |
| PP |
2,372.25 |
2,372.25 |
2,372.25 |
2,364.25 |
| S1 |
2,310.00 |
2,310.00 |
2,333.25 |
2,294.00 |
| S2 |
2,278.25 |
2,278.25 |
2,324.50 |
|
| S3 |
2,184.25 |
2,216.00 |
2,316.00 |
|
| S4 |
2,090.25 |
2,122.00 |
2,290.00 |
|
|
| 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 |
2,592.00 |
2,340.50 |
251.50 |
10.7% |
84.00 |
3.6% |
0% |
False |
True |
2,712,443 |
| 10 |
2,690.50 |
2,340.50 |
350.00 |
14.9% |
70.25 |
3.0% |
0% |
False |
True |
1,948,563 |
| 20 |
2,819.00 |
2,340.50 |
478.50 |
20.4% |
63.50 |
2.7% |
0% |
False |
True |
991,279 |
| 40 |
2,824.50 |
2,340.50 |
484.00 |
20.7% |
58.00 |
2.5% |
0% |
False |
True |
502,298 |
| 60 |
2,953.25 |
2,340.50 |
612.75 |
26.2% |
55.50 |
2.4% |
0% |
False |
True |
338,913 |
| 80 |
2,955.50 |
2,340.50 |
615.00 |
26.3% |
46.75 |
2.0% |
0% |
False |
True |
254,993 |
| 100 |
2,955.50 |
2,340.50 |
615.00 |
26.3% |
40.75 |
1.7% |
0% |
False |
True |
204,089 |
| 120 |
2,955.50 |
2,340.50 |
615.00 |
26.3% |
37.25 |
1.6% |
0% |
False |
True |
170,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.00 |
|
2.618 |
2,680.50 |
|
1.618 |
2,586.50 |
|
1.000 |
2,528.50 |
|
0.618 |
2,492.50 |
|
HIGH |
2,434.50 |
|
0.618 |
2,398.50 |
|
0.500 |
2,387.50 |
|
0.382 |
2,376.50 |
|
LOW |
2,340.50 |
|
0.618 |
2,282.50 |
|
1.000 |
2,246.50 |
|
1.618 |
2,188.50 |
|
2.618 |
2,094.50 |
|
4.250 |
1,941.00 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.50 |
2,429.25 |
| PP |
2,372.25 |
2,400.00 |
| S1 |
2,357.00 |
2,371.00 |
|