| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,407.75 |
2,348.50 |
-59.25 |
-2.5% |
2,595.50 |
| High |
2,434.50 |
2,477.75 |
43.25 |
1.8% |
2,616.75 |
| Low |
2,340.50 |
2,313.00 |
-27.50 |
-1.2% |
2,409.25 |
| Close |
2,341.75 |
2,471.00 |
129.25 |
5.5% |
2,413.50 |
| Range |
94.00 |
164.75 |
70.75 |
75.3% |
207.50 |
| ATR |
65.30 |
72.41 |
7.10 |
10.9% |
0.00 |
| Volume |
1,292,750 |
2,015,176 |
722,426 |
55.9% |
15,228,297 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.75 |
2,857.75 |
2,561.50 |
|
| R3 |
2,750.00 |
2,693.00 |
2,516.25 |
|
| R2 |
2,585.25 |
2,585.25 |
2,501.25 |
|
| R1 |
2,528.25 |
2,528.25 |
2,486.00 |
2,556.75 |
| PP |
2,420.50 |
2,420.50 |
2,420.50 |
2,435.00 |
| S1 |
2,363.50 |
2,363.50 |
2,456.00 |
2,392.00 |
| S2 |
2,255.75 |
2,255.75 |
2,440.75 |
|
| S3 |
2,091.00 |
2,198.75 |
2,425.75 |
|
| S4 |
1,926.25 |
2,034.00 |
2,380.50 |
|
|
| 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 |
2,313.00 |
279.00 |
11.3% |
107.25 |
4.3% |
57% |
False |
True |
2,575,298 |
| 10 |
2,690.50 |
2,313.00 |
377.50 |
15.3% |
81.25 |
3.3% |
42% |
False |
True |
2,139,349 |
| 20 |
2,819.00 |
2,313.00 |
506.00 |
20.5% |
70.00 |
2.8% |
31% |
False |
True |
1,090,985 |
| 40 |
2,824.50 |
2,313.00 |
511.50 |
20.7% |
59.50 |
2.4% |
31% |
False |
True |
552,283 |
| 60 |
2,953.25 |
2,313.00 |
640.25 |
25.9% |
58.00 |
2.3% |
25% |
False |
True |
372,324 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
26.0% |
48.50 |
2.0% |
25% |
False |
True |
280,181 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
26.0% |
42.25 |
1.7% |
25% |
False |
True |
224,237 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
26.0% |
38.50 |
1.6% |
25% |
False |
True |
186,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,178.00 |
|
2.618 |
2,909.00 |
|
1.618 |
2,744.25 |
|
1.000 |
2,642.50 |
|
0.618 |
2,579.50 |
|
HIGH |
2,477.75 |
|
0.618 |
2,414.75 |
|
0.500 |
2,395.50 |
|
0.382 |
2,376.00 |
|
LOW |
2,313.00 |
|
0.618 |
2,211.25 |
|
1.000 |
2,148.25 |
|
1.618 |
2,046.50 |
|
2.618 |
1,881.75 |
|
4.250 |
1,612.75 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,445.75 |
2,450.75 |
| PP |
2,420.50 |
2,430.75 |
| S1 |
2,395.50 |
2,410.50 |
|