| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,348.50 |
2,470.25 |
121.75 |
5.2% |
2,595.50 |
| High |
2,477.75 |
2,498.75 |
21.00 |
0.8% |
2,616.75 |
| Low |
2,313.00 |
2,397.00 |
84.00 |
3.6% |
2,409.25 |
| Close |
2,471.00 |
2,495.00 |
24.00 |
1.0% |
2,413.50 |
| Range |
164.75 |
101.75 |
-63.00 |
-38.2% |
207.50 |
| ATR |
72.41 |
74.50 |
2.10 |
2.9% |
0.00 |
| Volume |
2,015,176 |
2,283,892 |
268,716 |
13.3% |
15,228,297 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.75 |
2,733.75 |
2,551.00 |
|
| R3 |
2,667.00 |
2,632.00 |
2,523.00 |
|
| R2 |
2,565.25 |
2,565.25 |
2,513.75 |
|
| R1 |
2,530.25 |
2,530.25 |
2,504.25 |
2,547.75 |
| PP |
2,463.50 |
2,463.50 |
2,463.50 |
2,472.50 |
| S1 |
2,428.50 |
2,428.50 |
2,485.75 |
2,446.00 |
| S2 |
2,361.75 |
2,361.75 |
2,476.25 |
|
| S3 |
2,260.00 |
2,326.75 |
2,467.00 |
|
| S4 |
2,158.25 |
2,225.00 |
2,439.00 |
|
|
| 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 |
2,518.00 |
2,313.00 |
205.00 |
8.2% |
107.25 |
4.3% |
89% |
False |
False |
2,459,011 |
| 10 |
2,675.25 |
2,313.00 |
362.25 |
14.5% |
86.00 |
3.4% |
50% |
False |
False |
2,349,542 |
| 20 |
2,819.00 |
2,313.00 |
506.00 |
20.3% |
72.00 |
2.9% |
36% |
False |
False |
1,203,667 |
| 40 |
2,824.50 |
2,313.00 |
511.50 |
20.5% |
60.50 |
2.4% |
36% |
False |
False |
608,883 |
| 60 |
2,953.25 |
2,313.00 |
640.25 |
25.7% |
59.50 |
2.4% |
28% |
False |
False |
410,242 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
25.8% |
49.50 |
2.0% |
28% |
False |
False |
308,728 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
25.8% |
43.25 |
1.7% |
28% |
False |
False |
247,075 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
25.8% |
39.25 |
1.6% |
28% |
False |
False |
206,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.25 |
|
2.618 |
2,765.25 |
|
1.618 |
2,663.50 |
|
1.000 |
2,600.50 |
|
0.618 |
2,561.75 |
|
HIGH |
2,498.75 |
|
0.618 |
2,460.00 |
|
0.500 |
2,448.00 |
|
0.382 |
2,435.75 |
|
LOW |
2,397.00 |
|
0.618 |
2,334.00 |
|
1.000 |
2,295.25 |
|
1.618 |
2,232.25 |
|
2.618 |
2,130.50 |
|
4.250 |
1,964.50 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,479.25 |
2,465.25 |
| PP |
2,463.50 |
2,435.50 |
| S1 |
2,448.00 |
2,406.00 |
|