| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,470.25 |
2,491.50 |
21.25 |
0.9% |
2,407.75 |
| High |
2,498.75 |
2,523.00 |
24.25 |
1.0% |
2,523.00 |
| Low |
2,397.00 |
2,472.75 |
75.75 |
3.2% |
2,313.00 |
| Close |
2,495.00 |
2,486.00 |
-9.00 |
-0.4% |
2,486.00 |
| Range |
101.75 |
50.25 |
-51.50 |
-50.6% |
210.00 |
| ATR |
74.50 |
72.77 |
-1.73 |
-2.3% |
0.00 |
| Volume |
2,283,892 |
2,011,392 |
-272,500 |
-11.9% |
7,603,210 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.75 |
2,615.50 |
2,513.75 |
|
| R3 |
2,594.50 |
2,565.25 |
2,499.75 |
|
| R2 |
2,544.25 |
2,544.25 |
2,495.25 |
|
| R1 |
2,515.00 |
2,515.00 |
2,490.50 |
2,504.50 |
| PP |
2,494.00 |
2,494.00 |
2,494.00 |
2,488.50 |
| S1 |
2,464.75 |
2,464.75 |
2,481.50 |
2,454.25 |
| S2 |
2,443.75 |
2,443.75 |
2,476.75 |
|
| S3 |
2,393.50 |
2,414.50 |
2,472.25 |
|
| S4 |
2,343.25 |
2,364.25 |
2,458.25 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,070.75 |
2,988.25 |
2,601.50 |
|
| R3 |
2,860.75 |
2,778.25 |
2,543.75 |
|
| R2 |
2,650.75 |
2,650.75 |
2,524.50 |
|
| R1 |
2,568.25 |
2,568.25 |
2,505.25 |
2,609.50 |
| PP |
2,440.75 |
2,440.75 |
2,440.75 |
2,461.25 |
| S1 |
2,358.25 |
2,358.25 |
2,466.75 |
2,399.50 |
| S2 |
2,230.75 |
2,230.75 |
2,447.50 |
|
| S3 |
2,020.75 |
2,148.25 |
2,428.25 |
|
| S4 |
1,810.75 |
1,938.25 |
2,370.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,523.00 |
2,313.00 |
210.00 |
8.4% |
102.00 |
4.1% |
82% |
True |
False |
2,123,966 |
| 10 |
2,652.75 |
2,313.00 |
339.75 |
13.7% |
87.50 |
3.5% |
51% |
False |
False |
2,482,112 |
| 20 |
2,819.00 |
2,313.00 |
506.00 |
20.4% |
73.00 |
2.9% |
34% |
False |
False |
1,303,547 |
| 40 |
2,824.50 |
2,313.00 |
511.50 |
20.6% |
60.50 |
2.4% |
34% |
False |
False |
658,718 |
| 60 |
2,934.00 |
2,313.00 |
621.00 |
25.0% |
60.00 |
2.4% |
28% |
False |
False |
443,611 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
25.8% |
49.75 |
2.0% |
27% |
False |
False |
333,855 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
25.8% |
43.50 |
1.8% |
27% |
False |
False |
267,189 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
25.8% |
39.50 |
1.6% |
27% |
False |
False |
222,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,736.50 |
|
2.618 |
2,654.50 |
|
1.618 |
2,604.25 |
|
1.000 |
2,573.25 |
|
0.618 |
2,554.00 |
|
HIGH |
2,523.00 |
|
0.618 |
2,503.75 |
|
0.500 |
2,498.00 |
|
0.382 |
2,492.00 |
|
LOW |
2,472.75 |
|
0.618 |
2,441.75 |
|
1.000 |
2,422.50 |
|
1.618 |
2,391.50 |
|
2.618 |
2,341.25 |
|
4.250 |
2,259.25 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,498.00 |
2,463.25 |
| PP |
2,494.00 |
2,440.75 |
| S1 |
2,490.00 |
2,418.00 |
|