| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,491.50 |
2,495.50 |
4.00 |
0.2% |
2,407.75 |
| High |
2,523.00 |
2,513.00 |
-10.00 |
-0.4% |
2,523.00 |
| Low |
2,472.75 |
2,482.75 |
10.00 |
0.4% |
2,313.00 |
| Close |
2,486.00 |
2,505.25 |
19.25 |
0.8% |
2,486.00 |
| Range |
50.25 |
30.25 |
-20.00 |
-39.8% |
210.00 |
| ATR |
72.77 |
69.73 |
-3.04 |
-4.2% |
0.00 |
| Volume |
2,011,392 |
1,414,594 |
-596,798 |
-29.7% |
7,603,210 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.00 |
2,578.50 |
2,522.00 |
|
| R3 |
2,560.75 |
2,548.25 |
2,513.50 |
|
| R2 |
2,530.50 |
2,530.50 |
2,510.75 |
|
| R1 |
2,518.00 |
2,518.00 |
2,508.00 |
2,524.25 |
| PP |
2,500.25 |
2,500.25 |
2,500.25 |
2,503.50 |
| S1 |
2,487.75 |
2,487.75 |
2,502.50 |
2,494.00 |
| S2 |
2,470.00 |
2,470.00 |
2,499.75 |
|
| S3 |
2,439.75 |
2,457.50 |
2,497.00 |
|
| S4 |
2,409.50 |
2,427.25 |
2,488.50 |
|
|
| 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% |
88.25 |
3.5% |
92% |
False |
False |
1,803,560 |
| 10 |
2,616.75 |
2,313.00 |
303.75 |
12.1% |
85.00 |
3.4% |
63% |
False |
False |
2,424,610 |
| 20 |
2,819.00 |
2,313.00 |
506.00 |
20.2% |
72.75 |
2.9% |
38% |
False |
False |
1,373,276 |
| 40 |
2,824.50 |
2,313.00 |
511.50 |
20.4% |
60.25 |
2.4% |
38% |
False |
False |
693,698 |
| 60 |
2,924.00 |
2,313.00 |
611.00 |
24.4% |
59.75 |
2.4% |
31% |
False |
False |
467,047 |
| 80 |
2,955.50 |
2,313.00 |
642.50 |
25.6% |
50.00 |
2.0% |
30% |
False |
False |
351,508 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
25.6% |
43.75 |
1.7% |
30% |
False |
False |
281,334 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
25.6% |
39.50 |
1.6% |
30% |
False |
False |
234,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,641.50 |
|
2.618 |
2,592.25 |
|
1.618 |
2,562.00 |
|
1.000 |
2,543.25 |
|
0.618 |
2,531.75 |
|
HIGH |
2,513.00 |
|
0.618 |
2,501.50 |
|
0.500 |
2,498.00 |
|
0.382 |
2,494.25 |
|
LOW |
2,482.75 |
|
0.618 |
2,464.00 |
|
1.000 |
2,452.50 |
|
1.618 |
2,433.75 |
|
2.618 |
2,403.50 |
|
4.250 |
2,354.25 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,502.75 |
2,490.25 |
| PP |
2,500.25 |
2,475.00 |
| S1 |
2,498.00 |
2,460.00 |
|