| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
10,727.0 |
10,655.5 |
-71.5 |
-0.7% |
10,654.0 |
| High |
10,824.0 |
10,689.0 |
-135.0 |
-1.2% |
10,975.5 |
| Low |
10,594.0 |
10,474.0 |
-120.0 |
-1.1% |
10,578.0 |
| Close |
10,774.0 |
10,599.5 |
-174.5 |
-1.6% |
10,843.5 |
| Range |
230.0 |
215.0 |
-15.0 |
-6.5% |
397.5 |
| ATR |
200.4 |
207.6 |
7.1 |
3.5% |
0.0 |
| Volume |
82,549 |
133,103 |
50,554 |
61.2% |
66,753 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,232.5 |
11,131.0 |
10,717.8 |
|
| R3 |
11,017.5 |
10,916.0 |
10,658.6 |
|
| R2 |
10,802.5 |
10,802.5 |
10,638.9 |
|
| R1 |
10,701.0 |
10,701.0 |
10,619.2 |
10,644.3 |
| PP |
10,587.5 |
10,587.5 |
10,587.5 |
10,559.1 |
| S1 |
10,486.0 |
10,486.0 |
10,579.8 |
10,429.3 |
| S2 |
10,372.5 |
10,372.5 |
10,560.1 |
|
| S3 |
10,157.5 |
10,271.0 |
10,540.4 |
|
| S4 |
9,942.5 |
10,056.0 |
10,481.3 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,991.5 |
11,815.0 |
11,062.1 |
|
| R3 |
11,594.0 |
11,417.5 |
10,952.8 |
|
| R2 |
11,196.5 |
11,196.5 |
10,916.4 |
|
| R1 |
11,020.0 |
11,020.0 |
10,879.9 |
11,108.3 |
| PP |
10,799.0 |
10,799.0 |
10,799.0 |
10,843.1 |
| S1 |
10,622.5 |
10,622.5 |
10,807.1 |
10,710.8 |
| S2 |
10,401.5 |
10,401.5 |
10,770.6 |
|
| S3 |
10,004.0 |
10,225.0 |
10,734.2 |
|
| S4 |
9,606.5 |
9,827.5 |
10,624.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,908.0 |
10,474.0 |
434.0 |
4.1% |
202.6 |
1.9% |
29% |
False |
True |
72,383 |
| 10 |
10,975.5 |
10,474.0 |
501.5 |
4.7% |
186.3 |
1.8% |
25% |
False |
True |
39,090 |
| 20 |
11,558.0 |
10,474.0 |
1,084.0 |
10.2% |
170.4 |
1.6% |
12% |
False |
True |
19,867 |
| 40 |
11,652.5 |
10,474.0 |
1,178.5 |
11.1% |
168.3 |
1.6% |
11% |
False |
True |
10,010 |
| 60 |
12,436.0 |
10,474.0 |
1,962.0 |
18.5% |
176.2 |
1.7% |
6% |
False |
True |
6,772 |
| 80 |
12,505.0 |
10,474.0 |
2,031.0 |
19.2% |
154.6 |
1.5% |
6% |
False |
True |
5,123 |
| 100 |
12,641.5 |
10,474.0 |
2,167.5 |
20.4% |
132.6 |
1.3% |
6% |
False |
True |
4,101 |
| 120 |
12,840.5 |
10,474.0 |
2,366.5 |
22.3% |
113.9 |
1.1% |
5% |
False |
True |
3,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,602.8 |
|
2.618 |
11,251.9 |
|
1.618 |
11,036.9 |
|
1.000 |
10,904.0 |
|
0.618 |
10,821.9 |
|
HIGH |
10,689.0 |
|
0.618 |
10,606.9 |
|
0.500 |
10,581.5 |
|
0.382 |
10,556.1 |
|
LOW |
10,474.0 |
|
0.618 |
10,341.1 |
|
1.000 |
10,259.0 |
|
1.618 |
10,126.1 |
|
2.618 |
9,911.1 |
|
4.250 |
9,560.3 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,593.5 |
10,654.8 |
| PP |
10,587.5 |
10,636.3 |
| S1 |
10,581.5 |
10,617.9 |
|