| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
10,655.5 |
10,601.5 |
-54.0 |
-0.5% |
10,858.0 |
| High |
10,689.0 |
10,650.5 |
-38.5 |
-0.4% |
10,908.0 |
| Low |
10,474.0 |
10,486.5 |
12.5 |
0.1% |
10,474.0 |
| Close |
10,599.5 |
10,613.5 |
14.0 |
0.1% |
10,613.5 |
| Range |
215.0 |
164.0 |
-51.0 |
-23.7% |
434.0 |
| ATR |
207.6 |
204.4 |
-3.1 |
-1.5% |
0.0 |
| Volume |
133,103 |
123,093 |
-10,010 |
-7.5% |
445,763 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,075.5 |
11,008.5 |
10,703.7 |
|
| R3 |
10,911.5 |
10,844.5 |
10,658.6 |
|
| R2 |
10,747.5 |
10,747.5 |
10,643.6 |
|
| R1 |
10,680.5 |
10,680.5 |
10,628.5 |
10,714.0 |
| PP |
10,583.5 |
10,583.5 |
10,583.5 |
10,600.3 |
| S1 |
10,516.5 |
10,516.5 |
10,598.5 |
10,550.0 |
| S2 |
10,419.5 |
10,419.5 |
10,583.4 |
|
| S3 |
10,255.5 |
10,352.5 |
10,568.4 |
|
| S4 |
10,091.5 |
10,188.5 |
10,523.3 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,967.2 |
11,724.3 |
10,852.2 |
|
| R3 |
11,533.2 |
11,290.3 |
10,732.9 |
|
| R2 |
11,099.2 |
11,099.2 |
10,693.1 |
|
| R1 |
10,856.3 |
10,856.3 |
10,653.3 |
10,760.8 |
| PP |
10,665.2 |
10,665.2 |
10,665.2 |
10,617.4 |
| S1 |
10,422.3 |
10,422.3 |
10,573.7 |
10,326.8 |
| S2 |
10,231.2 |
10,231.2 |
10,533.9 |
|
| S3 |
9,797.2 |
9,988.3 |
10,494.2 |
|
| S4 |
9,363.2 |
9,554.3 |
10,374.8 |
|
|
| 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% |
201.3 |
1.9% |
32% |
False |
False |
89,152 |
| 10 |
10,975.5 |
10,474.0 |
501.5 |
4.7% |
178.1 |
1.7% |
28% |
False |
False |
51,251 |
| 20 |
11,558.0 |
10,474.0 |
1,084.0 |
10.2% |
174.5 |
1.6% |
13% |
False |
False |
26,013 |
| 40 |
11,652.5 |
10,474.0 |
1,178.5 |
11.1% |
167.2 |
1.6% |
12% |
False |
False |
13,076 |
| 60 |
12,389.0 |
10,474.0 |
1,915.0 |
18.0% |
176.1 |
1.7% |
7% |
False |
False |
8,819 |
| 80 |
12,436.0 |
10,474.0 |
1,962.0 |
18.5% |
155.1 |
1.5% |
7% |
False |
False |
6,661 |
| 100 |
12,641.5 |
10,474.0 |
2,167.5 |
20.4% |
134.2 |
1.3% |
6% |
False |
False |
5,332 |
| 120 |
12,840.5 |
10,474.0 |
2,366.5 |
22.3% |
115.2 |
1.1% |
6% |
False |
False |
4,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,347.5 |
|
2.618 |
11,079.9 |
|
1.618 |
10,915.9 |
|
1.000 |
10,814.5 |
|
0.618 |
10,751.9 |
|
HIGH |
10,650.5 |
|
0.618 |
10,587.9 |
|
0.500 |
10,568.5 |
|
0.382 |
10,549.1 |
|
LOW |
10,486.5 |
|
0.618 |
10,385.1 |
|
1.000 |
10,322.5 |
|
1.618 |
10,221.1 |
|
2.618 |
10,057.1 |
|
4.250 |
9,789.5 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,598.5 |
10,649.0 |
| PP |
10,583.5 |
10,637.2 |
| S1 |
10,568.5 |
10,625.3 |
|