| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
10,601.5 |
10,626.0 |
24.5 |
0.2% |
10,858.0 |
| High |
10,650.5 |
10,701.0 |
50.5 |
0.5% |
10,908.0 |
| Low |
10,486.5 |
10,268.5 |
-218.0 |
-2.1% |
10,474.0 |
| Close |
10,613.5 |
10,366.5 |
-247.0 |
-2.3% |
10,613.5 |
| Range |
164.0 |
432.5 |
268.5 |
163.7% |
434.0 |
| ATR |
204.4 |
220.7 |
16.3 |
8.0% |
0.0 |
| Volume |
123,093 |
83,059 |
-40,034 |
-32.5% |
445,763 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,742.8 |
11,487.2 |
10,604.4 |
|
| R3 |
11,310.3 |
11,054.7 |
10,485.4 |
|
| R2 |
10,877.8 |
10,877.8 |
10,445.8 |
|
| R1 |
10,622.2 |
10,622.2 |
10,406.1 |
10,533.8 |
| PP |
10,445.3 |
10,445.3 |
10,445.3 |
10,401.1 |
| S1 |
10,189.7 |
10,189.7 |
10,326.9 |
10,101.3 |
| S2 |
10,012.8 |
10,012.8 |
10,287.2 |
|
| S3 |
9,580.3 |
9,757.2 |
10,247.6 |
|
| S4 |
9,147.8 |
9,324.7 |
10,128.6 |
|
|
| 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 |
10,835.5 |
10,268.5 |
567.0 |
5.5% |
239.4 |
2.3% |
17% |
False |
True |
94,627 |
| 10 |
10,975.5 |
10,268.5 |
707.0 |
6.8% |
205.2 |
2.0% |
14% |
False |
True |
59,440 |
| 20 |
11,558.0 |
10,268.5 |
1,289.5 |
12.4% |
189.0 |
1.8% |
8% |
False |
True |
30,148 |
| 40 |
11,652.5 |
10,268.5 |
1,384.0 |
13.4% |
171.1 |
1.7% |
7% |
False |
True |
15,151 |
| 60 |
12,344.5 |
10,268.5 |
2,076.0 |
20.0% |
180.0 |
1.7% |
5% |
False |
True |
10,201 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
20.9% |
159.0 |
1.5% |
5% |
False |
True |
7,699 |
| 100 |
12,641.5 |
10,268.5 |
2,373.0 |
22.9% |
138.6 |
1.3% |
4% |
False |
True |
6,163 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
24.8% |
118.8 |
1.1% |
4% |
False |
True |
5,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,539.1 |
|
2.618 |
11,833.3 |
|
1.618 |
11,400.8 |
|
1.000 |
11,133.5 |
|
0.618 |
10,968.3 |
|
HIGH |
10,701.0 |
|
0.618 |
10,535.8 |
|
0.500 |
10,484.8 |
|
0.382 |
10,433.7 |
|
LOW |
10,268.5 |
|
0.618 |
10,001.2 |
|
1.000 |
9,836.0 |
|
1.618 |
9,568.7 |
|
2.618 |
9,136.2 |
|
4.250 |
8,430.4 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,484.8 |
10,484.8 |
| PP |
10,445.3 |
10,445.3 |
| S1 |
10,405.9 |
10,405.9 |
|