| 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 |
10,626.0 |
10,472.0 |
-154.0 |
-1.4% |
10,626.0 |
| High |
10,701.0 |
10,611.0 |
-90.0 |
-0.8% |
10,701.0 |
| Low |
10,268.5 |
10,407.5 |
139.0 |
1.4% |
10,268.5 |
| Close |
10,366.5 |
10,561.5 |
195.0 |
1.9% |
10,561.5 |
| Range |
432.5 |
203.5 |
-229.0 |
-52.9% |
432.5 |
| ATR |
220.7 |
222.4 |
1.7 |
0.8% |
0.0 |
| Volume |
83,059 |
101,639 |
18,580 |
22.4% |
184,698 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,137.2 |
11,052.8 |
10,673.4 |
|
| R3 |
10,933.7 |
10,849.3 |
10,617.5 |
|
| R2 |
10,730.2 |
10,730.2 |
10,598.8 |
|
| R1 |
10,645.8 |
10,645.8 |
10,580.2 |
10,688.0 |
| PP |
10,526.7 |
10,526.7 |
10,526.7 |
10,547.8 |
| S1 |
10,442.3 |
10,442.3 |
10,542.8 |
10,484.5 |
| S2 |
10,323.2 |
10,323.2 |
10,524.2 |
|
| S3 |
10,119.7 |
10,238.8 |
10,505.5 |
|
| S4 |
9,916.2 |
10,035.3 |
10,449.6 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,807.8 |
11,617.2 |
10,799.4 |
|
| R3 |
11,375.3 |
11,184.7 |
10,680.4 |
|
| R2 |
10,942.8 |
10,942.8 |
10,640.8 |
|
| R1 |
10,752.2 |
10,752.2 |
10,601.1 |
10,631.3 |
| PP |
10,510.3 |
10,510.3 |
10,510.3 |
10,449.9 |
| S1 |
10,319.7 |
10,319.7 |
10,521.9 |
10,198.8 |
| S2 |
10,077.8 |
10,077.8 |
10,482.2 |
|
| S3 |
9,645.3 |
9,887.2 |
10,442.6 |
|
| S4 |
9,212.8 |
9,454.7 |
10,323.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,824.0 |
10,268.5 |
555.5 |
5.3% |
249.0 |
2.4% |
53% |
False |
False |
104,688 |
| 10 |
10,975.5 |
10,268.5 |
707.0 |
6.7% |
206.4 |
2.0% |
41% |
False |
False |
69,456 |
| 20 |
11,558.0 |
10,268.5 |
1,289.5 |
12.2% |
191.3 |
1.8% |
23% |
False |
False |
35,221 |
| 40 |
11,652.5 |
10,268.5 |
1,384.0 |
13.1% |
171.8 |
1.6% |
21% |
False |
False |
17,690 |
| 60 |
12,322.0 |
10,268.5 |
2,053.5 |
19.4% |
181.5 |
1.7% |
14% |
False |
False |
11,893 |
| 80 |
12,436.0 |
10,268.5 |
2,167.5 |
20.5% |
160.9 |
1.5% |
14% |
False |
False |
8,969 |
| 100 |
12,641.5 |
10,268.5 |
2,373.0 |
22.5% |
140.4 |
1.3% |
12% |
False |
False |
7,179 |
| 120 |
12,840.5 |
10,268.5 |
2,572.0 |
24.4% |
120.5 |
1.1% |
11% |
False |
False |
5,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,475.9 |
|
2.618 |
11,143.8 |
|
1.618 |
10,940.3 |
|
1.000 |
10,814.5 |
|
0.618 |
10,736.8 |
|
HIGH |
10,611.0 |
|
0.618 |
10,533.3 |
|
0.500 |
10,509.3 |
|
0.382 |
10,485.2 |
|
LOW |
10,407.5 |
|
0.618 |
10,281.7 |
|
1.000 |
10,204.0 |
|
1.618 |
10,078.2 |
|
2.618 |
9,874.7 |
|
4.250 |
9,542.6 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,544.1 |
10,535.9 |
| PP |
10,526.7 |
10,510.3 |
| S1 |
10,509.3 |
10,484.8 |
|