| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,256.1 |
1,259.9 |
3.8 |
0.3% |
1,261.5 |
| High |
1,260.2 |
1,268.2 |
8.0 |
0.6% |
1,262.3 |
| Low |
1,255.2 |
1,251.6 |
-3.6 |
-0.3% |
1,242.5 |
| Close |
1,259.8 |
1,262.6 |
2.8 |
0.2% |
1,247.5 |
| Range |
5.0 |
16.6 |
11.6 |
232.0% |
19.8 |
| ATR |
9.7 |
10.2 |
0.5 |
5.0% |
0.0 |
| Volume |
10,504 |
5,064 |
-5,440 |
-51.8% |
25,548 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.6 |
1,303.2 |
1,271.7 |
|
| R3 |
1,294.0 |
1,286.6 |
1,267.2 |
|
| R2 |
1,277.4 |
1,277.4 |
1,265.6 |
|
| R1 |
1,270.0 |
1,270.0 |
1,264.1 |
1,273.7 |
| PP |
1,260.8 |
1,260.8 |
1,260.8 |
1,262.7 |
| S1 |
1,253.4 |
1,253.4 |
1,261.1 |
1,257.1 |
| S2 |
1,244.2 |
1,244.2 |
1,259.6 |
|
| S3 |
1,227.6 |
1,236.8 |
1,258.0 |
|
| S4 |
1,211.0 |
1,220.2 |
1,253.5 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.2 |
1,298.6 |
1,258.4 |
|
| R3 |
1,290.4 |
1,278.8 |
1,252.9 |
|
| R2 |
1,270.6 |
1,270.6 |
1,251.1 |
|
| R1 |
1,259.0 |
1,259.0 |
1,249.3 |
1,254.9 |
| PP |
1,250.8 |
1,250.8 |
1,250.8 |
1,248.7 |
| S1 |
1,239.2 |
1,239.2 |
1,245.7 |
1,235.1 |
| S2 |
1,231.0 |
1,231.0 |
1,243.9 |
|
| S3 |
1,211.2 |
1,219.4 |
1,242.1 |
|
| S4 |
1,191.4 |
1,199.6 |
1,236.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,268.2 |
1,242.5 |
25.7 |
2.0% |
10.4 |
0.8% |
78% |
True |
False |
5,676 |
| 10 |
1,268.2 |
1,242.5 |
25.7 |
2.0% |
9.7 |
0.8% |
78% |
True |
False |
5,958 |
| 20 |
1,268.2 |
1,222.8 |
45.4 |
3.6% |
9.9 |
0.8% |
88% |
True |
False |
5,014 |
| 40 |
1,268.2 |
1,209.3 |
58.9 |
4.7% |
10.0 |
0.8% |
90% |
True |
False |
3,610 |
| 60 |
1,268.2 |
1,195.7 |
72.5 |
5.7% |
10.4 |
0.8% |
92% |
True |
False |
2,955 |
| 80 |
1,268.2 |
1,195.7 |
72.5 |
5.7% |
10.1 |
0.8% |
92% |
True |
False |
2,413 |
| 100 |
1,268.2 |
1,182.7 |
85.5 |
6.8% |
9.9 |
0.8% |
93% |
True |
False |
2,035 |
| 120 |
1,289.5 |
1,182.7 |
106.8 |
8.5% |
9.4 |
0.7% |
75% |
False |
False |
1,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,338.8 |
|
2.618 |
1,311.7 |
|
1.618 |
1,295.1 |
|
1.000 |
1,284.8 |
|
0.618 |
1,278.5 |
|
HIGH |
1,268.2 |
|
0.618 |
1,261.9 |
|
0.500 |
1,259.9 |
|
0.382 |
1,257.9 |
|
LOW |
1,251.6 |
|
0.618 |
1,241.3 |
|
1.000 |
1,235.0 |
|
1.618 |
1,224.7 |
|
2.618 |
1,208.1 |
|
4.250 |
1,181.1 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,261.7 |
1,260.8 |
| PP |
1,260.8 |
1,258.9 |
| S1 |
1,259.9 |
1,257.1 |
|