| 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 |
1,259.9 |
1,253.3 |
-6.6 |
-0.5% |
1,261.5 |
| High |
1,268.2 |
1,276.3 |
8.1 |
0.6% |
1,262.3 |
| Low |
1,251.6 |
1,252.5 |
0.9 |
0.1% |
1,242.5 |
| Close |
1,262.6 |
1,274.2 |
11.6 |
0.9% |
1,247.5 |
| Range |
16.6 |
23.8 |
7.2 |
43.4% |
19.8 |
| ATR |
10.2 |
11.2 |
1.0 |
9.5% |
0.0 |
| Volume |
5,064 |
10,095 |
5,031 |
99.3% |
25,548 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.1 |
1,330.4 |
1,287.3 |
|
| R3 |
1,315.3 |
1,306.6 |
1,280.7 |
|
| R2 |
1,291.5 |
1,291.5 |
1,278.6 |
|
| R1 |
1,282.8 |
1,282.8 |
1,276.4 |
1,287.2 |
| PP |
1,267.7 |
1,267.7 |
1,267.7 |
1,269.8 |
| S1 |
1,259.0 |
1,259.0 |
1,272.0 |
1,263.4 |
| S2 |
1,243.9 |
1,243.9 |
1,269.8 |
|
| S3 |
1,220.1 |
1,235.2 |
1,267.7 |
|
| S4 |
1,196.3 |
1,211.4 |
1,261.1 |
|
|
| 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 |
1,276.3 |
1,242.5 |
33.8 |
2.7% |
13.7 |
1.1% |
94% |
True |
False |
6,917 |
| 10 |
1,276.3 |
1,242.5 |
33.8 |
2.7% |
11.1 |
0.9% |
94% |
True |
False |
6,435 |
| 20 |
1,276.3 |
1,222.8 |
53.5 |
4.2% |
10.6 |
0.8% |
96% |
True |
False |
5,399 |
| 40 |
1,276.3 |
1,209.3 |
67.0 |
5.3% |
10.4 |
0.8% |
97% |
True |
False |
3,836 |
| 60 |
1,276.3 |
1,195.7 |
80.6 |
6.3% |
10.7 |
0.8% |
97% |
True |
False |
3,108 |
| 80 |
1,276.3 |
1,195.7 |
80.6 |
6.3% |
10.2 |
0.8% |
97% |
True |
False |
2,523 |
| 100 |
1,276.3 |
1,182.7 |
93.6 |
7.3% |
10.1 |
0.8% |
98% |
True |
False |
2,125 |
| 120 |
1,289.5 |
1,182.7 |
106.8 |
8.4% |
9.5 |
0.7% |
86% |
False |
False |
1,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.5 |
|
2.618 |
1,338.6 |
|
1.618 |
1,314.8 |
|
1.000 |
1,300.1 |
|
0.618 |
1,291.0 |
|
HIGH |
1,276.3 |
|
0.618 |
1,267.2 |
|
0.500 |
1,264.4 |
|
0.382 |
1,261.6 |
|
LOW |
1,252.5 |
|
0.618 |
1,237.8 |
|
1.000 |
1,228.7 |
|
1.618 |
1,214.0 |
|
2.618 |
1,190.2 |
|
4.250 |
1,151.4 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,270.9 |
1,270.8 |
| PP |
1,267.7 |
1,267.4 |
| S1 |
1,264.4 |
1,264.0 |
|