| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,270.0 |
1,266.3 |
-3.7 |
-0.3% |
1,247.4 |
| High |
1,272.3 |
1,279.9 |
7.6 |
0.6% |
1,276.3 |
| Low |
1,263.3 |
1,266.3 |
3.0 |
0.2% |
1,245.9 |
| Close |
1,264.2 |
1,278.0 |
13.8 |
1.1% |
1,264.2 |
| Range |
9.0 |
13.6 |
4.6 |
51.1% |
30.4 |
| ATR |
11.2 |
11.5 |
0.3 |
2.9% |
0.0 |
| Volume |
5,351 |
3,897 |
-1,454 |
-27.2% |
36,220 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.5 |
1,310.4 |
1,285.5 |
|
| R3 |
1,301.9 |
1,296.8 |
1,281.7 |
|
| R2 |
1,288.3 |
1,288.3 |
1,280.5 |
|
| R1 |
1,283.2 |
1,283.2 |
1,279.2 |
1,285.8 |
| PP |
1,274.7 |
1,274.7 |
1,274.7 |
1,276.0 |
| S1 |
1,269.6 |
1,269.6 |
1,276.8 |
1,272.2 |
| S2 |
1,261.1 |
1,261.1 |
1,275.5 |
|
| S3 |
1,247.5 |
1,256.0 |
1,274.3 |
|
| S4 |
1,233.9 |
1,242.4 |
1,270.5 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.3 |
1,339.2 |
1,280.9 |
|
| R3 |
1,322.9 |
1,308.8 |
1,272.6 |
|
| R2 |
1,292.5 |
1,292.5 |
1,269.8 |
|
| R1 |
1,278.4 |
1,278.4 |
1,267.0 |
1,285.5 |
| PP |
1,262.1 |
1,262.1 |
1,262.1 |
1,265.7 |
| S1 |
1,248.0 |
1,248.0 |
1,261.4 |
1,255.1 |
| S2 |
1,231.7 |
1,231.7 |
1,258.6 |
|
| S3 |
1,201.3 |
1,217.6 |
1,255.8 |
|
| S4 |
1,170.9 |
1,187.2 |
1,247.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,279.9 |
1,251.6 |
28.3 |
2.2% |
13.6 |
1.1% |
93% |
True |
False |
6,982 |
| 10 |
1,279.9 |
1,242.5 |
37.4 |
2.9% |
11.2 |
0.9% |
95% |
True |
False |
5,974 |
| 20 |
1,279.9 |
1,222.8 |
57.1 |
4.5% |
11.0 |
0.9% |
97% |
True |
False |
5,489 |
| 40 |
1,279.9 |
1,209.3 |
70.6 |
5.5% |
10.4 |
0.8% |
97% |
True |
False |
4,024 |
| 60 |
1,279.9 |
1,199.2 |
80.7 |
6.3% |
10.6 |
0.8% |
98% |
True |
False |
3,234 |
| 80 |
1,279.9 |
1,195.7 |
84.2 |
6.6% |
10.4 |
0.8% |
98% |
True |
False |
2,625 |
| 100 |
1,279.9 |
1,182.7 |
97.2 |
7.6% |
10.1 |
0.8% |
98% |
True |
False |
2,209 |
| 120 |
1,289.5 |
1,182.7 |
106.8 |
8.4% |
9.5 |
0.7% |
89% |
False |
False |
1,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,337.7 |
|
2.618 |
1,315.5 |
|
1.618 |
1,301.9 |
|
1.000 |
1,293.5 |
|
0.618 |
1,288.3 |
|
HIGH |
1,279.9 |
|
0.618 |
1,274.7 |
|
0.500 |
1,273.1 |
|
0.382 |
1,271.5 |
|
LOW |
1,266.3 |
|
0.618 |
1,257.9 |
|
1.000 |
1,252.7 |
|
1.618 |
1,244.3 |
|
2.618 |
1,230.7 |
|
4.250 |
1,208.5 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.4 |
1,274.1 |
| PP |
1,274.7 |
1,270.1 |
| S1 |
1,273.1 |
1,266.2 |
|