| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,266.3 |
1,279.2 |
12.9 |
1.0% |
1,247.4 |
| High |
1,279.9 |
1,288.3 |
8.4 |
0.7% |
1,276.3 |
| Low |
1,266.3 |
1,273.7 |
7.4 |
0.6% |
1,245.9 |
| Close |
1,278.0 |
1,279.2 |
1.2 |
0.1% |
1,264.2 |
| Range |
13.6 |
14.6 |
1.0 |
7.4% |
30.4 |
| ATR |
11.5 |
11.7 |
0.2 |
1.9% |
0.0 |
| Volume |
3,897 |
4,221 |
324 |
8.3% |
36,220 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,324.2 |
1,316.3 |
1,287.2 |
|
| R3 |
1,309.6 |
1,301.7 |
1,283.2 |
|
| R2 |
1,295.0 |
1,295.0 |
1,281.9 |
|
| R1 |
1,287.1 |
1,287.1 |
1,280.5 |
1,286.5 |
| PP |
1,280.4 |
1,280.4 |
1,280.4 |
1,280.1 |
| S1 |
1,272.5 |
1,272.5 |
1,277.9 |
1,271.9 |
| S2 |
1,265.8 |
1,265.8 |
1,276.5 |
|
| S3 |
1,251.2 |
1,257.9 |
1,275.2 |
|
| S4 |
1,236.6 |
1,243.3 |
1,271.2 |
|
|
| 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 |
1,288.3 |
1,251.6 |
36.7 |
2.9% |
15.5 |
1.2% |
75% |
True |
False |
5,725 |
| 10 |
1,288.3 |
1,242.5 |
45.8 |
3.6% |
11.8 |
0.9% |
80% |
True |
False |
5,684 |
| 20 |
1,288.3 |
1,222.8 |
65.5 |
5.1% |
11.1 |
0.9% |
86% |
True |
False |
5,428 |
| 40 |
1,288.3 |
1,209.3 |
79.0 |
6.2% |
10.6 |
0.8% |
88% |
True |
False |
4,114 |
| 60 |
1,288.3 |
1,199.2 |
89.1 |
7.0% |
10.7 |
0.8% |
90% |
True |
False |
3,277 |
| 80 |
1,288.3 |
1,195.7 |
92.6 |
7.2% |
10.5 |
0.8% |
90% |
True |
False |
2,676 |
| 100 |
1,288.3 |
1,182.7 |
105.6 |
8.3% |
10.1 |
0.8% |
91% |
True |
False |
2,249 |
| 120 |
1,289.5 |
1,182.7 |
106.8 |
8.3% |
9.6 |
0.8% |
90% |
False |
False |
1,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,350.4 |
|
2.618 |
1,326.5 |
|
1.618 |
1,311.9 |
|
1.000 |
1,302.9 |
|
0.618 |
1,297.3 |
|
HIGH |
1,288.3 |
|
0.618 |
1,282.7 |
|
0.500 |
1,281.0 |
|
0.382 |
1,279.3 |
|
LOW |
1,273.7 |
|
0.618 |
1,264.7 |
|
1.000 |
1,259.1 |
|
1.618 |
1,250.1 |
|
2.618 |
1,235.5 |
|
4.250 |
1,211.7 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,281.0 |
1,278.1 |
| PP |
1,280.4 |
1,276.9 |
| S1 |
1,279.8 |
1,275.8 |
|