| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,283.8 |
1,289.6 |
5.8 |
0.5% |
1,266.3 |
| High |
1,289.9 |
1,292.6 |
2.7 |
0.2% |
1,289.9 |
| Low |
1,283.1 |
1,285.8 |
2.7 |
0.2% |
1,266.3 |
| Close |
1,289.3 |
1,287.7 |
-1.6 |
-0.1% |
1,289.3 |
| Range |
6.8 |
6.8 |
0.0 |
0.0% |
23.6 |
| ATR |
11.4 |
11.1 |
-0.3 |
-2.9% |
0.0 |
| Volume |
4,607 |
11,635 |
7,028 |
152.6% |
18,241 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,309.1 |
1,305.2 |
1,291.4 |
|
| R3 |
1,302.3 |
1,298.4 |
1,289.6 |
|
| R2 |
1,295.5 |
1,295.5 |
1,288.9 |
|
| R1 |
1,291.6 |
1,291.6 |
1,288.3 |
1,290.2 |
| PP |
1,288.7 |
1,288.7 |
1,288.7 |
1,288.0 |
| S1 |
1,284.8 |
1,284.8 |
1,287.1 |
1,283.4 |
| S2 |
1,281.9 |
1,281.9 |
1,286.5 |
|
| S3 |
1,275.1 |
1,278.0 |
1,285.8 |
|
| S4 |
1,268.3 |
1,271.2 |
1,284.0 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,352.6 |
1,344.6 |
1,302.3 |
|
| R3 |
1,329.0 |
1,321.0 |
1,295.8 |
|
| R2 |
1,305.4 |
1,305.4 |
1,293.6 |
|
| R1 |
1,297.4 |
1,297.4 |
1,291.5 |
1,301.4 |
| PP |
1,281.8 |
1,281.8 |
1,281.8 |
1,283.9 |
| S1 |
1,273.8 |
1,273.8 |
1,287.1 |
1,277.8 |
| S2 |
1,258.2 |
1,258.2 |
1,285.0 |
|
| S3 |
1,234.6 |
1,250.2 |
1,282.8 |
|
| S4 |
1,211.0 |
1,226.6 |
1,276.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,292.6 |
1,266.3 |
26.3 |
2.0% |
10.8 |
0.8% |
81% |
True |
False |
5,975 |
| 10 |
1,292.6 |
1,245.9 |
46.7 |
3.6% |
12.1 |
0.9% |
90% |
True |
False |
6,609 |
| 20 |
1,292.6 |
1,233.0 |
59.6 |
4.6% |
10.7 |
0.8% |
92% |
True |
False |
5,629 |
| 40 |
1,292.6 |
1,209.3 |
83.3 |
6.5% |
10.3 |
0.8% |
94% |
True |
False |
4,492 |
| 60 |
1,292.6 |
1,199.2 |
93.4 |
7.3% |
10.5 |
0.8% |
95% |
True |
False |
3,561 |
| 80 |
1,292.6 |
1,195.7 |
96.9 |
7.5% |
10.4 |
0.8% |
95% |
True |
False |
2,921 |
| 100 |
1,292.6 |
1,182.7 |
109.9 |
8.5% |
10.2 |
0.8% |
96% |
True |
False |
2,450 |
| 120 |
1,292.6 |
1,182.7 |
109.9 |
8.5% |
9.7 |
0.8% |
96% |
True |
False |
2,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,321.5 |
|
2.618 |
1,310.4 |
|
1.618 |
1,303.6 |
|
1.000 |
1,299.4 |
|
0.618 |
1,296.8 |
|
HIGH |
1,292.6 |
|
0.618 |
1,290.0 |
|
0.500 |
1,289.2 |
|
0.382 |
1,288.4 |
|
LOW |
1,285.8 |
|
0.618 |
1,281.6 |
|
1.000 |
1,279.0 |
|
1.618 |
1,274.8 |
|
2.618 |
1,268.0 |
|
4.250 |
1,256.9 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,289.2 |
1,286.5 |
| PP |
1,288.7 |
1,285.3 |
| S1 |
1,288.2 |
1,284.1 |
|