| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,259.7 |
1,277.1 |
17.4 |
1.4% |
1,252.8 |
| High |
1,282.0 |
1,278.6 |
-3.4 |
-0.3% |
1,282.0 |
| Low |
1,258.8 |
1,269.9 |
11.1 |
0.9% |
1,252.1 |
| Close |
1,280.5 |
1,270.5 |
-10.0 |
-0.8% |
1,270.5 |
| Range |
23.2 |
8.7 |
-14.5 |
-62.5% |
29.9 |
| ATR |
11.0 |
11.0 |
0.0 |
-0.3% |
0.0 |
| Volume |
3,141 |
1,506 |
-1,635 |
-52.1% |
11,682 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,299.1 |
1,293.5 |
1,275.3 |
|
| R3 |
1,290.4 |
1,284.8 |
1,272.9 |
|
| R2 |
1,281.7 |
1,281.7 |
1,272.1 |
|
| R1 |
1,276.1 |
1,276.1 |
1,271.3 |
1,274.6 |
| PP |
1,273.0 |
1,273.0 |
1,273.0 |
1,272.2 |
| S1 |
1,267.4 |
1,267.4 |
1,269.7 |
1,265.9 |
| S2 |
1,264.3 |
1,264.3 |
1,268.9 |
|
| S3 |
1,255.6 |
1,258.7 |
1,268.1 |
|
| S4 |
1,246.9 |
1,250.0 |
1,265.7 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,357.9 |
1,344.1 |
1,286.9 |
|
| R3 |
1,328.0 |
1,314.2 |
1,278.7 |
|
| R2 |
1,298.1 |
1,298.1 |
1,276.0 |
|
| R1 |
1,284.3 |
1,284.3 |
1,273.2 |
1,291.2 |
| PP |
1,268.2 |
1,268.2 |
1,268.2 |
1,271.7 |
| S1 |
1,254.4 |
1,254.4 |
1,267.8 |
1,261.3 |
| S2 |
1,238.3 |
1,238.3 |
1,265.0 |
|
| S3 |
1,208.4 |
1,224.5 |
1,262.3 |
|
| S4 |
1,178.5 |
1,194.6 |
1,254.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,282.0 |
1,252.1 |
29.9 |
2.4% |
13.2 |
1.0% |
62% |
False |
False |
2,336 |
| 10 |
1,282.0 |
1,249.0 |
33.0 |
2.6% |
10.5 |
0.8% |
65% |
False |
False |
2,609 |
| 20 |
1,282.0 |
1,228.9 |
53.1 |
4.2% |
10.2 |
0.8% |
78% |
False |
False |
2,344 |
| 40 |
1,282.0 |
1,215.0 |
67.0 |
5.3% |
10.4 |
0.8% |
83% |
False |
False |
2,656 |
| 60 |
1,282.0 |
1,201.6 |
80.4 |
6.3% |
10.8 |
0.8% |
86% |
False |
False |
2,119 |
| 80 |
1,282.0 |
1,201.6 |
80.4 |
6.3% |
10.4 |
0.8% |
86% |
False |
False |
1,805 |
| 100 |
1,282.0 |
1,184.8 |
97.2 |
7.7% |
10.0 |
0.8% |
88% |
False |
False |
1,505 |
| 120 |
1,295.5 |
1,184.8 |
110.7 |
8.7% |
9.4 |
0.7% |
77% |
False |
False |
1,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,315.6 |
|
2.618 |
1,301.4 |
|
1.618 |
1,292.7 |
|
1.000 |
1,287.3 |
|
0.618 |
1,284.0 |
|
HIGH |
1,278.6 |
|
0.618 |
1,275.3 |
|
0.500 |
1,274.3 |
|
0.382 |
1,273.2 |
|
LOW |
1,269.9 |
|
0.618 |
1,264.5 |
|
1.000 |
1,261.2 |
|
1.618 |
1,255.8 |
|
2.618 |
1,247.1 |
|
4.250 |
1,232.9 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,274.3 |
1,270.3 |
| PP |
1,273.0 |
1,270.1 |
| S1 |
1,271.8 |
1,269.9 |
|