| 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 |
1,277.1 |
1,276.5 |
-0.6 |
0.0% |
1,252.8 |
| High |
1,278.6 |
1,285.7 |
7.1 |
0.6% |
1,282.0 |
| Low |
1,269.9 |
1,274.8 |
4.9 |
0.4% |
1,252.1 |
| Close |
1,270.5 |
1,284.3 |
13.8 |
1.1% |
1,270.5 |
| Range |
8.7 |
10.9 |
2.2 |
25.3% |
29.9 |
| ATR |
11.0 |
11.3 |
0.3 |
2.7% |
0.0 |
| Volume |
1,506 |
2,547 |
1,041 |
69.1% |
11,682 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.3 |
1,310.2 |
1,290.3 |
|
| R3 |
1,303.4 |
1,299.3 |
1,287.3 |
|
| R2 |
1,292.5 |
1,292.5 |
1,286.3 |
|
| R1 |
1,288.4 |
1,288.4 |
1,285.3 |
1,290.5 |
| PP |
1,281.6 |
1,281.6 |
1,281.6 |
1,282.6 |
| S1 |
1,277.5 |
1,277.5 |
1,283.3 |
1,279.6 |
| S2 |
1,270.7 |
1,270.7 |
1,282.3 |
|
| S3 |
1,259.8 |
1,266.6 |
1,281.3 |
|
| S4 |
1,248.9 |
1,255.7 |
1,278.3 |
|
|
| 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 |
1,285.7 |
1,257.8 |
27.9 |
2.2% |
12.9 |
1.0% |
95% |
True |
False |
2,494 |
| 10 |
1,285.7 |
1,249.0 |
36.7 |
2.9% |
10.7 |
0.8% |
96% |
True |
False |
2,414 |
| 20 |
1,285.7 |
1,228.9 |
56.8 |
4.4% |
10.5 |
0.8% |
98% |
True |
False |
2,290 |
| 40 |
1,285.7 |
1,215.0 |
70.7 |
5.5% |
10.3 |
0.8% |
98% |
True |
False |
2,704 |
| 60 |
1,285.7 |
1,205.0 |
80.7 |
6.3% |
10.8 |
0.8% |
98% |
True |
False |
2,131 |
| 80 |
1,285.7 |
1,201.6 |
84.1 |
6.5% |
10.5 |
0.8% |
98% |
True |
False |
1,816 |
| 100 |
1,285.7 |
1,184.8 |
100.9 |
7.9% |
10.0 |
0.8% |
99% |
True |
False |
1,527 |
| 120 |
1,295.5 |
1,184.8 |
110.7 |
8.6% |
9.5 |
0.7% |
90% |
False |
False |
1,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,332.0 |
|
2.618 |
1,314.2 |
|
1.618 |
1,303.3 |
|
1.000 |
1,296.6 |
|
0.618 |
1,292.4 |
|
HIGH |
1,285.7 |
|
0.618 |
1,281.5 |
|
0.500 |
1,280.3 |
|
0.382 |
1,279.0 |
|
LOW |
1,274.8 |
|
0.618 |
1,268.1 |
|
1.000 |
1,263.9 |
|
1.618 |
1,257.2 |
|
2.618 |
1,246.3 |
|
4.250 |
1,228.5 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,283.0 |
1,280.3 |
| PP |
1,281.6 |
1,276.3 |
| S1 |
1,280.3 |
1,272.3 |
|