| 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 |
1,276.5 |
1,285.0 |
8.5 |
0.7% |
1,252.8 |
| High |
1,285.7 |
1,294.5 |
8.8 |
0.7% |
1,282.0 |
| Low |
1,274.8 |
1,280.0 |
5.2 |
0.4% |
1,252.1 |
| Close |
1,284.3 |
1,285.5 |
1.2 |
0.1% |
1,270.5 |
| Range |
10.9 |
14.5 |
3.6 |
33.0% |
29.9 |
| ATR |
11.3 |
11.5 |
0.2 |
2.0% |
0.0 |
| Volume |
2,547 |
1,367 |
-1,180 |
-46.3% |
11,682 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,330.2 |
1,322.3 |
1,293.5 |
|
| R3 |
1,315.7 |
1,307.8 |
1,289.5 |
|
| R2 |
1,301.2 |
1,301.2 |
1,288.2 |
|
| R1 |
1,293.3 |
1,293.3 |
1,286.8 |
1,297.3 |
| PP |
1,286.7 |
1,286.7 |
1,286.7 |
1,288.6 |
| S1 |
1,278.8 |
1,278.8 |
1,284.2 |
1,282.8 |
| S2 |
1,272.2 |
1,272.2 |
1,282.8 |
|
| S3 |
1,257.7 |
1,264.3 |
1,281.5 |
|
| S4 |
1,243.2 |
1,249.8 |
1,277.5 |
|
|
| 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 |
1,294.5 |
1,257.8 |
36.7 |
2.9% |
14.8 |
1.1% |
75% |
True |
False |
2,163 |
| 10 |
1,294.5 |
1,249.0 |
45.5 |
3.5% |
11.3 |
0.9% |
80% |
True |
False |
2,285 |
| 20 |
1,294.5 |
1,228.9 |
65.6 |
5.1% |
10.5 |
0.8% |
86% |
True |
False |
2,204 |
| 40 |
1,294.5 |
1,215.0 |
79.5 |
6.2% |
10.5 |
0.8% |
89% |
True |
False |
2,727 |
| 60 |
1,294.5 |
1,205.0 |
89.5 |
7.0% |
10.9 |
0.8% |
90% |
True |
False |
2,123 |
| 80 |
1,294.5 |
1,201.6 |
92.9 |
7.2% |
10.5 |
0.8% |
90% |
True |
False |
1,831 |
| 100 |
1,294.5 |
1,184.8 |
109.7 |
8.5% |
10.1 |
0.8% |
92% |
True |
False |
1,540 |
| 120 |
1,295.5 |
1,184.8 |
110.7 |
8.6% |
9.6 |
0.7% |
91% |
False |
False |
1,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.1 |
|
2.618 |
1,332.5 |
|
1.618 |
1,318.0 |
|
1.000 |
1,309.0 |
|
0.618 |
1,303.5 |
|
HIGH |
1,294.5 |
|
0.618 |
1,289.0 |
|
0.500 |
1,287.3 |
|
0.382 |
1,285.5 |
|
LOW |
1,280.0 |
|
0.618 |
1,271.0 |
|
1.000 |
1,265.5 |
|
1.618 |
1,256.5 |
|
2.618 |
1,242.0 |
|
4.250 |
1,218.4 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,287.3 |
1,284.4 |
| PP |
1,286.7 |
1,283.3 |
| S1 |
1,286.1 |
1,282.2 |
|