| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,285.0 |
1,284.1 |
-0.9 |
-0.1% |
1,252.8 |
| High |
1,294.5 |
1,294.0 |
-0.5 |
0.0% |
1,282.0 |
| Low |
1,280.0 |
1,282.2 |
2.2 |
0.2% |
1,252.1 |
| Close |
1,285.5 |
1,293.8 |
8.3 |
0.6% |
1,270.5 |
| Range |
14.5 |
11.8 |
-2.7 |
-18.6% |
29.9 |
| ATR |
11.5 |
11.5 |
0.0 |
0.2% |
0.0 |
| Volume |
1,367 |
1,658 |
291 |
21.3% |
11,682 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.4 |
1,321.4 |
1,300.3 |
|
| R3 |
1,313.6 |
1,309.6 |
1,297.0 |
|
| R2 |
1,301.8 |
1,301.8 |
1,296.0 |
|
| R1 |
1,297.8 |
1,297.8 |
1,294.9 |
1,299.8 |
| PP |
1,290.0 |
1,290.0 |
1,290.0 |
1,291.0 |
| S1 |
1,286.0 |
1,286.0 |
1,292.7 |
1,288.0 |
| S2 |
1,278.2 |
1,278.2 |
1,291.6 |
|
| S3 |
1,266.4 |
1,274.2 |
1,290.6 |
|
| S4 |
1,254.6 |
1,262.4 |
1,287.3 |
|
|
| 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 |
1,294.5 |
1,258.8 |
35.7 |
2.8% |
13.8 |
1.1% |
98% |
False |
False |
2,043 |
| 10 |
1,294.5 |
1,249.0 |
45.5 |
3.5% |
12.0 |
0.9% |
98% |
False |
False |
2,136 |
| 20 |
1,294.5 |
1,233.9 |
60.6 |
4.7% |
10.4 |
0.8% |
99% |
False |
False |
2,082 |
| 40 |
1,294.5 |
1,215.0 |
79.5 |
6.1% |
10.5 |
0.8% |
99% |
False |
False |
2,730 |
| 60 |
1,294.5 |
1,205.0 |
89.5 |
6.9% |
10.8 |
0.8% |
99% |
False |
False |
2,137 |
| 80 |
1,294.5 |
1,201.6 |
92.9 |
7.2% |
10.5 |
0.8% |
99% |
False |
False |
1,847 |
| 100 |
1,294.5 |
1,184.8 |
109.7 |
8.5% |
10.1 |
0.8% |
99% |
False |
False |
1,554 |
| 120 |
1,294.5 |
1,184.8 |
109.7 |
8.5% |
9.6 |
0.7% |
99% |
False |
False |
1,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,344.2 |
|
2.618 |
1,324.9 |
|
1.618 |
1,313.1 |
|
1.000 |
1,305.8 |
|
0.618 |
1,301.3 |
|
HIGH |
1,294.0 |
|
0.618 |
1,289.5 |
|
0.500 |
1,288.1 |
|
0.382 |
1,286.7 |
|
LOW |
1,282.2 |
|
0.618 |
1,274.9 |
|
1.000 |
1,270.4 |
|
1.618 |
1,263.1 |
|
2.618 |
1,251.3 |
|
4.250 |
1,232.1 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,291.9 |
1,290.8 |
| PP |
1,290.0 |
1,287.7 |
| S1 |
1,288.1 |
1,284.7 |
|