| 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 |
1,289.4 |
1,294.4 |
5.0 |
0.4% |
1,276.5 |
| High |
1,296.3 |
1,298.9 |
2.6 |
0.2% |
1,296.3 |
| Low |
1,289.3 |
1,293.2 |
3.9 |
0.3% |
1,274.8 |
| Close |
1,295.7 |
1,294.2 |
-1.5 |
-0.1% |
1,295.7 |
| Range |
7.0 |
5.7 |
-1.3 |
-18.6% |
21.5 |
| ATR |
11.2 |
10.8 |
-0.4 |
-3.5% |
0.0 |
| Volume |
1,503 |
1,870 |
367 |
24.4% |
7,075 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.5 |
1,309.1 |
1,297.3 |
|
| R3 |
1,306.8 |
1,303.4 |
1,295.8 |
|
| R2 |
1,301.1 |
1,301.1 |
1,295.2 |
|
| R1 |
1,297.7 |
1,297.7 |
1,294.7 |
1,296.6 |
| PP |
1,295.4 |
1,295.4 |
1,295.4 |
1,294.9 |
| S1 |
1,292.0 |
1,292.0 |
1,293.7 |
1,290.9 |
| S2 |
1,289.7 |
1,289.7 |
1,293.2 |
|
| S3 |
1,284.0 |
1,286.3 |
1,292.6 |
|
| S4 |
1,278.3 |
1,280.6 |
1,291.1 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.4 |
1,346.1 |
1,307.5 |
|
| R3 |
1,331.9 |
1,324.6 |
1,301.6 |
|
| R2 |
1,310.4 |
1,310.4 |
1,299.6 |
|
| R1 |
1,303.1 |
1,303.1 |
1,297.7 |
1,306.8 |
| PP |
1,288.9 |
1,288.9 |
1,288.9 |
1,290.8 |
| S1 |
1,281.6 |
1,281.6 |
1,293.7 |
1,285.3 |
| S2 |
1,267.4 |
1,267.4 |
1,291.8 |
|
| S3 |
1,245.9 |
1,260.1 |
1,289.8 |
|
| S4 |
1,224.4 |
1,238.6 |
1,283.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,298.9 |
1,274.8 |
24.1 |
1.9% |
10.0 |
0.8% |
80% |
True |
False |
1,789 |
| 10 |
1,298.9 |
1,252.1 |
46.8 |
3.6% |
11.6 |
0.9% |
90% |
True |
False |
2,062 |
| 20 |
1,298.9 |
1,239.4 |
59.5 |
4.6% |
10.2 |
0.8% |
92% |
True |
False |
2,145 |
| 40 |
1,298.9 |
1,215.0 |
83.9 |
6.5% |
10.0 |
0.8% |
94% |
True |
False |
2,634 |
| 60 |
1,298.9 |
1,205.0 |
93.9 |
7.3% |
10.6 |
0.8% |
95% |
True |
False |
2,169 |
| 80 |
1,298.9 |
1,201.6 |
97.3 |
7.5% |
10.5 |
0.8% |
95% |
True |
False |
1,877 |
| 100 |
1,298.9 |
1,184.8 |
114.1 |
8.8% |
10.2 |
0.8% |
96% |
True |
False |
1,585 |
| 120 |
1,298.9 |
1,184.8 |
114.1 |
8.8% |
9.6 |
0.7% |
96% |
True |
False |
1,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.1 |
|
2.618 |
1,313.8 |
|
1.618 |
1,308.1 |
|
1.000 |
1,304.6 |
|
0.618 |
1,302.4 |
|
HIGH |
1,298.9 |
|
0.618 |
1,296.7 |
|
0.500 |
1,296.1 |
|
0.382 |
1,295.4 |
|
LOW |
1,293.2 |
|
0.618 |
1,289.7 |
|
1.000 |
1,287.5 |
|
1.618 |
1,284.0 |
|
2.618 |
1,278.3 |
|
4.250 |
1,269.0 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,296.1 |
1,293.0 |
| PP |
1,295.4 |
1,291.8 |
| S1 |
1,294.8 |
1,290.6 |
|