| 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 |
2,346.25 |
2,473.00 |
126.75 |
5.4% |
2,600.00 |
| High |
2,480.75 |
2,501.50 |
20.75 |
0.8% |
2,621.50 |
| Low |
2,319.25 |
2,400.25 |
81.00 |
3.5% |
2,413.50 |
| Close |
2,474.25 |
2,498.25 |
24.00 |
1.0% |
2,417.25 |
| Range |
161.50 |
101.25 |
-60.25 |
-37.3% |
208.00 |
| ATR |
71.54 |
73.66 |
2.12 |
3.0% |
0.00 |
| Volume |
6,164 |
9,518 |
3,354 |
54.4% |
19,299 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.50 |
2,735.50 |
2,554.00 |
|
| R3 |
2,669.25 |
2,634.25 |
2,526.00 |
|
| R2 |
2,568.00 |
2,568.00 |
2,516.75 |
|
| R1 |
2,533.00 |
2,533.00 |
2,507.50 |
2,550.50 |
| PP |
2,466.75 |
2,466.75 |
2,466.75 |
2,475.50 |
| S1 |
2,431.75 |
2,431.75 |
2,489.00 |
2,449.25 |
| S2 |
2,365.50 |
2,365.50 |
2,479.75 |
|
| S3 |
2,264.25 |
2,330.50 |
2,470.50 |
|
| S4 |
2,163.00 |
2,229.25 |
2,442.50 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,108.00 |
2,970.75 |
2,531.75 |
|
| R3 |
2,900.00 |
2,762.75 |
2,474.50 |
|
| R2 |
2,692.00 |
2,692.00 |
2,455.50 |
|
| R1 |
2,554.75 |
2,554.75 |
2,436.25 |
2,519.50 |
| PP |
2,484.00 |
2,484.00 |
2,484.00 |
2,466.50 |
| S1 |
2,346.75 |
2,346.75 |
2,398.25 |
2,311.50 |
| S2 |
2,276.00 |
2,276.00 |
2,379.00 |
|
| S3 |
2,068.00 |
2,138.75 |
2,360.00 |
|
| S4 |
1,860.00 |
1,930.75 |
2,302.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,521.50 |
2,319.25 |
202.25 |
8.1% |
106.00 |
4.2% |
89% |
False |
False |
6,546 |
| 10 |
2,681.00 |
2,319.25 |
361.75 |
14.5% |
84.75 |
3.4% |
49% |
False |
False |
4,544 |
| 20 |
2,826.75 |
2,319.25 |
507.50 |
20.3% |
72.50 |
2.9% |
35% |
False |
False |
2,567 |
| 40 |
2,833.25 |
2,319.25 |
514.00 |
20.6% |
59.25 |
2.4% |
35% |
False |
False |
1,532 |
| 60 |
2,960.75 |
2,319.25 |
641.50 |
25.7% |
57.00 |
2.3% |
28% |
False |
False |
1,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.75 |
|
2.618 |
2,766.50 |
|
1.618 |
2,665.25 |
|
1.000 |
2,602.75 |
|
0.618 |
2,564.00 |
|
HIGH |
2,501.50 |
|
0.618 |
2,462.75 |
|
0.500 |
2,451.00 |
|
0.382 |
2,439.00 |
|
LOW |
2,400.25 |
|
0.618 |
2,337.75 |
|
1.000 |
2,299.00 |
|
1.618 |
2,236.50 |
|
2.618 |
2,135.25 |
|
4.250 |
1,970.00 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,482.50 |
2,469.00 |
| PP |
2,466.75 |
2,439.75 |
| S1 |
2,451.00 |
2,410.50 |
|