| 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 |
2,493.50 |
2,498.50 |
5.00 |
0.2% |
2,408.00 |
| High |
2,524.75 |
2,515.75 |
-9.00 |
-0.4% |
2,524.75 |
| Low |
2,476.75 |
2,486.75 |
10.00 |
0.4% |
2,319.25 |
| Close |
2,489.25 |
2,508.50 |
19.25 |
0.8% |
2,489.25 |
| Range |
48.00 |
29.00 |
-19.00 |
-39.6% |
205.50 |
| ATR |
71.83 |
68.77 |
-3.06 |
-4.3% |
0.00 |
| Volume |
7,070 |
3,254 |
-3,816 |
-54.0% |
28,102 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,590.75 |
2,578.50 |
2,524.50 |
|
| R3 |
2,561.75 |
2,549.50 |
2,516.50 |
|
| R2 |
2,532.75 |
2,532.75 |
2,513.75 |
|
| R1 |
2,520.50 |
2,520.50 |
2,511.25 |
2,526.50 |
| PP |
2,503.75 |
2,503.75 |
2,503.75 |
2,506.75 |
| S1 |
2,491.50 |
2,491.50 |
2,505.75 |
2,497.50 |
| S2 |
2,474.75 |
2,474.75 |
2,503.25 |
|
| S3 |
2,445.75 |
2,462.50 |
2,500.50 |
|
| S4 |
2,416.75 |
2,433.50 |
2,492.50 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.00 |
2,980.50 |
2,602.25 |
|
| R3 |
2,855.50 |
2,775.00 |
2,545.75 |
|
| R2 |
2,650.00 |
2,650.00 |
2,527.00 |
|
| R1 |
2,569.50 |
2,569.50 |
2,508.00 |
2,609.75 |
| PP |
2,444.50 |
2,444.50 |
2,444.50 |
2,464.50 |
| S1 |
2,364.00 |
2,364.00 |
2,470.50 |
2,404.25 |
| S2 |
2,239.00 |
2,239.00 |
2,451.50 |
|
| S3 |
2,033.50 |
2,158.50 |
2,432.75 |
|
| S4 |
1,828.00 |
1,953.00 |
2,376.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,524.75 |
2,319.25 |
205.50 |
8.2% |
86.75 |
3.5% |
92% |
False |
False |
6,271 |
| 10 |
2,621.50 |
2,319.25 |
302.25 |
12.0% |
83.50 |
3.3% |
63% |
False |
False |
5,065 |
| 20 |
2,826.75 |
2,319.25 |
507.50 |
20.2% |
72.00 |
2.9% |
37% |
False |
False |
3,074 |
| 40 |
2,833.25 |
2,319.25 |
514.00 |
20.5% |
58.50 |
2.3% |
37% |
False |
False |
1,778 |
| 60 |
2,940.50 |
2,319.25 |
621.25 |
24.8% |
57.75 |
2.3% |
30% |
False |
False |
1,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,639.00 |
|
2.618 |
2,591.75 |
|
1.618 |
2,562.75 |
|
1.000 |
2,544.75 |
|
0.618 |
2,533.75 |
|
HIGH |
2,515.75 |
|
0.618 |
2,504.75 |
|
0.500 |
2,501.25 |
|
0.382 |
2,497.75 |
|
LOW |
2,486.75 |
|
0.618 |
2,468.75 |
|
1.000 |
2,457.75 |
|
1.618 |
2,439.75 |
|
2.618 |
2,410.75 |
|
4.250 |
2,363.50 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,506.00 |
2,493.25 |
| PP |
2,503.75 |
2,477.75 |
| S1 |
2,501.25 |
2,462.50 |
|