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 |
1,276.09 |
1,274.24 |
-1.85 |
-0.1% |
1,238.22 |
High |
1,278.49 |
1,278.53 |
0.04 |
0.0% |
1,265.93 |
Low |
1,264.77 |
1,271.51 |
6.74 |
0.5% |
1,235.69 |
Close |
1,267.08 |
1,277.93 |
10.85 |
0.9% |
1,255.34 |
Range |
13.72 |
7.02 |
-6.70 |
-48.8% |
30.24 |
ATR |
11.01 |
11.04 |
0.03 |
0.3% |
0.00 |
Volume |
3,006 |
3,409 |
403 |
13.4% |
49,633 |
|
Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.05 |
1,294.51 |
1,281.79 |
|
R3 |
1,290.03 |
1,287.49 |
1,279.86 |
|
R2 |
1,283.01 |
1,283.01 |
1,279.22 |
|
R1 |
1,280.47 |
1,280.47 |
1,278.57 |
1,281.74 |
PP |
1,275.99 |
1,275.99 |
1,275.99 |
1,276.63 |
S1 |
1,273.45 |
1,273.45 |
1,277.29 |
1,274.72 |
S2 |
1,268.97 |
1,268.97 |
1,276.64 |
|
S3 |
1,261.95 |
1,266.43 |
1,276.00 |
|
S4 |
1,254.93 |
1,259.41 |
1,274.07 |
|
|
Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.04 |
1,329.43 |
1,271.97 |
|
R3 |
1,312.80 |
1,299.19 |
1,263.66 |
|
R2 |
1,282.56 |
1,282.56 |
1,260.88 |
|
R1 |
1,268.95 |
1,268.95 |
1,258.11 |
1,275.76 |
PP |
1,252.32 |
1,252.32 |
1,252.32 |
1,255.72 |
S1 |
1,238.71 |
1,238.71 |
1,252.57 |
1,245.52 |
S2 |
1,222.08 |
1,222.08 |
1,249.80 |
|
S3 |
1,191.84 |
1,208.47 |
1,247.02 |
|
S4 |
1,161.60 |
1,178.23 |
1,238.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,278.53 |
1,242.60 |
35.93 |
2.8% |
13.08 |
1.0% |
98% |
True |
False |
6,939 |
10 |
1,278.53 |
1,232.98 |
45.55 |
3.6% |
11.37 |
0.9% |
99% |
True |
False |
8,646 |
20 |
1,278.53 |
1,216.82 |
61.71 |
4.8% |
10.09 |
0.8% |
99% |
True |
False |
9,672 |
40 |
1,278.53 |
1,196.39 |
82.14 |
6.4% |
10.40 |
0.8% |
99% |
True |
False |
10,293 |
60 |
1,278.53 |
1,184.03 |
94.50 |
7.4% |
10.85 |
0.8% |
99% |
True |
False |
10,135 |
80 |
1,278.53 |
1,181.06 |
97.47 |
7.6% |
10.92 |
0.9% |
99% |
True |
False |
10,084 |
100 |
1,278.53 |
1,160.75 |
117.78 |
9.2% |
11.10 |
0.9% |
99% |
True |
False |
10,127 |
120 |
1,278.53 |
1,160.75 |
117.78 |
9.2% |
11.08 |
0.9% |
99% |
True |
False |
10,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.37 |
2.618 |
1,296.91 |
1.618 |
1,289.89 |
1.000 |
1,285.55 |
0.618 |
1,282.87 |
HIGH |
1,278.53 |
0.618 |
1,275.85 |
0.500 |
1,275.02 |
0.382 |
1,274.19 |
LOW |
1,271.51 |
0.618 |
1,267.17 |
1.000 |
1,264.49 |
1.618 |
1,260.15 |
2.618 |
1,253.13 |
4.250 |
1,241.68 |
|
|
Fisher Pivots for day following 27-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
1,276.96 |
1,274.49 |
PP |
1,275.99 |
1,271.05 |
S1 |
1,275.02 |
1,267.61 |
|