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 |
5,969.08 |
6,168.60 |
199.52 |
3.3% |
6,571.00 |
High |
6,263.82 |
6,291.99 |
28.17 |
0.4% |
6,621.63 |
Low |
5,921.86 |
6,043.45 |
121.59 |
2.1% |
6,013.98 |
Close |
6,262.77 |
6,288.30 |
25.53 |
0.4% |
6,046.56 |
Range |
341.96 |
248.54 |
-93.42 |
-27.3% |
607.65 |
ATR |
198.79 |
202.34 |
3.55 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,953.53 |
6,869.46 |
6,425.00 |
|
R3 |
6,704.99 |
6,620.92 |
6,356.65 |
|
R2 |
6,456.45 |
6,456.45 |
6,333.87 |
|
R1 |
6,372.38 |
6,372.38 |
6,311.08 |
6,414.42 |
PP |
6,207.91 |
6,207.91 |
6,207.91 |
6,228.93 |
S1 |
6,123.84 |
6,123.84 |
6,265.52 |
6,165.88 |
S2 |
5,959.37 |
5,959.37 |
6,242.73 |
|
S3 |
5,710.83 |
5,875.30 |
6,219.95 |
|
S4 |
5,462.29 |
5,626.76 |
6,151.60 |
|
|
Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,050.34 |
7,656.10 |
6,380.77 |
|
R3 |
7,442.69 |
7,048.45 |
6,213.66 |
|
R2 |
6,835.04 |
6,835.04 |
6,157.96 |
|
R1 |
6,440.80 |
6,440.80 |
6,102.26 |
6,334.10 |
PP |
6,227.39 |
6,227.39 |
6,227.39 |
6,174.04 |
S1 |
5,833.15 |
5,833.15 |
5,990.86 |
5,726.45 |
S2 |
5,619.74 |
5,619.74 |
5,935.16 |
|
S3 |
5,012.09 |
5,225.50 |
5,879.46 |
|
S4 |
4,404.44 |
4,617.85 |
5,712.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,380.97 |
5,895.12 |
485.85 |
7.7% |
256.80 |
4.1% |
81% |
False |
False |
|
10 |
6,833.78 |
5,895.12 |
938.66 |
14.9% |
214.65 |
3.4% |
42% |
False |
False |
|
20 |
7,107.00 |
5,895.12 |
1,211.88 |
19.3% |
188.16 |
3.0% |
32% |
False |
False |
|
40 |
7,205.96 |
5,895.12 |
1,310.84 |
20.8% |
160.18 |
2.5% |
30% |
False |
False |
|
60 |
7,685.36 |
5,895.12 |
1,790.24 |
28.5% |
166.11 |
2.6% |
22% |
False |
False |
|
80 |
7,700.56 |
5,895.12 |
1,805.44 |
28.7% |
144.47 |
2.3% |
22% |
False |
False |
|
100 |
7,700.56 |
5,895.12 |
1,805.44 |
28.7% |
127.25 |
2.0% |
22% |
False |
False |
|
120 |
7,700.56 |
5,895.12 |
1,805.44 |
28.7% |
119.41 |
1.9% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,348.29 |
2.618 |
6,942.67 |
1.618 |
6,694.13 |
1.000 |
6,540.53 |
0.618 |
6,445.59 |
HIGH |
6,291.99 |
0.618 |
6,197.05 |
0.500 |
6,167.72 |
0.382 |
6,138.39 |
LOW |
6,043.45 |
0.618 |
5,889.85 |
1.000 |
5,794.91 |
1.618 |
5,641.31 |
2.618 |
5,392.77 |
4.250 |
4,987.16 |
|
|
Fisher Pivots for day following 27-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
6,248.11 |
6,223.39 |
PP |
6,207.91 |
6,158.47 |
S1 |
6,167.72 |
6,093.56 |
|