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 |
13.54 |
13.00 |
-0.54 |
-4.0% |
13.25 |
High |
13.62 |
13.59 |
-0.03 |
-0.2% |
13.87 |
Low |
13.06 |
12.69 |
-0.37 |
-2.8% |
13.06 |
Close |
13.12 |
13.54 |
0.42 |
3.2% |
13.12 |
Range |
0.56 |
0.90 |
0.34 |
60.7% |
0.81 |
ATR |
0.48 |
0.51 |
0.03 |
6.3% |
0.00 |
Volume |
38,261,600 |
22,729,500 |
-15,532,100 |
-40.6% |
84,055,200 |
|
Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.97 |
15.66 |
14.04 |
|
R3 |
15.07 |
14.76 |
13.79 |
|
R2 |
14.17 |
14.17 |
13.71 |
|
R1 |
13.86 |
13.86 |
13.62 |
14.02 |
PP |
13.27 |
13.27 |
13.27 |
13.35 |
S1 |
12.96 |
12.96 |
13.46 |
13.12 |
S2 |
12.37 |
12.37 |
13.38 |
|
S3 |
11.47 |
12.06 |
13.29 |
|
S4 |
10.57 |
11.16 |
13.05 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.78 |
15.26 |
13.57 |
|
R3 |
14.97 |
14.45 |
13.34 |
|
R2 |
14.16 |
14.16 |
13.27 |
|
R1 |
13.64 |
13.64 |
13.19 |
13.50 |
PP |
13.35 |
13.35 |
13.35 |
13.28 |
S1 |
12.83 |
12.83 |
13.05 |
12.69 |
S2 |
12.54 |
12.54 |
12.97 |
|
S3 |
11.73 |
12.02 |
12.90 |
|
S4 |
10.92 |
11.21 |
12.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13.87 |
12.69 |
1.18 |
8.7% |
0.55 |
4.1% |
72% |
False |
True |
21,356,940 |
10 |
14.04 |
12.69 |
1.35 |
10.0% |
0.55 |
4.0% |
63% |
False |
True |
25,029,030 |
20 |
14.18 |
12.64 |
1.55 |
11.4% |
0.45 |
3.3% |
59% |
False |
False |
21,913,639 |
40 |
14.18 |
12.28 |
1.90 |
14.0% |
0.42 |
3.1% |
66% |
False |
False |
17,670,622 |
60 |
14.18 |
11.09 |
3.10 |
22.9% |
0.43 |
3.2% |
79% |
False |
False |
19,365,361 |
80 |
14.18 |
9.53 |
4.65 |
34.3% |
0.40 |
3.0% |
86% |
False |
False |
19,078,274 |
100 |
14.18 |
9.53 |
4.65 |
34.3% |
0.38 |
2.8% |
86% |
False |
False |
17,975,930 |
120 |
14.18 |
9.53 |
4.65 |
34.3% |
0.36 |
2.7% |
86% |
False |
False |
17,085,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17.42 |
2.618 |
15.95 |
1.618 |
15.05 |
1.000 |
14.49 |
0.618 |
14.15 |
HIGH |
13.59 |
0.618 |
13.25 |
0.500 |
13.14 |
0.382 |
13.03 |
LOW |
12.69 |
0.618 |
12.13 |
1.000 |
11.79 |
1.618 |
11.23 |
2.618 |
10.33 |
4.250 |
8.87 |
|
|
Fisher Pivots for day following 31-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
13.41 |
13.43 |
PP |
13.27 |
13.32 |
S1 |
13.14 |
13.21 |
|