Trading Metrics calculated at close of trading on 20-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
1,373.0 |
1,345.8 |
-27.2 |
-2.0% |
1,443.8 |
High |
1,400.0 |
1,362.7 |
-37.3 |
-2.7% |
1,478.2 |
Low |
1,342.7 |
1,313.7 |
-29.0 |
-2.2% |
1,409.8 |
Close |
1,347.9 |
1,337.8 |
-10.1 |
-0.7% |
1,415.8 |
Range |
57.3 |
49.0 |
-8.3 |
-14.5% |
68.4 |
ATR |
36.9 |
37.7 |
0.9 |
2.4% |
0.0 |
Volume |
270,866 |
344,731 |
73,865 |
27.3% |
282,484 |
|
Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.1 |
1,460.4 |
1,364.8 |
|
R3 |
1,436.1 |
1,411.4 |
1,351.3 |
|
R2 |
1,387.1 |
1,387.1 |
1,346.8 |
|
R1 |
1,362.4 |
1,362.4 |
1,342.3 |
1,350.3 |
PP |
1,338.1 |
1,338.1 |
1,338.1 |
1,332.0 |
S1 |
1,313.4 |
1,313.4 |
1,333.3 |
1,301.3 |
S2 |
1,289.1 |
1,289.1 |
1,328.8 |
|
S3 |
1,240.1 |
1,264.4 |
1,324.3 |
|
S4 |
1,191.1 |
1,215.4 |
1,310.9 |
|
|
Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,639.8 |
1,596.2 |
1,453.4 |
|
R3 |
1,571.4 |
1,527.8 |
1,434.6 |
|
R2 |
1,503.0 |
1,503.0 |
1,428.3 |
|
R1 |
1,459.4 |
1,459.4 |
1,422.1 |
1,447.0 |
PP |
1,434.6 |
1,434.6 |
1,434.6 |
1,428.4 |
S1 |
1,391.0 |
1,391.0 |
1,409.5 |
1,378.6 |
S2 |
1,366.2 |
1,366.2 |
1,403.3 |
|
S3 |
1,297.8 |
1,322.6 |
1,397.0 |
|
S4 |
1,229.4 |
1,254.2 |
1,378.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,441.8 |
1,313.7 |
128.1 |
9.6% |
44.3 |
3.3% |
19% |
False |
True |
280,397 |
10 |
1,493.2 |
1,313.7 |
179.5 |
13.4% |
41.3 |
3.1% |
13% |
False |
True |
150,022 |
20 |
1,567.4 |
1,313.7 |
253.7 |
19.0% |
36.3 |
2.7% |
9% |
False |
True |
75,088 |
40 |
1,593.9 |
1,313.7 |
280.2 |
20.9% |
34.3 |
2.6% |
9% |
False |
True |
37,578 |
60 |
1,717.2 |
1,313.7 |
403.5 |
30.2% |
33.6 |
2.5% |
6% |
False |
True |
25,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,571.0 |
2.618 |
1,491.0 |
1.618 |
1,442.0 |
1.000 |
1,411.7 |
0.618 |
1,393.0 |
HIGH |
1,362.7 |
0.618 |
1,344.0 |
0.500 |
1,338.2 |
0.382 |
1,332.4 |
LOW |
1,313.7 |
0.618 |
1,283.4 |
1.000 |
1,264.7 |
1.618 |
1,234.4 |
2.618 |
1,185.4 |
4.250 |
1,105.5 |
|
|
Fisher Pivots for day following 20-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
1,338.2 |
1,359.8 |
PP |
1,338.1 |
1,352.4 |
S1 |
1,337.9 |
1,345.1 |
|