| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,239.3 |
1,248.2 |
8.9 |
0.7% |
1,249.6 |
| High |
1,247.4 |
1,249.2 |
1.8 |
0.1% |
1,249.6 |
| Low |
1,239.3 |
1,245.6 |
6.3 |
0.5% |
1,234.1 |
| Close |
1,247.4 |
1,249.2 |
1.8 |
0.1% |
1,237.0 |
| Range |
8.1 |
3.6 |
-4.5 |
-55.6% |
15.5 |
| ATR |
9.7 |
9.3 |
-0.4 |
-4.5% |
0.0 |
| Volume |
10 |
31 |
21 |
210.0% |
559 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.8 |
1,257.6 |
1,251.2 |
|
| R3 |
1,255.2 |
1,254.0 |
1,250.2 |
|
| R2 |
1,251.6 |
1,251.6 |
1,249.9 |
|
| R1 |
1,250.4 |
1,250.4 |
1,249.5 |
1,251.0 |
| PP |
1,248.0 |
1,248.0 |
1,248.0 |
1,248.3 |
| S1 |
1,246.8 |
1,246.8 |
1,248.9 |
1,247.4 |
| S2 |
1,244.4 |
1,244.4 |
1,248.5 |
|
| S3 |
1,240.8 |
1,243.2 |
1,248.2 |
|
| S4 |
1,237.2 |
1,239.6 |
1,247.2 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.7 |
1,277.4 |
1,245.5 |
|
| R3 |
1,271.2 |
1,261.9 |
1,241.3 |
|
| R2 |
1,255.7 |
1,255.7 |
1,239.8 |
|
| R1 |
1,246.4 |
1,246.4 |
1,238.4 |
1,243.3 |
| PP |
1,240.2 |
1,240.2 |
1,240.2 |
1,238.7 |
| S1 |
1,230.9 |
1,230.9 |
1,235.6 |
1,227.8 |
| S2 |
1,224.7 |
1,224.7 |
1,234.2 |
|
| S3 |
1,209.2 |
1,215.4 |
1,232.7 |
|
| S4 |
1,193.7 |
1,199.9 |
1,228.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,249.2 |
1,234.1 |
15.1 |
1.2% |
4.7 |
0.4% |
100% |
True |
False |
70 |
| 10 |
1,249.8 |
1,234.1 |
15.7 |
1.3% |
6.4 |
0.5% |
96% |
False |
False |
137 |
| 20 |
1,249.8 |
1,210.5 |
39.3 |
3.1% |
8.6 |
0.7% |
98% |
False |
False |
80,263 |
| 40 |
1,249.8 |
1,196.6 |
53.2 |
4.3% |
10.5 |
0.8% |
99% |
False |
False |
164,003 |
| 60 |
1,249.8 |
1,184.3 |
65.5 |
5.2% |
11.3 |
0.9% |
99% |
False |
False |
203,355 |
| 80 |
1,249.8 |
1,184.3 |
65.5 |
5.2% |
11.4 |
0.9% |
99% |
False |
False |
219,032 |
| 100 |
1,249.8 |
1,167.1 |
82.7 |
6.6% |
11.8 |
0.9% |
99% |
False |
False |
227,632 |
| 120 |
1,278.2 |
1,167.1 |
111.1 |
8.9% |
11.9 |
0.9% |
74% |
False |
False |
197,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,264.5 |
|
2.618 |
1,258.6 |
|
1.618 |
1,255.0 |
|
1.000 |
1,252.8 |
|
0.618 |
1,251.4 |
|
HIGH |
1,249.2 |
|
0.618 |
1,247.8 |
|
0.500 |
1,247.4 |
|
0.382 |
1,247.0 |
|
LOW |
1,245.6 |
|
0.618 |
1,243.4 |
|
1.000 |
1,242.0 |
|
1.618 |
1,239.8 |
|
2.618 |
1,236.2 |
|
4.250 |
1,230.3 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,248.6 |
1,246.7 |
| PP |
1,248.0 |
1,244.2 |
| S1 |
1,247.4 |
1,241.7 |
|