| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,984.0 |
2,981.0 |
-3.0 |
-0.1% |
3,061.0 |
| High |
2,991.0 |
2,994.0 |
3.0 |
0.1% |
3,083.0 |
| Low |
2,944.0 |
2,895.0 |
-49.0 |
-1.7% |
2,944.0 |
| Close |
2,981.0 |
2,923.0 |
-58.0 |
-1.9% |
2,981.0 |
| Range |
47.0 |
99.0 |
52.0 |
110.6% |
139.0 |
| ATR |
54.8 |
58.0 |
3.2 |
5.8% |
0.0 |
| Volume |
1,177,785 |
1,040,355 |
-137,430 |
-11.7% |
7,836,607 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,234.3 |
3,177.7 |
2,977.5 |
|
| R3 |
3,135.3 |
3,078.7 |
2,950.2 |
|
| R2 |
3,036.3 |
3,036.3 |
2,941.2 |
|
| R1 |
2,979.7 |
2,979.7 |
2,932.1 |
2,958.5 |
| PP |
2,937.3 |
2,937.3 |
2,937.3 |
2,926.8 |
| S1 |
2,880.7 |
2,880.7 |
2,913.9 |
2,859.5 |
| S2 |
2,838.3 |
2,838.3 |
2,904.9 |
|
| S3 |
2,739.3 |
2,781.7 |
2,895.8 |
|
| S4 |
2,640.3 |
2,682.7 |
2,868.6 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,419.7 |
3,339.3 |
3,057.5 |
|
| R3 |
3,280.7 |
3,200.3 |
3,019.2 |
|
| R2 |
3,141.7 |
3,141.7 |
3,006.5 |
|
| R1 |
3,061.3 |
3,061.3 |
2,993.7 |
3,032.0 |
| PP |
3,002.7 |
3,002.7 |
3,002.7 |
2,988.0 |
| S1 |
2,922.3 |
2,922.3 |
2,968.3 |
2,893.0 |
| S2 |
2,863.7 |
2,863.7 |
2,955.5 |
|
| S3 |
2,724.7 |
2,783.3 |
2,942.8 |
|
| S4 |
2,585.7 |
2,644.3 |
2,904.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,056.0 |
2,895.0 |
161.0 |
5.5% |
59.6 |
2.0% |
17% |
False |
True |
1,356,391 |
| 10 |
3,110.0 |
2,895.0 |
215.0 |
7.4% |
55.1 |
1.9% |
13% |
False |
True |
1,200,971 |
| 20 |
3,225.0 |
2,895.0 |
330.0 |
11.3% |
50.9 |
1.7% |
8% |
False |
True |
631,500 |
| 40 |
3,240.0 |
2,895.0 |
345.0 |
11.8% |
44.9 |
1.5% |
8% |
False |
True |
323,264 |
| 60 |
3,400.0 |
2,895.0 |
505.0 |
17.3% |
47.9 |
1.6% |
6% |
False |
True |
218,547 |
| 80 |
3,429.0 |
2,895.0 |
534.0 |
18.3% |
42.2 |
1.4% |
5% |
False |
True |
164,619 |
| 100 |
3,478.0 |
2,895.0 |
583.0 |
19.9% |
37.7 |
1.3% |
5% |
False |
True |
131,767 |
| 120 |
3,495.0 |
2,895.0 |
600.0 |
20.5% |
34.1 |
1.2% |
5% |
False |
True |
109,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,414.8 |
|
2.618 |
3,253.2 |
|
1.618 |
3,154.2 |
|
1.000 |
3,093.0 |
|
0.618 |
3,055.2 |
|
HIGH |
2,994.0 |
|
0.618 |
2,956.2 |
|
0.500 |
2,944.5 |
|
0.382 |
2,932.8 |
|
LOW |
2,895.0 |
|
0.618 |
2,833.8 |
|
1.000 |
2,796.0 |
|
1.618 |
2,734.8 |
|
2.618 |
2,635.8 |
|
4.250 |
2,474.3 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,944.5 |
2,954.5 |
| PP |
2,937.3 |
2,944.0 |
| S1 |
2,930.2 |
2,933.5 |
|