| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,633.0 |
6,593.0 |
-40.0 |
-0.6% |
6,579.0 |
| High |
6,692.5 |
6,695.0 |
2.5 |
0.0% |
6,695.0 |
| Low |
6,475.0 |
6,564.5 |
89.5 |
1.4% |
6,475.0 |
| Close |
6,529.5 |
6,666.5 |
137.0 |
2.1% |
6,666.5 |
| Range |
217.5 |
130.5 |
-87.0 |
-40.0% |
220.0 |
| ATR |
113.0 |
116.7 |
3.8 |
3.3% |
0.0 |
| Volume |
137,684 |
124,794 |
-12,890 |
-9.4% |
284,967 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,033.5 |
6,980.5 |
6,738.5 |
|
| R3 |
6,903.0 |
6,850.0 |
6,702.5 |
|
| R2 |
6,772.5 |
6,772.5 |
6,690.5 |
|
| R1 |
6,719.5 |
6,719.5 |
6,678.5 |
6,746.0 |
| PP |
6,642.0 |
6,642.0 |
6,642.0 |
6,655.0 |
| S1 |
6,589.0 |
6,589.0 |
6,654.5 |
6,615.5 |
| S2 |
6,511.5 |
6,511.5 |
6,642.5 |
|
| S3 |
6,381.0 |
6,458.5 |
6,630.5 |
|
| S4 |
6,250.5 |
6,328.0 |
6,594.5 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,272.0 |
7,189.5 |
6,787.5 |
|
| R3 |
7,052.0 |
6,969.5 |
6,727.0 |
|
| R2 |
6,832.0 |
6,832.0 |
6,707.0 |
|
| R1 |
6,749.5 |
6,749.5 |
6,686.5 |
6,791.0 |
| PP |
6,612.0 |
6,612.0 |
6,612.0 |
6,633.0 |
| S1 |
6,529.5 |
6,529.5 |
6,646.5 |
6,571.0 |
| S2 |
6,392.0 |
6,392.0 |
6,626.0 |
|
| S3 |
6,172.0 |
6,309.5 |
6,606.0 |
|
| S4 |
5,952.0 |
6,089.5 |
6,545.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,699.5 |
6,475.0 |
224.5 |
3.4% |
134.0 |
2.0% |
85% |
False |
False |
125,959 |
| 10 |
6,842.0 |
6,475.0 |
367.0 |
5.5% |
117.0 |
1.8% |
52% |
False |
False |
159,269 |
| 20 |
7,080.0 |
6,475.0 |
605.0 |
9.1% |
106.5 |
1.6% |
32% |
False |
False |
84,698 |
| 40 |
7,082.5 |
6,475.0 |
607.5 |
9.1% |
76.0 |
1.1% |
32% |
False |
False |
42,582 |
| 60 |
7,331.0 |
6,475.0 |
856.0 |
12.8% |
61.5 |
0.9% |
22% |
False |
False |
28,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,249.5 |
|
2.618 |
7,036.5 |
|
1.618 |
6,906.0 |
|
1.000 |
6,825.5 |
|
0.618 |
6,775.5 |
|
HIGH |
6,695.0 |
|
0.618 |
6,645.0 |
|
0.500 |
6,630.0 |
|
0.382 |
6,614.5 |
|
LOW |
6,564.5 |
|
0.618 |
6,484.0 |
|
1.000 |
6,434.0 |
|
1.618 |
6,353.5 |
|
2.618 |
6,223.0 |
|
4.250 |
6,010.0 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,654.0 |
6,639.5 |
| PP |
6,642.0 |
6,612.0 |
| S1 |
6,630.0 |
6,585.0 |
|