| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,340.7 |
1,295.0 |
-45.7 |
-3.4% |
1,413.7 |
| High |
1,342.6 |
1,305.0 |
-37.6 |
-2.8% |
1,423.4 |
| Low |
1,291.1 |
1,263.2 |
-27.9 |
-2.2% |
1,291.1 |
| Close |
1,297.4 |
1,264.2 |
-33.2 |
-2.6% |
1,297.4 |
| Range |
51.5 |
41.8 |
-9.7 |
-18.8% |
132.3 |
| ATR |
38.7 |
38.9 |
0.2 |
0.6% |
0.0 |
| Volume |
250,825 |
123,726 |
-127,099 |
-50.7% |
1,467,349 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,402.9 |
1,375.3 |
1,287.2 |
|
| R3 |
1,361.1 |
1,333.5 |
1,275.7 |
|
| R2 |
1,319.3 |
1,319.3 |
1,271.9 |
|
| R1 |
1,291.7 |
1,291.7 |
1,268.0 |
1,284.6 |
| PP |
1,277.5 |
1,277.5 |
1,277.5 |
1,273.9 |
| S1 |
1,249.9 |
1,249.9 |
1,260.4 |
1,242.8 |
| S2 |
1,235.7 |
1,235.7 |
1,256.5 |
|
| S3 |
1,193.9 |
1,208.1 |
1,252.7 |
|
| S4 |
1,152.1 |
1,166.3 |
1,241.2 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,734.2 |
1,648.1 |
1,370.2 |
|
| R3 |
1,601.9 |
1,515.8 |
1,333.8 |
|
| R2 |
1,469.6 |
1,469.6 |
1,321.7 |
|
| R1 |
1,383.5 |
1,383.5 |
1,309.5 |
1,360.4 |
| PP |
1,337.3 |
1,337.3 |
1,337.3 |
1,325.8 |
| S1 |
1,251.2 |
1,251.2 |
1,285.3 |
1,228.1 |
| S2 |
1,205.0 |
1,205.0 |
1,273.1 |
|
| S3 |
1,072.7 |
1,118.9 |
1,261.0 |
|
| S4 |
940.4 |
986.6 |
1,224.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,405.8 |
1,263.2 |
142.6 |
11.3% |
47.0 |
3.7% |
1% |
False |
True |
249,014 |
| 10 |
1,478.2 |
1,263.2 |
215.0 |
17.0% |
42.1 |
3.3% |
0% |
False |
True |
186,875 |
| 20 |
1,567.4 |
1,263.2 |
304.2 |
24.1% |
38.7 |
3.1% |
0% |
False |
True |
93,813 |
| 40 |
1,593.9 |
1,263.2 |
330.7 |
26.2% |
34.7 |
2.7% |
0% |
False |
True |
46,937 |
| 60 |
1,717.2 |
1,263.2 |
454.0 |
35.9% |
34.8 |
2.7% |
0% |
False |
True |
31,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,482.7 |
|
2.618 |
1,414.4 |
|
1.618 |
1,372.6 |
|
1.000 |
1,346.8 |
|
0.618 |
1,330.8 |
|
HIGH |
1,305.0 |
|
0.618 |
1,289.0 |
|
0.500 |
1,284.1 |
|
0.382 |
1,279.2 |
|
LOW |
1,263.2 |
|
0.618 |
1,237.4 |
|
1.000 |
1,221.4 |
|
1.618 |
1,195.6 |
|
2.618 |
1,153.8 |
|
4.250 |
1,085.6 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,284.1 |
1,313.0 |
| PP |
1,277.5 |
1,296.7 |
| S1 |
1,270.8 |
1,280.5 |
|