| 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 |
1,247.4 |
1,256.1 |
8.7 |
0.7% |
1,261.5 |
| High |
1,258.3 |
1,260.2 |
1.9 |
0.2% |
1,262.3 |
| Low |
1,245.9 |
1,255.2 |
9.3 |
0.7% |
1,242.5 |
| Close |
1,258.0 |
1,259.8 |
1.8 |
0.1% |
1,247.5 |
| Range |
12.4 |
5.0 |
-7.4 |
-59.7% |
19.8 |
| ATR |
10.1 |
9.7 |
-0.4 |
-3.6% |
0.0 |
| Volume |
5,206 |
10,504 |
5,298 |
101.8% |
25,548 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.4 |
1,271.6 |
1,262.6 |
|
| R3 |
1,268.4 |
1,266.6 |
1,261.2 |
|
| R2 |
1,263.4 |
1,263.4 |
1,260.7 |
|
| R1 |
1,261.6 |
1,261.6 |
1,260.3 |
1,262.5 |
| PP |
1,258.4 |
1,258.4 |
1,258.4 |
1,258.9 |
| S1 |
1,256.6 |
1,256.6 |
1,259.3 |
1,257.5 |
| S2 |
1,253.4 |
1,253.4 |
1,258.9 |
|
| S3 |
1,248.4 |
1,251.6 |
1,258.4 |
|
| S4 |
1,243.4 |
1,246.6 |
1,257.1 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.2 |
1,298.6 |
1,258.4 |
|
| R3 |
1,290.4 |
1,278.8 |
1,252.9 |
|
| R2 |
1,270.6 |
1,270.6 |
1,251.1 |
|
| R1 |
1,259.0 |
1,259.0 |
1,249.3 |
1,254.9 |
| PP |
1,250.8 |
1,250.8 |
1,250.8 |
1,248.7 |
| S1 |
1,239.2 |
1,239.2 |
1,245.7 |
1,235.1 |
| S2 |
1,231.0 |
1,231.0 |
1,243.9 |
|
| S3 |
1,211.2 |
1,219.4 |
1,242.1 |
|
| S4 |
1,191.4 |
1,199.6 |
1,236.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,260.2 |
1,242.5 |
17.7 |
1.4% |
8.0 |
0.6% |
98% |
True |
False |
5,642 |
| 10 |
1,262.3 |
1,242.5 |
19.8 |
1.6% |
8.6 |
0.7% |
87% |
False |
False |
5,616 |
| 20 |
1,262.3 |
1,222.8 |
39.5 |
3.1% |
9.5 |
0.8% |
94% |
False |
False |
4,903 |
| 40 |
1,262.3 |
1,209.3 |
53.0 |
4.2% |
9.9 |
0.8% |
95% |
False |
False |
3,500 |
| 60 |
1,262.3 |
1,195.7 |
66.6 |
5.3% |
10.2 |
0.8% |
96% |
False |
False |
2,878 |
| 80 |
1,262.3 |
1,195.7 |
66.6 |
5.3% |
10.0 |
0.8% |
96% |
False |
False |
2,352 |
| 100 |
1,262.3 |
1,182.7 |
79.6 |
6.3% |
9.8 |
0.8% |
97% |
False |
False |
1,992 |
| 120 |
1,289.5 |
1,182.7 |
106.8 |
8.5% |
9.3 |
0.7% |
72% |
False |
False |
1,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,281.5 |
|
2.618 |
1,273.3 |
|
1.618 |
1,268.3 |
|
1.000 |
1,265.2 |
|
0.618 |
1,263.3 |
|
HIGH |
1,260.2 |
|
0.618 |
1,258.3 |
|
0.500 |
1,257.7 |
|
0.382 |
1,257.1 |
|
LOW |
1,255.2 |
|
0.618 |
1,252.1 |
|
1.000 |
1,250.2 |
|
1.618 |
1,247.1 |
|
2.618 |
1,242.1 |
|
4.250 |
1,234.0 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.1 |
1,257.0 |
| PP |
1,258.4 |
1,254.2 |
| S1 |
1,257.7 |
1,251.4 |
|