| 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 |
2,473.00 |
2,493.50 |
20.50 |
0.8% |
2,408.00 |
| High |
2,501.50 |
2,524.75 |
23.25 |
0.9% |
2,524.75 |
| Low |
2,400.25 |
2,476.75 |
76.50 |
3.2% |
2,319.25 |
| Close |
2,498.25 |
2,489.25 |
-9.00 |
-0.4% |
2,489.25 |
| Range |
101.25 |
48.00 |
-53.25 |
-52.6% |
205.50 |
| ATR |
73.66 |
71.83 |
-1.83 |
-2.5% |
0.00 |
| Volume |
9,518 |
7,070 |
-2,448 |
-25.7% |
28,102 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,641.00 |
2,613.00 |
2,515.75 |
|
| R3 |
2,593.00 |
2,565.00 |
2,502.50 |
|
| R2 |
2,545.00 |
2,545.00 |
2,498.00 |
|
| R1 |
2,517.00 |
2,517.00 |
2,493.75 |
2,507.00 |
| PP |
2,497.00 |
2,497.00 |
2,497.00 |
2,492.00 |
| S1 |
2,469.00 |
2,469.00 |
2,484.75 |
2,459.00 |
| S2 |
2,449.00 |
2,449.00 |
2,480.50 |
|
| S3 |
2,401.00 |
2,421.00 |
2,476.00 |
|
| S4 |
2,353.00 |
2,373.00 |
2,462.75 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.00 |
2,980.50 |
2,602.25 |
|
| R3 |
2,855.50 |
2,775.00 |
2,545.75 |
|
| R2 |
2,650.00 |
2,650.00 |
2,527.00 |
|
| R1 |
2,569.50 |
2,569.50 |
2,508.00 |
2,609.75 |
| PP |
2,444.50 |
2,444.50 |
2,444.50 |
2,464.50 |
| S1 |
2,364.00 |
2,364.00 |
2,470.50 |
2,404.25 |
| S2 |
2,239.00 |
2,239.00 |
2,451.50 |
|
| S3 |
2,033.50 |
2,158.50 |
2,432.75 |
|
| S4 |
1,828.00 |
1,953.00 |
2,376.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,524.75 |
2,319.25 |
205.50 |
8.3% |
100.50 |
4.0% |
83% |
True |
False |
7,080 |
| 10 |
2,658.50 |
2,319.25 |
339.25 |
13.6% |
86.25 |
3.5% |
50% |
False |
False |
5,212 |
| 20 |
2,826.75 |
2,319.25 |
507.50 |
20.4% |
72.00 |
2.9% |
33% |
False |
False |
2,916 |
| 40 |
2,833.25 |
2,319.25 |
514.00 |
20.6% |
59.00 |
2.4% |
33% |
False |
False |
1,708 |
| 60 |
2,960.75 |
2,319.25 |
641.50 |
25.8% |
57.50 |
2.3% |
27% |
False |
False |
1,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,728.75 |
|
2.618 |
2,650.50 |
|
1.618 |
2,602.50 |
|
1.000 |
2,572.75 |
|
0.618 |
2,554.50 |
|
HIGH |
2,524.75 |
|
0.618 |
2,506.50 |
|
0.500 |
2,500.75 |
|
0.382 |
2,495.00 |
|
LOW |
2,476.75 |
|
0.618 |
2,447.00 |
|
1.000 |
2,428.75 |
|
1.618 |
2,399.00 |
|
2.618 |
2,351.00 |
|
4.250 |
2,272.75 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,500.75 |
2,466.75 |
| PP |
2,497.00 |
2,444.50 |
| S1 |
2,493.00 |
2,422.00 |
|