| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,312.72 |
6,293.05 |
-19.67 |
-0.3% |
6,571.00 |
| High |
6,380.97 |
6,308.31 |
-72.66 |
-1.1% |
6,621.63 |
| Low |
6,161.85 |
6,013.98 |
-147.87 |
-2.4% |
6,013.98 |
| Close |
6,243.19 |
6,046.56 |
-196.63 |
-3.1% |
6,046.56 |
| Range |
219.12 |
294.33 |
75.21 |
34.3% |
607.65 |
| ATR |
178.21 |
186.50 |
8.29 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,005.94 |
6,820.58 |
6,208.44 |
|
| R3 |
6,711.61 |
6,526.25 |
6,127.50 |
|
| R2 |
6,417.28 |
6,417.28 |
6,100.52 |
|
| R1 |
6,231.92 |
6,231.92 |
6,073.54 |
6,177.44 |
| PP |
6,122.95 |
6,122.95 |
6,122.95 |
6,095.71 |
| S1 |
5,937.59 |
5,937.59 |
6,019.58 |
5,883.11 |
| S2 |
5,828.62 |
5,828.62 |
5,992.60 |
|
| S3 |
5,534.29 |
5,643.26 |
5,965.62 |
|
| S4 |
5,239.96 |
5,348.93 |
5,884.68 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,050.34 |
7,656.10 |
6,380.77 |
|
| R3 |
7,442.69 |
7,048.45 |
6,213.66 |
|
| R2 |
6,835.04 |
6,835.04 |
6,157.96 |
|
| R1 |
6,440.80 |
6,440.80 |
6,102.26 |
6,334.10 |
| PP |
6,227.39 |
6,227.39 |
6,227.39 |
6,174.04 |
| S1 |
5,833.15 |
5,833.15 |
5,990.86 |
5,726.45 |
| S2 |
5,619.74 |
5,619.74 |
5,935.16 |
|
| S3 |
5,012.09 |
5,225.50 |
5,879.46 |
|
| S4 |
4,404.44 |
4,617.85 |
5,712.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,621.63 |
6,013.98 |
607.65 |
10.0% |
228.22 |
3.8% |
5% |
False |
True |
|
| 10 |
6,867.66 |
6,013.98 |
853.68 |
14.1% |
179.55 |
3.0% |
4% |
False |
True |
|
| 20 |
7,107.00 |
6,013.98 |
1,093.02 |
18.1% |
162.75 |
2.7% |
3% |
False |
True |
|
| 40 |
7,205.96 |
6,013.98 |
1,191.98 |
19.7% |
161.64 |
2.7% |
3% |
False |
True |
|
| 60 |
7,700.56 |
6,013.98 |
1,686.58 |
27.9% |
156.34 |
2.6% |
2% |
False |
True |
|
| 80 |
7,700.56 |
6,013.98 |
1,686.58 |
27.9% |
137.31 |
2.3% |
2% |
False |
True |
|
| 100 |
7,700.56 |
6,013.98 |
1,686.58 |
27.9% |
122.13 |
2.0% |
2% |
False |
True |
|
| 120 |
7,700.56 |
6,013.98 |
1,686.58 |
27.9% |
115.53 |
1.9% |
2% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,559.21 |
|
2.618 |
7,078.87 |
|
1.618 |
6,784.54 |
|
1.000 |
6,602.64 |
|
0.618 |
6,490.21 |
|
HIGH |
6,308.31 |
|
0.618 |
6,195.88 |
|
0.500 |
6,161.15 |
|
0.382 |
6,126.41 |
|
LOW |
6,013.98 |
|
0.618 |
5,832.08 |
|
1.000 |
5,719.65 |
|
1.618 |
5,537.75 |
|
2.618 |
5,243.42 |
|
4.250 |
4,763.08 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,161.15 |
6,294.69 |
| PP |
6,122.95 |
6,211.98 |
| S1 |
6,084.76 |
6,129.27 |
|