| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
94.98 |
95.57 |
0.59 |
0.6% |
96.28 |
| High |
97.07 |
95.87 |
-1.20 |
-1.2% |
99.98 |
| Low |
94.60 |
92.11 |
-2.49 |
-2.6% |
94.55 |
| Close |
96.69 |
92.33 |
-4.36 |
-4.5% |
98.22 |
| Range |
2.47 |
3.76 |
1.29 |
52.2% |
5.43 |
| ATR |
2.15 |
2.32 |
0.17 |
8.1% |
0.00 |
| Volume |
5,303,548 |
31,612,900 |
26,309,352 |
496.1% |
24,688,757 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.72 |
102.28 |
94.40 |
|
| R3 |
100.96 |
98.52 |
93.36 |
|
| R2 |
97.20 |
97.20 |
93.02 |
|
| R1 |
94.76 |
94.76 |
92.67 |
94.10 |
| PP |
93.44 |
93.44 |
93.44 |
93.11 |
| S1 |
91.00 |
91.00 |
91.99 |
90.34 |
| S2 |
89.68 |
89.68 |
91.64 |
|
| S3 |
85.92 |
87.24 |
91.30 |
|
| S4 |
82.16 |
83.48 |
90.26 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.87 |
111.48 |
101.21 |
|
| R3 |
108.44 |
106.05 |
99.71 |
|
| R2 |
103.01 |
103.01 |
99.22 |
|
| R1 |
100.62 |
100.62 |
98.72 |
101.82 |
| PP |
97.58 |
97.58 |
97.58 |
98.18 |
| S1 |
95.19 |
95.19 |
97.72 |
96.39 |
| S2 |
92.15 |
92.15 |
97.22 |
|
| S3 |
86.72 |
89.76 |
96.73 |
|
| S4 |
81.29 |
84.33 |
95.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.98 |
92.11 |
7.87 |
8.5% |
2.61 |
2.8% |
3% |
False |
True |
11,587,669 |
| 10 |
99.98 |
92.11 |
7.87 |
8.5% |
2.29 |
2.5% |
3% |
False |
True |
7,998,990 |
| 20 |
101.73 |
92.11 |
9.62 |
10.4% |
2.26 |
2.4% |
2% |
False |
True |
6,397,547 |
| 40 |
101.73 |
92.11 |
9.62 |
10.4% |
2.02 |
2.2% |
2% |
False |
True |
5,026,690 |
| 60 |
101.73 |
92.11 |
9.62 |
10.4% |
1.82 |
2.0% |
2% |
False |
True |
4,340,434 |
| 80 |
101.73 |
85.78 |
15.95 |
17.3% |
1.75 |
1.9% |
41% |
False |
False |
4,435,305 |
| 100 |
101.73 |
72.00 |
29.73 |
32.2% |
1.80 |
2.0% |
68% |
False |
False |
4,526,471 |
| 120 |
101.73 |
72.00 |
29.73 |
32.2% |
1.77 |
1.9% |
68% |
False |
False |
4,225,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.85 |
|
2.618 |
105.71 |
|
1.618 |
101.95 |
|
1.000 |
99.63 |
|
0.618 |
98.19 |
|
HIGH |
95.87 |
|
0.618 |
94.43 |
|
0.500 |
93.99 |
|
0.382 |
93.55 |
|
LOW |
92.11 |
|
0.618 |
89.79 |
|
1.000 |
88.35 |
|
1.618 |
86.03 |
|
2.618 |
82.27 |
|
4.250 |
76.13 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
93.99 |
94.92 |
| PP |
93.44 |
94.06 |
| S1 |
92.88 |
93.19 |
|