Trading Metrics calculated at close of trading on 11-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
3,447.66 |
3,440.13 |
-7.53 |
-0.2% |
4,307.08 |
High |
3,725.05 |
3,480.20 |
-244.85 |
-6.6% |
4,330.73 |
Low |
3,288.21 |
3,355.70 |
67.49 |
2.1% |
3,269.01 |
Close |
3,440.29 |
3,431.45 |
-8.84 |
-0.3% |
3,447.09 |
Range |
436.84 |
124.50 |
-312.34 |
-71.5% |
1,061.72 |
ATR |
348.86 |
332.83 |
-16.03 |
-4.6% |
0.00 |
Volume |
55,750 |
84,234 |
28,484 |
51.1% |
635,950 |
|
Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,795.95 |
3,738.20 |
3,499.93 |
|
R3 |
3,671.45 |
3,613.70 |
3,465.69 |
|
R2 |
3,546.95 |
3,546.95 |
3,454.28 |
|
R1 |
3,489.20 |
3,489.20 |
3,442.86 |
3,455.83 |
PP |
3,422.45 |
3,422.45 |
3,422.45 |
3,405.76 |
S1 |
3,364.70 |
3,364.70 |
3,420.04 |
3,331.33 |
S2 |
3,297.95 |
3,297.95 |
3,408.63 |
|
S3 |
3,173.45 |
3,240.20 |
3,397.21 |
|
S4 |
3,048.95 |
3,115.70 |
3,362.98 |
|
|
Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,867.44 |
6,218.98 |
4,031.04 |
|
R3 |
5,805.72 |
5,157.26 |
3,739.06 |
|
R2 |
4,744.00 |
4,744.00 |
3,641.74 |
|
R1 |
4,095.54 |
4,095.54 |
3,544.41 |
3,888.91 |
PP |
3,682.28 |
3,682.28 |
3,682.28 |
3,578.96 |
S1 |
3,033.82 |
3,033.82 |
3,349.77 |
2,827.19 |
S2 |
2,620.56 |
2,620.56 |
3,252.44 |
|
S3 |
1,558.84 |
1,972.10 |
3,155.12 |
|
S4 |
497.12 |
910.38 |
2,863.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,934.54 |
3,269.01 |
665.53 |
19.4% |
293.24 |
8.5% |
24% |
False |
False |
116,696 |
10 |
4,440.97 |
3,269.01 |
1,171.96 |
34.2% |
335.17 |
9.8% |
14% |
False |
False |
118,849 |
20 |
6,421.42 |
3,269.01 |
3,152.41 |
91.9% |
425.11 |
12.4% |
5% |
False |
False |
131,540 |
40 |
6,632.71 |
3,269.01 |
3,363.70 |
98.0% |
276.97 |
8.1% |
5% |
False |
False |
83,840 |
60 |
6,980.29 |
3,269.01 |
3,711.28 |
108.2% |
263.36 |
7.7% |
4% |
False |
False |
75,267 |
80 |
7,405.24 |
3,269.01 |
4,136.23 |
120.5% |
271.37 |
7.9% |
4% |
False |
False |
72,355 |
100 |
8,485.03 |
3,269.01 |
5,216.02 |
152.0% |
303.61 |
8.8% |
3% |
False |
False |
74,054 |
120 |
8,485.03 |
3,269.01 |
5,216.02 |
152.0% |
311.08 |
9.1% |
3% |
False |
False |
72,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,009.33 |
2.618 |
3,806.14 |
1.618 |
3,681.64 |
1.000 |
3,604.70 |
0.618 |
3,557.14 |
HIGH |
3,480.20 |
0.618 |
3,432.64 |
0.500 |
3,417.95 |
0.382 |
3,403.26 |
LOW |
3,355.70 |
0.618 |
3,278.76 |
1.000 |
3,231.20 |
1.618 |
3,154.26 |
2.618 |
3,029.76 |
4.250 |
2,826.58 |
|
|
Fisher Pivots for day following 11-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,426.95 |
3,497.03 |
PP |
3,422.45 |
3,475.17 |
S1 |
3,417.95 |
3,453.31 |
|