| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,079.0 |
3,028.0 |
-51.0 |
-1.7% |
3,229.0 |
| High |
3,093.0 |
3,050.0 |
-43.0 |
-1.4% |
3,239.0 |
| Low |
3,028.0 |
3,002.0 |
-26.0 |
-0.9% |
3,027.0 |
| Close |
3,061.0 |
3,006.0 |
-55.0 |
-1.8% |
3,061.0 |
| Range |
65.0 |
48.0 |
-17.0 |
-26.2% |
212.0 |
| ATR |
56.8 |
57.0 |
0.2 |
0.3% |
0.0 |
| Volume |
1,463,832 |
1,382,418 |
-81,414 |
-5.6% |
7,159,270 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,163.3 |
3,132.7 |
3,032.4 |
|
| R3 |
3,115.3 |
3,084.7 |
3,019.2 |
|
| R2 |
3,067.3 |
3,067.3 |
3,014.8 |
|
| R1 |
3,036.7 |
3,036.7 |
3,010.4 |
3,028.0 |
| PP |
3,019.3 |
3,019.3 |
3,019.3 |
3,015.0 |
| S1 |
2,988.7 |
2,988.7 |
3,001.6 |
2,980.0 |
| S2 |
2,971.3 |
2,971.3 |
2,997.2 |
|
| S3 |
2,923.3 |
2,940.7 |
2,992.8 |
|
| S4 |
2,875.3 |
2,892.7 |
2,979.6 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,745.0 |
3,615.0 |
3,177.6 |
|
| R3 |
3,533.0 |
3,403.0 |
3,119.3 |
|
| R2 |
3,321.0 |
3,321.0 |
3,099.9 |
|
| R1 |
3,191.0 |
3,191.0 |
3,080.4 |
3,150.0 |
| PP |
3,109.0 |
3,109.0 |
3,109.0 |
3,088.5 |
| S1 |
2,979.0 |
2,979.0 |
3,041.6 |
2,938.0 |
| S2 |
2,897.0 |
2,897.0 |
3,022.1 |
|
| S3 |
2,685.0 |
2,767.0 |
3,002.7 |
|
| S4 |
2,473.0 |
2,555.0 |
2,944.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,206.0 |
3,002.0 |
204.0 |
6.8% |
61.4 |
2.0% |
2% |
False |
True |
1,456,957 |
| 10 |
3,239.0 |
3,002.0 |
237.0 |
7.9% |
49.2 |
1.6% |
2% |
False |
True |
1,266,416 |
| 20 |
3,240.0 |
3,002.0 |
238.0 |
7.9% |
49.5 |
1.6% |
2% |
False |
True |
1,201,695 |
| 40 |
3,271.0 |
3,002.0 |
269.0 |
8.9% |
50.7 |
1.7% |
1% |
False |
True |
1,223,931 |
| 60 |
3,442.0 |
3,002.0 |
440.0 |
14.6% |
48.4 |
1.6% |
1% |
False |
True |
1,189,159 |
| 80 |
3,444.0 |
3,002.0 |
442.0 |
14.7% |
43.7 |
1.5% |
1% |
False |
True |
911,947 |
| 100 |
3,515.0 |
3,002.0 |
513.0 |
17.1% |
41.1 |
1.4% |
1% |
False |
True |
729,838 |
| 120 |
3,515.0 |
3,002.0 |
513.0 |
17.1% |
39.7 |
1.3% |
1% |
False |
True |
608,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,254.0 |
|
2.618 |
3,175.7 |
|
1.618 |
3,127.7 |
|
1.000 |
3,098.0 |
|
0.618 |
3,079.7 |
|
HIGH |
3,050.0 |
|
0.618 |
3,031.7 |
|
0.500 |
3,026.0 |
|
0.382 |
3,020.3 |
|
LOW |
3,002.0 |
|
0.618 |
2,972.3 |
|
1.000 |
2,954.0 |
|
1.618 |
2,924.3 |
|
2.618 |
2,876.3 |
|
4.250 |
2,798.0 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,026.0 |
3,061.0 |
| PP |
3,019.3 |
3,042.7 |
| S1 |
3,012.7 |
3,024.3 |
|