| 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 |
3,028.0 |
3,031.0 |
3.0 |
0.1% |
3,229.0 |
| High |
3,050.0 |
3,080.0 |
30.0 |
1.0% |
3,239.0 |
| Low |
3,002.0 |
3,026.0 |
24.0 |
0.8% |
3,027.0 |
| Close |
3,006.0 |
3,061.0 |
55.0 |
1.8% |
3,061.0 |
| Range |
48.0 |
54.0 |
6.0 |
12.5% |
212.0 |
| ATR |
57.0 |
58.2 |
1.2 |
2.1% |
0.0 |
| Volume |
1,382,418 |
1,419,146 |
36,728 |
2.7% |
7,159,270 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,217.7 |
3,193.3 |
3,090.7 |
|
| R3 |
3,163.7 |
3,139.3 |
3,075.9 |
|
| R2 |
3,109.7 |
3,109.7 |
3,070.9 |
|
| R1 |
3,085.3 |
3,085.3 |
3,066.0 |
3,097.5 |
| PP |
3,055.7 |
3,055.7 |
3,055.7 |
3,061.8 |
| S1 |
3,031.3 |
3,031.3 |
3,056.1 |
3,043.5 |
| S2 |
3,001.7 |
3,001.7 |
3,051.1 |
|
| S3 |
2,947.7 |
2,977.3 |
3,046.2 |
|
| S4 |
2,893.7 |
2,923.3 |
3,031.3 |
|
|
| 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 |
3,166.0 |
3,002.0 |
164.0 |
5.4% |
57.4 |
1.9% |
36% |
False |
False |
1,583,687 |
| 10 |
3,239.0 |
3,002.0 |
237.0 |
7.7% |
50.1 |
1.6% |
25% |
False |
False |
1,317,221 |
| 20 |
3,239.0 |
3,002.0 |
237.0 |
7.7% |
49.1 |
1.6% |
25% |
False |
False |
1,216,487 |
| 40 |
3,271.0 |
3,002.0 |
269.0 |
8.8% |
51.0 |
1.7% |
22% |
False |
False |
1,230,913 |
| 60 |
3,442.0 |
3,002.0 |
440.0 |
14.4% |
49.0 |
1.6% |
13% |
False |
False |
1,188,901 |
| 80 |
3,444.0 |
3,002.0 |
442.0 |
14.4% |
44.0 |
1.4% |
13% |
False |
False |
929,679 |
| 100 |
3,515.0 |
3,002.0 |
513.0 |
16.8% |
41.2 |
1.3% |
12% |
False |
False |
744,026 |
| 120 |
3,515.0 |
3,002.0 |
513.0 |
16.8% |
39.8 |
1.3% |
12% |
False |
False |
620,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,309.5 |
|
2.618 |
3,221.4 |
|
1.618 |
3,167.4 |
|
1.000 |
3,134.0 |
|
0.618 |
3,113.4 |
|
HIGH |
3,080.0 |
|
0.618 |
3,059.4 |
|
0.500 |
3,053.0 |
|
0.382 |
3,046.6 |
|
LOW |
3,026.0 |
|
0.618 |
2,992.6 |
|
1.000 |
2,972.0 |
|
1.618 |
2,938.6 |
|
2.618 |
2,884.6 |
|
4.250 |
2,796.5 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,058.3 |
3,056.5 |
| PP |
3,055.7 |
3,052.0 |
| S1 |
3,053.0 |
3,047.5 |
|