Trading Metrics calculated at close of trading on 12-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
3,031.0 |
3,055.0 |
24.0 |
0.8% |
3,229.0 |
High |
3,080.0 |
3,119.0 |
39.0 |
1.3% |
3,239.0 |
Low |
3,026.0 |
3,055.0 |
29.0 |
1.0% |
3,027.0 |
Close |
3,061.0 |
3,110.0 |
49.0 |
1.6% |
3,061.0 |
Range |
54.0 |
64.0 |
10.0 |
18.5% |
212.0 |
ATR |
58.2 |
58.6 |
0.4 |
0.7% |
0.0 |
Volume |
1,419,146 |
1,693,103 |
273,957 |
19.3% |
7,159,270 |
|
Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,286.7 |
3,262.3 |
3,145.2 |
|
R3 |
3,222.7 |
3,198.3 |
3,127.6 |
|
R2 |
3,158.7 |
3,158.7 |
3,121.7 |
|
R1 |
3,134.3 |
3,134.3 |
3,115.9 |
3,146.5 |
PP |
3,094.7 |
3,094.7 |
3,094.7 |
3,100.8 |
S1 |
3,070.3 |
3,070.3 |
3,104.1 |
3,082.5 |
S2 |
3,030.7 |
3,030.7 |
3,098.3 |
|
S3 |
2,966.7 |
3,006.3 |
3,092.4 |
|
S4 |
2,902.7 |
2,942.3 |
3,074.8 |
|
|
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 |
3,120.0 |
3,002.0 |
118.0 |
3.8% |
64.8 |
2.1% |
92% |
False |
False |
1,485,510 |
10 |
3,239.0 |
3,002.0 |
237.0 |
7.6% |
52.5 |
1.7% |
46% |
False |
False |
1,383,876 |
20 |
3,239.0 |
3,002.0 |
237.0 |
7.6% |
50.6 |
1.6% |
46% |
False |
False |
1,232,349 |
40 |
3,271.0 |
3,002.0 |
269.0 |
8.6% |
51.1 |
1.6% |
40% |
False |
False |
1,244,598 |
60 |
3,442.0 |
3,002.0 |
440.0 |
14.1% |
49.5 |
1.6% |
25% |
False |
False |
1,195,043 |
80 |
3,444.0 |
3,002.0 |
442.0 |
14.2% |
44.6 |
1.4% |
24% |
False |
False |
950,778 |
100 |
3,515.0 |
3,002.0 |
513.0 |
16.5% |
41.6 |
1.3% |
21% |
False |
False |
760,956 |
120 |
3,515.0 |
3,002.0 |
513.0 |
16.5% |
39.9 |
1.3% |
21% |
False |
False |
634,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,391.0 |
2.618 |
3,286.6 |
1.618 |
3,222.6 |
1.000 |
3,183.0 |
0.618 |
3,158.6 |
HIGH |
3,119.0 |
0.618 |
3,094.6 |
0.500 |
3,087.0 |
0.382 |
3,079.4 |
LOW |
3,055.0 |
0.618 |
3,015.4 |
1.000 |
2,991.0 |
1.618 |
2,951.4 |
2.618 |
2,887.4 |
4.250 |
2,783.0 |
|
|
Fisher Pivots for day following 12-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,102.3 |
3,093.5 |
PP |
3,094.7 |
3,077.0 |
S1 |
3,087.0 |
3,060.5 |
|