| 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 |
10,928.0 |
10,651.0 |
-277.0 |
-2.5% |
11,536.5 |
| High |
10,934.0 |
10,757.5 |
-176.5 |
-1.6% |
11,566.5 |
| Low |
10,676.5 |
10,581.5 |
-95.0 |
-0.9% |
10,676.5 |
| Close |
10,816.5 |
10,599.0 |
-217.5 |
-2.0% |
10,816.5 |
| Range |
257.5 |
176.0 |
-81.5 |
-31.7% |
890.0 |
| ATR |
223.6 |
224.4 |
0.8 |
0.4% |
0.0 |
| Volume |
130,541 |
124,272 |
-6,269 |
-4.8% |
623,140 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,174.0 |
11,062.5 |
10,695.8 |
|
| R3 |
10,998.0 |
10,886.5 |
10,647.4 |
|
| R2 |
10,822.0 |
10,822.0 |
10,631.3 |
|
| R1 |
10,710.5 |
10,710.5 |
10,615.1 |
10,678.3 |
| PP |
10,646.0 |
10,646.0 |
10,646.0 |
10,629.9 |
| S1 |
10,534.5 |
10,534.5 |
10,582.9 |
10,502.3 |
| S2 |
10,470.0 |
10,470.0 |
10,566.7 |
|
| S3 |
10,294.0 |
10,358.5 |
10,550.6 |
|
| S4 |
10,118.0 |
10,182.5 |
10,502.2 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,689.8 |
13,143.2 |
11,306.0 |
|
| R3 |
12,799.8 |
12,253.2 |
11,061.3 |
|
| R2 |
11,909.8 |
11,909.8 |
10,979.7 |
|
| R1 |
11,363.2 |
11,363.2 |
10,898.1 |
11,191.5 |
| PP |
11,019.8 |
11,019.8 |
11,019.8 |
10,934.0 |
| S1 |
10,473.2 |
10,473.2 |
10,734.9 |
10,301.5 |
| S2 |
10,129.8 |
10,129.8 |
10,653.3 |
|
| S3 |
9,239.8 |
9,583.2 |
10,571.8 |
|
| S4 |
8,349.8 |
8,693.2 |
10,327.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,441.0 |
10,581.5 |
859.5 |
8.1% |
230.9 |
2.2% |
2% |
False |
True |
125,728 |
| 10 |
11,566.5 |
10,581.5 |
985.0 |
9.3% |
187.5 |
1.8% |
2% |
False |
True |
115,369 |
| 20 |
11,596.0 |
10,581.5 |
1,014.5 |
9.6% |
195.8 |
1.8% |
2% |
False |
True |
114,550 |
| 40 |
11,838.0 |
10,581.5 |
1,256.5 |
11.9% |
197.1 |
1.9% |
1% |
False |
True |
118,890 |
| 60 |
12,447.0 |
10,581.5 |
1,865.5 |
17.6% |
186.0 |
1.8% |
1% |
False |
True |
110,396 |
| 80 |
12,565.0 |
10,581.5 |
1,983.5 |
18.7% |
167.2 |
1.6% |
1% |
False |
True |
83,561 |
| 100 |
12,854.5 |
10,581.5 |
2,273.0 |
21.4% |
158.0 |
1.5% |
1% |
False |
True |
66,865 |
| 120 |
12,854.5 |
10,581.5 |
2,273.0 |
21.4% |
152.2 |
1.4% |
1% |
False |
True |
55,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,505.5 |
|
2.618 |
11,218.3 |
|
1.618 |
11,042.3 |
|
1.000 |
10,933.5 |
|
0.618 |
10,866.3 |
|
HIGH |
10,757.5 |
|
0.618 |
10,690.3 |
|
0.500 |
10,669.5 |
|
0.382 |
10,648.7 |
|
LOW |
10,581.5 |
|
0.618 |
10,472.7 |
|
1.000 |
10,405.5 |
|
1.618 |
10,296.7 |
|
2.618 |
10,120.7 |
|
4.250 |
9,833.5 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,669.5 |
10,835.0 |
| PP |
10,646.0 |
10,756.3 |
| S1 |
10,622.5 |
10,677.7 |
|