| 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 |
10,651.0 |
10,700.5 |
49.5 |
0.5% |
11,536.5 |
| High |
10,757.5 |
10,884.5 |
127.0 |
1.2% |
11,566.5 |
| Low |
10,581.5 |
10,678.5 |
97.0 |
0.9% |
10,676.5 |
| Close |
10,599.0 |
10,822.0 |
223.0 |
2.1% |
10,816.5 |
| Range |
176.0 |
206.0 |
30.0 |
17.0% |
890.0 |
| ATR |
224.4 |
228.8 |
4.4 |
1.9% |
0.0 |
| Volume |
124,272 |
109,780 |
-14,492 |
-11.7% |
623,140 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,413.0 |
11,323.5 |
10,935.3 |
|
| R3 |
11,207.0 |
11,117.5 |
10,878.7 |
|
| R2 |
11,001.0 |
11,001.0 |
10,859.8 |
|
| R1 |
10,911.5 |
10,911.5 |
10,840.9 |
10,956.3 |
| PP |
10,795.0 |
10,795.0 |
10,795.0 |
10,817.4 |
| S1 |
10,705.5 |
10,705.5 |
10,803.1 |
10,750.3 |
| S2 |
10,589.0 |
10,589.0 |
10,784.2 |
|
| S3 |
10,383.0 |
10,499.5 |
10,765.4 |
|
| S4 |
10,177.0 |
10,293.5 |
10,708.7 |
|
|
| 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 |
11,263.0 |
10,581.5 |
681.5 |
6.3% |
212.9 |
2.0% |
35% |
False |
False |
134,314 |
| 10 |
11,566.5 |
10,581.5 |
985.0 |
9.1% |
190.2 |
1.8% |
24% |
False |
False |
116,273 |
| 20 |
11,566.5 |
10,581.5 |
985.0 |
9.1% |
190.7 |
1.8% |
24% |
False |
False |
114,300 |
| 40 |
11,838.0 |
10,581.5 |
1,256.5 |
11.6% |
197.0 |
1.8% |
19% |
False |
False |
119,125 |
| 60 |
12,447.0 |
10,581.5 |
1,865.5 |
17.2% |
188.1 |
1.7% |
13% |
False |
False |
111,351 |
| 80 |
12,565.0 |
10,581.5 |
1,983.5 |
18.3% |
168.5 |
1.6% |
12% |
False |
False |
84,933 |
| 100 |
12,854.5 |
10,581.5 |
2,273.0 |
21.0% |
158.6 |
1.5% |
11% |
False |
False |
67,963 |
| 120 |
12,854.5 |
10,581.5 |
2,273.0 |
21.0% |
153.1 |
1.4% |
11% |
False |
False |
56,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,760.0 |
|
2.618 |
11,423.8 |
|
1.618 |
11,217.8 |
|
1.000 |
11,090.5 |
|
0.618 |
11,011.8 |
|
HIGH |
10,884.5 |
|
0.618 |
10,805.8 |
|
0.500 |
10,781.5 |
|
0.382 |
10,757.2 |
|
LOW |
10,678.5 |
|
0.618 |
10,551.2 |
|
1.000 |
10,472.5 |
|
1.618 |
10,345.2 |
|
2.618 |
10,139.2 |
|
4.250 |
9,803.0 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,808.5 |
10,800.6 |
| PP |
10,795.0 |
10,779.2 |
| S1 |
10,781.5 |
10,757.8 |
|