| 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 |
10,700.5 |
10,812.0 |
111.5 |
1.0% |
11,536.5 |
| High |
10,884.5 |
10,970.0 |
85.5 |
0.8% |
11,566.5 |
| Low |
10,678.5 |
10,812.0 |
133.5 |
1.3% |
10,676.5 |
| Close |
10,822.0 |
10,948.0 |
126.0 |
1.2% |
10,816.5 |
| Range |
206.0 |
158.0 |
-48.0 |
-23.3% |
890.0 |
| ATR |
228.8 |
223.7 |
-5.1 |
-2.2% |
0.0 |
| Volume |
109,780 |
109,053 |
-727 |
-0.7% |
623,140 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,384.0 |
11,324.0 |
11,034.9 |
|
| R3 |
11,226.0 |
11,166.0 |
10,991.5 |
|
| R2 |
11,068.0 |
11,068.0 |
10,977.0 |
|
| R1 |
11,008.0 |
11,008.0 |
10,962.5 |
11,038.0 |
| PP |
10,910.0 |
10,910.0 |
10,910.0 |
10,925.0 |
| S1 |
10,850.0 |
10,850.0 |
10,933.5 |
10,880.0 |
| S2 |
10,752.0 |
10,752.0 |
10,919.0 |
|
| S3 |
10,594.0 |
10,692.0 |
10,904.6 |
|
| S4 |
10,436.0 |
10,534.0 |
10,861.1 |
|
|
| 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 |
11,088.5 |
10,581.5 |
507.0 |
4.6% |
226.2 |
2.1% |
72% |
False |
False |
120,008 |
| 10 |
11,566.5 |
10,581.5 |
985.0 |
9.0% |
191.6 |
1.7% |
37% |
False |
False |
116,555 |
| 20 |
11,566.5 |
10,581.5 |
985.0 |
9.0% |
190.0 |
1.7% |
37% |
False |
False |
112,972 |
| 40 |
11,838.0 |
10,581.5 |
1,256.5 |
11.5% |
195.6 |
1.8% |
29% |
False |
False |
118,982 |
| 60 |
12,447.0 |
10,581.5 |
1,865.5 |
17.0% |
188.5 |
1.7% |
20% |
False |
False |
112,229 |
| 80 |
12,565.0 |
10,581.5 |
1,983.5 |
18.1% |
169.0 |
1.5% |
18% |
False |
False |
86,295 |
| 100 |
12,854.5 |
10,581.5 |
2,273.0 |
20.8% |
159.5 |
1.5% |
16% |
False |
False |
69,053 |
| 120 |
12,854.5 |
10,581.5 |
2,273.0 |
20.8% |
152.3 |
1.4% |
16% |
False |
False |
57,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,641.5 |
|
2.618 |
11,383.6 |
|
1.618 |
11,225.6 |
|
1.000 |
11,128.0 |
|
0.618 |
11,067.6 |
|
HIGH |
10,970.0 |
|
0.618 |
10,909.6 |
|
0.500 |
10,891.0 |
|
0.382 |
10,872.4 |
|
LOW |
10,812.0 |
|
0.618 |
10,714.4 |
|
1.000 |
10,654.0 |
|
1.618 |
10,556.4 |
|
2.618 |
10,398.4 |
|
4.250 |
10,140.5 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,929.0 |
10,890.6 |
| PP |
10,910.0 |
10,833.2 |
| S1 |
10,891.0 |
10,775.8 |
|