| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
10,812.0 |
10,934.5 |
122.5 |
1.1% |
11,536.5 |
| High |
10,970.0 |
10,985.0 |
15.0 |
0.1% |
11,566.5 |
| Low |
10,812.0 |
10,882.5 |
70.5 |
0.7% |
10,676.5 |
| Close |
10,948.0 |
10,912.5 |
-35.5 |
-0.3% |
10,816.5 |
| Range |
158.0 |
102.5 |
-55.5 |
-35.1% |
890.0 |
| ATR |
223.7 |
215.1 |
-8.7 |
-3.9% |
0.0 |
| Volume |
109,053 |
109,053 |
0 |
0.0% |
623,140 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,234.2 |
11,175.8 |
10,968.9 |
|
| R3 |
11,131.7 |
11,073.3 |
10,940.7 |
|
| R2 |
11,029.2 |
11,029.2 |
10,931.3 |
|
| R1 |
10,970.8 |
10,970.8 |
10,921.9 |
10,948.8 |
| PP |
10,926.7 |
10,926.7 |
10,926.7 |
10,915.6 |
| S1 |
10,868.3 |
10,868.3 |
10,903.1 |
10,846.3 |
| S2 |
10,824.2 |
10,824.2 |
10,893.7 |
|
| S3 |
10,721.7 |
10,765.8 |
10,884.3 |
|
| S4 |
10,619.2 |
10,663.3 |
10,856.1 |
|
|
| 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 |
10,985.0 |
10,581.5 |
403.5 |
3.7% |
180.0 |
1.6% |
82% |
True |
False |
116,539 |
| 10 |
11,566.5 |
10,581.5 |
985.0 |
9.0% |
188.8 |
1.7% |
34% |
False |
False |
118,114 |
| 20 |
11,566.5 |
10,581.5 |
985.0 |
9.0% |
182.3 |
1.7% |
34% |
False |
False |
111,642 |
| 40 |
11,783.0 |
10,581.5 |
1,201.5 |
11.0% |
193.6 |
1.8% |
28% |
False |
False |
118,352 |
| 60 |
12,447.0 |
10,581.5 |
1,865.5 |
17.1% |
188.8 |
1.7% |
18% |
False |
False |
113,086 |
| 80 |
12,565.0 |
10,581.5 |
1,983.5 |
18.2% |
169.0 |
1.5% |
17% |
False |
False |
87,657 |
| 100 |
12,854.5 |
10,581.5 |
2,273.0 |
20.8% |
159.2 |
1.5% |
15% |
False |
False |
70,143 |
| 120 |
12,854.5 |
10,581.5 |
2,273.0 |
20.8% |
152.1 |
1.4% |
15% |
False |
False |
58,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,420.6 |
|
2.618 |
11,253.3 |
|
1.618 |
11,150.8 |
|
1.000 |
11,087.5 |
|
0.618 |
11,048.3 |
|
HIGH |
10,985.0 |
|
0.618 |
10,945.8 |
|
0.500 |
10,933.8 |
|
0.382 |
10,921.7 |
|
LOW |
10,882.5 |
|
0.618 |
10,819.2 |
|
1.000 |
10,780.0 |
|
1.618 |
10,716.7 |
|
2.618 |
10,614.2 |
|
4.250 |
10,446.9 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,933.8 |
10,885.6 |
| PP |
10,926.7 |
10,858.7 |
| S1 |
10,919.6 |
10,831.8 |
|