| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
10,934.5 |
10,908.5 |
-26.0 |
-0.2% |
10,651.0 |
| High |
10,985.0 |
10,909.5 |
-75.5 |
-0.7% |
10,985.0 |
| Low |
10,882.5 |
10,730.0 |
-152.5 |
-1.4% |
10,581.5 |
| Close |
10,912.5 |
10,851.0 |
-61.5 |
-0.6% |
10,851.0 |
| Range |
102.5 |
179.5 |
77.0 |
75.1% |
403.5 |
| ATR |
215.1 |
212.8 |
-2.3 |
-1.1% |
0.0 |
| Volume |
109,053 |
124,094 |
15,041 |
13.8% |
576,252 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,368.7 |
11,289.3 |
10,949.7 |
|
| R3 |
11,189.2 |
11,109.8 |
10,900.4 |
|
| R2 |
11,009.7 |
11,009.7 |
10,883.9 |
|
| R1 |
10,930.3 |
10,930.3 |
10,867.5 |
10,880.3 |
| PP |
10,830.2 |
10,830.2 |
10,830.2 |
10,805.1 |
| S1 |
10,750.8 |
10,750.8 |
10,834.5 |
10,700.8 |
| S2 |
10,650.7 |
10,650.7 |
10,818.1 |
|
| S3 |
10,471.2 |
10,571.3 |
10,801.6 |
|
| S4 |
10,291.7 |
10,391.8 |
10,752.3 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,016.3 |
11,837.2 |
11,072.9 |
|
| R3 |
11,612.8 |
11,433.7 |
10,962.0 |
|
| R2 |
11,209.3 |
11,209.3 |
10,925.0 |
|
| R1 |
11,030.2 |
11,030.2 |
10,888.0 |
11,119.8 |
| PP |
10,805.8 |
10,805.8 |
10,805.8 |
10,850.6 |
| S1 |
10,626.7 |
10,626.7 |
10,814.0 |
10,716.3 |
| S2 |
10,402.3 |
10,402.3 |
10,777.0 |
|
| S3 |
9,998.8 |
10,223.2 |
10,740.0 |
|
| S4 |
9,595.3 |
9,819.7 |
10,629.1 |
|
|
| 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% |
164.4 |
1.5% |
67% |
False |
False |
115,250 |
| 10 |
11,566.5 |
10,581.5 |
985.0 |
9.1% |
194.0 |
1.8% |
27% |
False |
False |
119,939 |
| 20 |
11,566.5 |
10,581.5 |
985.0 |
9.1% |
178.8 |
1.6% |
27% |
False |
False |
111,521 |
| 40 |
11,682.5 |
10,581.5 |
1,101.0 |
10.1% |
190.4 |
1.8% |
24% |
False |
False |
117,993 |
| 60 |
12,447.0 |
10,581.5 |
1,865.5 |
17.2% |
189.0 |
1.7% |
14% |
False |
False |
113,633 |
| 80 |
12,565.0 |
10,581.5 |
1,983.5 |
18.3% |
170.0 |
1.6% |
14% |
False |
False |
89,208 |
| 100 |
12,854.5 |
10,581.5 |
2,273.0 |
20.9% |
159.2 |
1.5% |
12% |
False |
False |
71,382 |
| 120 |
12,854.5 |
10,581.5 |
2,273.0 |
20.9% |
151.1 |
1.4% |
12% |
False |
False |
59,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,672.4 |
|
2.618 |
11,379.4 |
|
1.618 |
11,199.9 |
|
1.000 |
11,089.0 |
|
0.618 |
11,020.4 |
|
HIGH |
10,909.5 |
|
0.618 |
10,840.9 |
|
0.500 |
10,819.8 |
|
0.382 |
10,798.6 |
|
LOW |
10,730.0 |
|
0.618 |
10,619.1 |
|
1.000 |
10,550.5 |
|
1.618 |
10,439.6 |
|
2.618 |
10,260.1 |
|
4.250 |
9,967.1 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,840.6 |
10,857.5 |
| PP |
10,830.2 |
10,855.3 |
| S1 |
10,819.8 |
10,853.2 |
|