| 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 |
2,694.25 |
2,625.00 |
-69.25 |
-2.6% |
2,793.50 |
| High |
2,709.75 |
2,648.50 |
-61.25 |
-2.3% |
2,814.00 |
| Low |
2,623.25 |
2,583.00 |
-40.25 |
-1.5% |
2,621.25 |
| Close |
2,636.00 |
2,643.00 |
7.00 |
0.3% |
2,636.00 |
| Range |
86.50 |
65.50 |
-21.00 |
-24.3% |
192.75 |
| ATR |
55.11 |
55.85 |
0.74 |
1.3% |
0.00 |
| Volume |
2,596,155 |
2,564,357 |
-31,798 |
-1.2% |
8,183,140 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,821.25 |
2,797.75 |
2,679.00 |
|
| R3 |
2,755.75 |
2,732.25 |
2,661.00 |
|
| R2 |
2,690.25 |
2,690.25 |
2,655.00 |
|
| R1 |
2,666.75 |
2,666.75 |
2,649.00 |
2,678.50 |
| PP |
2,624.75 |
2,624.75 |
2,624.75 |
2,630.75 |
| S1 |
2,601.25 |
2,601.25 |
2,637.00 |
2,613.00 |
| S2 |
2,559.25 |
2,559.25 |
2,631.00 |
|
| S3 |
2,493.75 |
2,535.75 |
2,625.00 |
|
| S4 |
2,428.25 |
2,470.25 |
2,607.00 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,268.75 |
3,145.00 |
2,742.00 |
|
| R3 |
3,076.00 |
2,952.25 |
2,689.00 |
|
| R2 |
2,883.25 |
2,883.25 |
2,671.25 |
|
| R1 |
2,759.50 |
2,759.50 |
2,653.75 |
2,725.00 |
| PP |
2,690.50 |
2,690.50 |
2,690.50 |
2,673.00 |
| S1 |
2,566.75 |
2,566.75 |
2,618.25 |
2,532.25 |
| S2 |
2,497.75 |
2,497.75 |
2,600.75 |
|
| S3 |
2,305.00 |
2,374.00 |
2,583.00 |
|
| S4 |
2,112.25 |
2,181.25 |
2,530.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.50 |
2,583.00 |
207.50 |
7.9% |
72.50 |
2.7% |
29% |
False |
True |
1,767,651 |
| 10 |
2,814.00 |
2,583.00 |
231.00 |
8.7% |
56.50 |
2.1% |
26% |
False |
True |
1,708,133 |
| 20 |
2,814.00 |
2,583.00 |
231.00 |
8.7% |
54.50 |
2.1% |
26% |
False |
True |
1,794,136 |
| 40 |
2,824.25 |
2,583.00 |
241.25 |
9.1% |
54.75 |
2.1% |
25% |
False |
True |
1,962,646 |
| 60 |
2,947.00 |
2,583.00 |
364.00 |
13.8% |
47.50 |
1.8% |
16% |
False |
True |
1,909,467 |
| 80 |
2,947.00 |
2,583.00 |
364.00 |
13.8% |
40.50 |
1.5% |
16% |
False |
True |
1,464,799 |
| 100 |
2,947.00 |
2,583.00 |
364.00 |
13.8% |
37.00 |
1.4% |
16% |
False |
True |
1,172,442 |
| 120 |
2,947.00 |
2,583.00 |
364.00 |
13.8% |
35.25 |
1.3% |
16% |
False |
True |
977,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,927.00 |
|
2.618 |
2,820.00 |
|
1.618 |
2,754.50 |
|
1.000 |
2,714.00 |
|
0.618 |
2,689.00 |
|
HIGH |
2,648.50 |
|
0.618 |
2,623.50 |
|
0.500 |
2,615.75 |
|
0.382 |
2,608.00 |
|
LOW |
2,583.00 |
|
0.618 |
2,542.50 |
|
1.000 |
2,517.50 |
|
1.618 |
2,477.00 |
|
2.618 |
2,411.50 |
|
4.250 |
2,304.50 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,634.00 |
2,648.50 |
| PP |
2,624.75 |
2,646.75 |
| S1 |
2,615.75 |
2,644.75 |
|