| 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 |
2,625.00 |
2,644.00 |
19.00 |
0.7% |
2,793.50 |
| High |
2,648.50 |
2,678.00 |
29.50 |
1.1% |
2,814.00 |
| Low |
2,583.00 |
2,621.25 |
38.25 |
1.5% |
2,621.25 |
| Close |
2,643.00 |
2,641.25 |
-1.75 |
-0.1% |
2,636.00 |
| Range |
65.50 |
56.75 |
-8.75 |
-13.4% |
192.75 |
| ATR |
55.85 |
55.92 |
0.06 |
0.1% |
0.00 |
| Volume |
2,564,357 |
2,265,284 |
-299,073 |
-11.7% |
8,183,140 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,817.00 |
2,786.00 |
2,672.50 |
|
| R3 |
2,760.25 |
2,729.25 |
2,656.75 |
|
| R2 |
2,703.50 |
2,703.50 |
2,651.75 |
|
| R1 |
2,672.50 |
2,672.50 |
2,646.50 |
2,659.50 |
| PP |
2,646.75 |
2,646.75 |
2,646.75 |
2,640.50 |
| S1 |
2,615.75 |
2,615.75 |
2,636.00 |
2,603.00 |
| S2 |
2,590.00 |
2,590.00 |
2,630.75 |
|
| S3 |
2,533.25 |
2,559.00 |
2,625.75 |
|
| S4 |
2,476.50 |
2,502.25 |
2,610.00 |
|
|
| 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 |
2,720.75 |
2,583.00 |
137.75 |
5.2% |
64.75 |
2.5% |
42% |
False |
False |
2,183,727 |
| 10 |
2,814.00 |
2,583.00 |
231.00 |
8.7% |
59.00 |
2.2% |
25% |
False |
False |
1,784,357 |
| 20 |
2,814.00 |
2,583.00 |
231.00 |
8.7% |
53.75 |
2.0% |
25% |
False |
False |
1,811,335 |
| 40 |
2,824.25 |
2,583.00 |
241.25 |
9.1% |
55.25 |
2.1% |
24% |
False |
False |
1,975,180 |
| 60 |
2,947.00 |
2,583.00 |
364.00 |
13.8% |
48.00 |
1.8% |
16% |
False |
False |
1,917,497 |
| 80 |
2,947.00 |
2,583.00 |
364.00 |
13.8% |
41.00 |
1.5% |
16% |
False |
False |
1,493,082 |
| 100 |
2,947.00 |
2,583.00 |
364.00 |
13.8% |
37.50 |
1.4% |
16% |
False |
False |
1,195,086 |
| 120 |
2,947.00 |
2,583.00 |
364.00 |
13.8% |
35.50 |
1.3% |
16% |
False |
False |
996,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.25 |
|
2.618 |
2,826.50 |
|
1.618 |
2,769.75 |
|
1.000 |
2,734.75 |
|
0.618 |
2,713.00 |
|
HIGH |
2,678.00 |
|
0.618 |
2,656.25 |
|
0.500 |
2,649.50 |
|
0.382 |
2,643.00 |
|
LOW |
2,621.25 |
|
0.618 |
2,586.25 |
|
1.000 |
2,564.50 |
|
1.618 |
2,529.50 |
|
2.618 |
2,472.75 |
|
4.250 |
2,380.00 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,649.50 |
2,646.50 |
| PP |
2,646.75 |
2,644.75 |
| S1 |
2,644.00 |
2,643.00 |
|