| 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 |
2,644.00 |
2,632.50 |
-11.50 |
-0.4% |
2,793.50 |
| High |
2,678.00 |
2,686.50 |
8.50 |
0.3% |
2,814.00 |
| Low |
2,621.25 |
2,631.75 |
10.50 |
0.4% |
2,621.25 |
| Close |
2,641.25 |
2,652.50 |
11.25 |
0.4% |
2,636.00 |
| Range |
56.75 |
54.75 |
-2.00 |
-3.5% |
192.75 |
| ATR |
55.92 |
55.83 |
-0.08 |
-0.1% |
0.00 |
| Volume |
2,265,284 |
1,900,862 |
-364,422 |
-16.1% |
8,183,140 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,821.25 |
2,791.50 |
2,682.50 |
|
| R3 |
2,766.50 |
2,736.75 |
2,667.50 |
|
| R2 |
2,711.75 |
2,711.75 |
2,662.50 |
|
| R1 |
2,682.00 |
2,682.00 |
2,657.50 |
2,697.00 |
| PP |
2,657.00 |
2,657.00 |
2,657.00 |
2,664.25 |
| S1 |
2,627.25 |
2,627.25 |
2,647.50 |
2,642.00 |
| S2 |
2,602.25 |
2,602.25 |
2,642.50 |
|
| S3 |
2,547.50 |
2,572.50 |
2,637.50 |
|
| S4 |
2,492.75 |
2,517.75 |
2,622.50 |
|
|
| 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 |
2,714.00 |
2,583.00 |
131.00 |
4.9% |
71.25 |
2.7% |
53% |
False |
False |
2,527,002 |
| 10 |
2,814.00 |
2,583.00 |
231.00 |
8.7% |
58.00 |
2.2% |
30% |
False |
False |
1,787,831 |
| 20 |
2,814.00 |
2,583.00 |
231.00 |
8.7% |
54.50 |
2.1% |
30% |
False |
False |
1,801,285 |
| 40 |
2,824.25 |
2,583.00 |
241.25 |
9.1% |
54.75 |
2.1% |
29% |
False |
False |
1,978,193 |
| 60 |
2,947.00 |
2,583.00 |
364.00 |
13.7% |
48.50 |
1.8% |
19% |
False |
False |
1,917,894 |
| 80 |
2,947.00 |
2,583.00 |
364.00 |
13.7% |
41.50 |
1.6% |
19% |
False |
False |
1,516,785 |
| 100 |
2,947.00 |
2,583.00 |
364.00 |
13.7% |
37.75 |
1.4% |
19% |
False |
False |
1,214,085 |
| 120 |
2,947.00 |
2,583.00 |
364.00 |
13.7% |
35.75 |
1.3% |
19% |
False |
False |
1,012,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.25 |
|
2.618 |
2,829.75 |
|
1.618 |
2,775.00 |
|
1.000 |
2,741.25 |
|
0.618 |
2,720.25 |
|
HIGH |
2,686.50 |
|
0.618 |
2,665.50 |
|
0.500 |
2,659.00 |
|
0.382 |
2,652.75 |
|
LOW |
2,631.75 |
|
0.618 |
2,598.00 |
|
1.000 |
2,577.00 |
|
1.618 |
2,543.25 |
|
2.618 |
2,488.50 |
|
4.250 |
2,399.00 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.00 |
2,646.50 |
| PP |
2,657.00 |
2,640.75 |
| S1 |
2,654.75 |
2,634.75 |
|