| 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 |
2,653.00 |
2,646.50 |
-6.50 |
-0.2% |
2,625.00 |
| High |
2,671.00 |
2,648.75 |
-22.25 |
-0.8% |
2,686.50 |
| Low |
2,637.25 |
2,594.00 |
-43.25 |
-1.6% |
2,583.00 |
| Close |
2,645.50 |
2,602.00 |
-43.50 |
-1.6% |
2,602.00 |
| Range |
33.75 |
54.75 |
21.00 |
62.2% |
103.50 |
| ATR |
54.26 |
54.29 |
0.04 |
0.1% |
0.00 |
| Volume |
2,043,406 |
1,664,325 |
-379,081 |
-18.6% |
10,438,234 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.25 |
2,745.25 |
2,632.00 |
|
| R3 |
2,724.50 |
2,690.50 |
2,617.00 |
|
| R2 |
2,669.75 |
2,669.75 |
2,612.00 |
|
| R1 |
2,635.75 |
2,635.75 |
2,607.00 |
2,625.50 |
| PP |
2,615.00 |
2,615.00 |
2,615.00 |
2,609.75 |
| S1 |
2,581.00 |
2,581.00 |
2,597.00 |
2,570.50 |
| S2 |
2,560.25 |
2,560.25 |
2,592.00 |
|
| S3 |
2,505.50 |
2,526.25 |
2,587.00 |
|
| S4 |
2,450.75 |
2,471.50 |
2,572.00 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.25 |
2,871.75 |
2,659.00 |
|
| R3 |
2,830.75 |
2,768.25 |
2,630.50 |
|
| R2 |
2,727.25 |
2,727.25 |
2,621.00 |
|
| R1 |
2,664.75 |
2,664.75 |
2,611.50 |
2,644.25 |
| PP |
2,623.75 |
2,623.75 |
2,623.75 |
2,613.50 |
| S1 |
2,561.25 |
2,561.25 |
2,592.50 |
2,540.75 |
| S2 |
2,520.25 |
2,520.25 |
2,583.00 |
|
| S3 |
2,416.75 |
2,457.75 |
2,573.50 |
|
| S4 |
2,313.25 |
2,354.25 |
2,545.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,686.50 |
2,583.00 |
103.50 |
4.0% |
53.00 |
2.0% |
18% |
False |
False |
2,087,646 |
| 10 |
2,814.00 |
2,583.00 |
231.00 |
8.9% |
60.25 |
2.3% |
8% |
False |
False |
1,862,137 |
| 20 |
2,814.00 |
2,583.00 |
231.00 |
8.9% |
52.50 |
2.0% |
8% |
False |
False |
1,752,704 |
| 40 |
2,818.00 |
2,583.00 |
235.00 |
9.0% |
54.50 |
2.1% |
8% |
False |
False |
1,966,705 |
| 60 |
2,947.00 |
2,583.00 |
364.00 |
14.0% |
49.25 |
1.9% |
5% |
False |
False |
1,932,428 |
| 80 |
2,947.00 |
2,583.00 |
364.00 |
14.0% |
42.00 |
1.6% |
5% |
False |
False |
1,563,013 |
| 100 |
2,947.00 |
2,583.00 |
364.00 |
14.0% |
38.00 |
1.5% |
5% |
False |
False |
1,251,097 |
| 120 |
2,947.00 |
2,583.00 |
364.00 |
14.0% |
35.75 |
1.4% |
5% |
False |
False |
1,043,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,881.50 |
|
2.618 |
2,792.00 |
|
1.618 |
2,737.25 |
|
1.000 |
2,703.50 |
|
0.618 |
2,682.50 |
|
HIGH |
2,648.75 |
|
0.618 |
2,627.75 |
|
0.500 |
2,621.50 |
|
0.382 |
2,615.00 |
|
LOW |
2,594.00 |
|
0.618 |
2,560.25 |
|
1.000 |
2,539.25 |
|
1.618 |
2,505.50 |
|
2.618 |
2,450.75 |
|
4.250 |
2,361.25 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,621.50 |
2,640.25 |
| PP |
2,615.00 |
2,627.50 |
| S1 |
2,608.50 |
2,614.75 |
|