| 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 |
6,835.50 |
6,596.25 |
-239.25 |
-3.5% |
7,041.00 |
| High |
6,856.50 |
6,714.50 |
-142.00 |
-2.1% |
7,139.00 |
| Low |
6,594.75 |
6,535.25 |
-59.50 |
-0.9% |
6,594.75 |
| Close |
6,623.50 |
6,699.25 |
75.75 |
1.1% |
6,623.50 |
| Range |
261.75 |
179.25 |
-82.50 |
-31.5% |
544.25 |
| ATR |
181.43 |
181.27 |
-0.16 |
-0.1% |
0.00 |
| Volume |
854,199 |
778,327 |
-75,872 |
-8.9% |
2,557,658 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,187.50 |
7,122.50 |
6,797.75 |
|
| R3 |
7,008.25 |
6,943.25 |
6,748.50 |
|
| R2 |
6,829.00 |
6,829.00 |
6,732.00 |
|
| R1 |
6,764.00 |
6,764.00 |
6,715.75 |
6,796.50 |
| PP |
6,649.75 |
6,649.75 |
6,649.75 |
6,666.00 |
| S1 |
6,584.75 |
6,584.75 |
6,682.75 |
6,617.25 |
| S2 |
6,470.50 |
6,470.50 |
6,666.50 |
|
| S3 |
6,291.25 |
6,405.50 |
6,650.00 |
|
| S4 |
6,112.00 |
6,226.25 |
6,600.75 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,418.50 |
8,065.25 |
6,922.75 |
|
| R3 |
7,874.25 |
7,521.00 |
6,773.25 |
|
| R2 |
7,330.00 |
7,330.00 |
6,723.25 |
|
| R1 |
6,976.75 |
6,976.75 |
6,673.50 |
6,881.25 |
| PP |
6,785.75 |
6,785.75 |
6,785.75 |
6,738.00 |
| S1 |
6,432.50 |
6,432.50 |
6,573.50 |
6,337.00 |
| S2 |
6,241.50 |
6,241.50 |
6,523.75 |
|
| S3 |
5,697.25 |
5,888.25 |
6,473.75 |
|
| S4 |
5,153.00 |
5,344.00 |
6,324.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,055.25 |
6,535.25 |
520.00 |
7.8% |
201.25 |
3.0% |
32% |
False |
True |
552,004 |
| 10 |
7,139.00 |
6,535.25 |
603.75 |
9.0% |
165.00 |
2.5% |
27% |
False |
True |
556,874 |
| 20 |
7,139.00 |
6,449.50 |
689.50 |
10.3% |
176.25 |
2.6% |
36% |
False |
False |
614,454 |
| 40 |
7,368.50 |
6,449.50 |
919.00 |
13.7% |
192.75 |
2.9% |
27% |
False |
False |
660,051 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
19.1% |
172.75 |
2.6% |
20% |
False |
False |
616,850 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
19.1% |
151.50 |
2.3% |
20% |
False |
False |
468,574 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
19.1% |
140.25 |
2.1% |
20% |
False |
False |
374,990 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
19.1% |
134.50 |
2.0% |
20% |
False |
False |
312,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,476.25 |
|
2.618 |
7,183.75 |
|
1.618 |
7,004.50 |
|
1.000 |
6,893.75 |
|
0.618 |
6,825.25 |
|
HIGH |
6,714.50 |
|
0.618 |
6,646.00 |
|
0.500 |
6,625.00 |
|
0.382 |
6,603.75 |
|
LOW |
6,535.25 |
|
0.618 |
6,424.50 |
|
1.000 |
6,356.00 |
|
1.618 |
6,245.25 |
|
2.618 |
6,066.00 |
|
4.250 |
5,773.50 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,674.50 |
6,698.00 |
| PP |
6,649.75 |
6,697.00 |
| S1 |
6,625.00 |
6,696.00 |
|