| 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 |
6,596.25 |
6,695.00 |
98.75 |
1.5% |
7,041.00 |
| High |
6,714.50 |
6,808.75 |
94.25 |
1.4% |
7,139.00 |
| Low |
6,535.25 |
6,651.25 |
116.00 |
1.8% |
6,594.75 |
| Close |
6,699.25 |
6,717.00 |
17.75 |
0.3% |
6,623.50 |
| Range |
179.25 |
157.50 |
-21.75 |
-12.1% |
544.25 |
| ATR |
181.27 |
179.57 |
-1.70 |
-0.9% |
0.00 |
| Volume |
778,327 |
734,366 |
-43,961 |
-5.6% |
2,557,658 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,198.25 |
7,115.00 |
6,803.50 |
|
| R3 |
7,040.75 |
6,957.50 |
6,760.25 |
|
| R2 |
6,883.25 |
6,883.25 |
6,746.00 |
|
| R1 |
6,800.00 |
6,800.00 |
6,731.50 |
6,841.50 |
| PP |
6,725.75 |
6,725.75 |
6,725.75 |
6,746.50 |
| S1 |
6,642.50 |
6,642.50 |
6,702.50 |
6,684.00 |
| S2 |
6,568.25 |
6,568.25 |
6,688.00 |
|
| S3 |
6,410.75 |
6,485.00 |
6,673.75 |
|
| S4 |
6,253.25 |
6,327.50 |
6,630.50 |
|
|
| 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 |
6,861.75 |
6,535.25 |
326.50 |
4.9% |
178.25 |
2.7% |
56% |
False |
False |
684,738 |
| 10 |
7,139.00 |
6,535.25 |
603.75 |
9.0% |
169.75 |
2.5% |
30% |
False |
False |
572,593 |
| 20 |
7,139.00 |
6,449.50 |
689.50 |
10.3% |
170.25 |
2.5% |
39% |
False |
False |
616,025 |
| 40 |
7,368.50 |
6,449.50 |
919.00 |
13.7% |
193.75 |
2.9% |
29% |
False |
False |
662,366 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
19.0% |
173.50 |
2.6% |
21% |
False |
False |
621,560 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
19.0% |
152.50 |
2.3% |
21% |
False |
False |
477,742 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
19.0% |
141.25 |
2.1% |
21% |
False |
False |
382,330 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
19.0% |
134.75 |
2.0% |
21% |
False |
False |
318,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,478.00 |
|
2.618 |
7,221.00 |
|
1.618 |
7,063.50 |
|
1.000 |
6,966.25 |
|
0.618 |
6,906.00 |
|
HIGH |
6,808.75 |
|
0.618 |
6,748.50 |
|
0.500 |
6,730.00 |
|
0.382 |
6,711.50 |
|
LOW |
6,651.25 |
|
0.618 |
6,554.00 |
|
1.000 |
6,493.75 |
|
1.618 |
6,396.50 |
|
2.618 |
6,239.00 |
|
4.250 |
5,982.00 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,730.00 |
6,710.00 |
| PP |
6,725.75 |
6,703.00 |
| S1 |
6,721.25 |
6,696.00 |
|