| 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 |
6,695.00 |
6,686.50 |
-8.50 |
-0.1% |
7,041.00 |
| High |
6,808.75 |
6,872.00 |
63.25 |
0.9% |
7,139.00 |
| Low |
6,651.25 |
6,683.50 |
32.25 |
0.5% |
6,594.75 |
| Close |
6,717.00 |
6,769.00 |
52.00 |
0.8% |
6,623.50 |
| Range |
157.50 |
188.50 |
31.00 |
19.7% |
544.25 |
| ATR |
179.57 |
180.21 |
0.64 |
0.4% |
0.00 |
| Volume |
734,366 |
663,375 |
-70,991 |
-9.7% |
2,557,658 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,340.25 |
7,243.25 |
6,872.75 |
|
| R3 |
7,151.75 |
7,054.75 |
6,820.75 |
|
| R2 |
6,963.25 |
6,963.25 |
6,803.50 |
|
| R1 |
6,866.25 |
6,866.25 |
6,786.25 |
6,914.75 |
| PP |
6,774.75 |
6,774.75 |
6,774.75 |
6,799.00 |
| S1 |
6,677.75 |
6,677.75 |
6,751.75 |
6,726.25 |
| S2 |
6,586.25 |
6,586.25 |
6,734.50 |
|
| S3 |
6,397.75 |
6,489.25 |
6,717.25 |
|
| S4 |
6,209.25 |
6,300.75 |
6,665.25 |
|
|
| 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 |
6,872.00 |
6,535.25 |
336.75 |
5.0% |
202.25 |
3.0% |
69% |
True |
False |
803,274 |
| 10 |
7,139.00 |
6,535.25 |
603.75 |
8.9% |
167.25 |
2.5% |
39% |
False |
False |
574,990 |
| 20 |
7,139.00 |
6,449.50 |
689.50 |
10.2% |
171.50 |
2.5% |
46% |
False |
False |
613,618 |
| 40 |
7,368.50 |
6,449.50 |
919.00 |
13.6% |
191.25 |
2.8% |
35% |
False |
False |
663,591 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
18.9% |
174.25 |
2.6% |
25% |
False |
False |
624,737 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
18.9% |
154.00 |
2.3% |
25% |
False |
False |
486,025 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
18.9% |
142.00 |
2.1% |
25% |
False |
False |
388,960 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
18.9% |
135.75 |
2.0% |
25% |
False |
False |
324,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,673.00 |
|
2.618 |
7,365.50 |
|
1.618 |
7,177.00 |
|
1.000 |
7,060.50 |
|
0.618 |
6,988.50 |
|
HIGH |
6,872.00 |
|
0.618 |
6,800.00 |
|
0.500 |
6,777.75 |
|
0.382 |
6,755.50 |
|
LOW |
6,683.50 |
|
0.618 |
6,567.00 |
|
1.000 |
6,495.00 |
|
1.618 |
6,378.50 |
|
2.618 |
6,190.00 |
|
4.250 |
5,882.50 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,777.75 |
6,747.25 |
| PP |
6,774.75 |
6,725.50 |
| S1 |
6,772.00 |
6,703.50 |
|