| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,686.50 |
6,769.00 |
82.50 |
1.2% |
7,041.00 |
| High |
6,872.00 |
6,838.50 |
-33.50 |
-0.5% |
7,139.00 |
| Low |
6,683.50 |
6,723.00 |
39.50 |
0.6% |
6,594.75 |
| Close |
6,769.00 |
6,752.00 |
-17.00 |
-0.3% |
6,623.50 |
| Range |
188.50 |
115.50 |
-73.00 |
-38.7% |
544.25 |
| ATR |
180.21 |
175.59 |
-4.62 |
-2.6% |
0.00 |
| Volume |
663,375 |
626,806 |
-36,569 |
-5.5% |
2,557,658 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,117.75 |
7,050.25 |
6,815.50 |
|
| R3 |
7,002.25 |
6,934.75 |
6,783.75 |
|
| R2 |
6,886.75 |
6,886.75 |
6,773.25 |
|
| R1 |
6,819.25 |
6,819.25 |
6,762.50 |
6,795.25 |
| PP |
6,771.25 |
6,771.25 |
6,771.25 |
6,759.00 |
| S1 |
6,703.75 |
6,703.75 |
6,741.50 |
6,679.75 |
| S2 |
6,655.75 |
6,655.75 |
6,730.75 |
|
| S3 |
6,540.25 |
6,588.25 |
6,720.25 |
|
| S4 |
6,424.75 |
6,472.75 |
6,688.50 |
|
|
| 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 |
6,872.00 |
6,535.25 |
336.75 |
5.0% |
180.50 |
2.7% |
64% |
False |
False |
731,414 |
| 10 |
7,139.00 |
6,535.25 |
603.75 |
8.9% |
168.75 |
2.5% |
36% |
False |
False |
584,610 |
| 20 |
7,139.00 |
6,449.50 |
689.50 |
10.2% |
168.25 |
2.5% |
44% |
False |
False |
608,393 |
| 40 |
7,309.50 |
6,449.50 |
860.00 |
12.7% |
190.25 |
2.8% |
35% |
False |
False |
662,679 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
18.9% |
174.75 |
2.6% |
24% |
False |
False |
628,394 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
18.9% |
154.50 |
2.3% |
24% |
False |
False |
493,853 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
18.9% |
142.00 |
2.1% |
24% |
False |
False |
395,225 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
18.9% |
134.75 |
2.0% |
24% |
False |
False |
329,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,329.50 |
|
2.618 |
7,141.00 |
|
1.618 |
7,025.50 |
|
1.000 |
6,954.00 |
|
0.618 |
6,910.00 |
|
HIGH |
6,838.50 |
|
0.618 |
6,794.50 |
|
0.500 |
6,780.75 |
|
0.382 |
6,767.00 |
|
LOW |
6,723.00 |
|
0.618 |
6,651.50 |
|
1.000 |
6,607.50 |
|
1.618 |
6,536.00 |
|
2.618 |
6,420.50 |
|
4.250 |
6,232.00 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,780.75 |
6,761.50 |
| PP |
6,771.25 |
6,758.50 |
| S1 |
6,761.50 |
6,755.25 |
|