| 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 |
6,769.00 |
6,752.00 |
-17.00 |
-0.3% |
6,596.25 |
| High |
6,838.50 |
6,760.75 |
-77.75 |
-1.1% |
6,872.00 |
| Low |
6,723.00 |
6,583.25 |
-139.75 |
-2.1% |
6,535.25 |
| Close |
6,752.00 |
6,599.50 |
-152.50 |
-2.3% |
6,599.50 |
| Range |
115.50 |
177.50 |
62.00 |
53.7% |
336.75 |
| ATR |
175.59 |
175.73 |
0.14 |
0.1% |
0.00 |
| Volume |
626,806 |
351,779 |
-275,027 |
-43.9% |
3,154,653 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,180.25 |
7,067.50 |
6,697.00 |
|
| R3 |
7,002.75 |
6,890.00 |
6,648.25 |
|
| R2 |
6,825.25 |
6,825.25 |
6,632.00 |
|
| R1 |
6,712.50 |
6,712.50 |
6,615.75 |
6,680.00 |
| PP |
6,647.75 |
6,647.75 |
6,647.75 |
6,631.75 |
| S1 |
6,535.00 |
6,535.00 |
6,583.25 |
6,502.50 |
| S2 |
6,470.25 |
6,470.25 |
6,567.00 |
|
| S3 |
6,292.75 |
6,357.50 |
6,550.75 |
|
| S4 |
6,115.25 |
6,180.00 |
6,502.00 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,679.25 |
7,476.00 |
6,784.75 |
|
| R3 |
7,342.50 |
7,139.25 |
6,692.00 |
|
| R2 |
7,005.75 |
7,005.75 |
6,661.25 |
|
| R1 |
6,802.50 |
6,802.50 |
6,630.25 |
6,904.00 |
| PP |
6,669.00 |
6,669.00 |
6,669.00 |
6,719.75 |
| S1 |
6,465.75 |
6,465.75 |
6,568.75 |
6,567.50 |
| S2 |
6,332.25 |
6,332.25 |
6,537.75 |
|
| S3 |
5,995.50 |
6,129.00 |
6,507.00 |
|
| S4 |
5,658.75 |
5,792.25 |
6,414.25 |
|
|
| 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 |
5.1% |
163.75 |
2.5% |
19% |
False |
False |
630,930 |
| 10 |
7,139.00 |
6,535.25 |
603.75 |
9.1% |
177.00 |
2.7% |
11% |
False |
False |
571,231 |
| 20 |
7,139.00 |
6,449.50 |
689.50 |
10.4% |
166.50 |
2.5% |
22% |
False |
False |
586,309 |
| 40 |
7,244.25 |
6,449.50 |
794.75 |
12.0% |
189.50 |
2.9% |
19% |
False |
False |
653,825 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
19.4% |
176.00 |
2.7% |
12% |
False |
False |
627,528 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
19.4% |
155.50 |
2.4% |
12% |
False |
False |
498,242 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
19.4% |
142.50 |
2.2% |
12% |
False |
False |
398,738 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
19.4% |
135.50 |
2.1% |
12% |
False |
False |
332,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,515.00 |
|
2.618 |
7,225.50 |
|
1.618 |
7,048.00 |
|
1.000 |
6,938.25 |
|
0.618 |
6,870.50 |
|
HIGH |
6,760.75 |
|
0.618 |
6,693.00 |
|
0.500 |
6,672.00 |
|
0.382 |
6,651.00 |
|
LOW |
6,583.25 |
|
0.618 |
6,473.50 |
|
1.000 |
6,405.75 |
|
1.618 |
6,296.00 |
|
2.618 |
6,118.50 |
|
4.250 |
5,829.00 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,672.00 |
6,727.50 |
| PP |
6,647.75 |
6,685.00 |
| S1 |
6,623.75 |
6,642.25 |
|