| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,752.00 |
6,580.00 |
-172.00 |
-2.5% |
6,596.25 |
| High |
6,760.75 |
6,635.25 |
-125.50 |
-1.9% |
6,872.00 |
| Low |
6,583.25 |
6,401.25 |
-182.00 |
-2.8% |
6,535.25 |
| Close |
6,599.50 |
6,466.25 |
-133.25 |
-2.0% |
6,599.50 |
| Range |
177.50 |
234.00 |
56.50 |
31.8% |
336.75 |
| ATR |
175.73 |
179.89 |
4.16 |
2.4% |
0.00 |
| Volume |
351,779 |
323,403 |
-28,376 |
-8.1% |
3,154,653 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,203.00 |
7,068.50 |
6,595.00 |
|
| R3 |
6,969.00 |
6,834.50 |
6,530.50 |
|
| R2 |
6,735.00 |
6,735.00 |
6,509.25 |
|
| R1 |
6,600.50 |
6,600.50 |
6,487.75 |
6,550.75 |
| PP |
6,501.00 |
6,501.00 |
6,501.00 |
6,476.00 |
| S1 |
6,366.50 |
6,366.50 |
6,444.75 |
6,316.75 |
| S2 |
6,267.00 |
6,267.00 |
6,423.25 |
|
| S3 |
6,033.00 |
6,132.50 |
6,402.00 |
|
| S4 |
5,799.00 |
5,898.50 |
6,337.50 |
|
|
| 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 |
6,401.25 |
470.75 |
7.3% |
174.50 |
2.7% |
14% |
False |
True |
539,945 |
| 10 |
7,055.25 |
6,401.25 |
654.00 |
10.1% |
188.00 |
2.9% |
10% |
False |
True |
545,975 |
| 20 |
7,139.00 |
6,401.25 |
737.75 |
11.4% |
173.00 |
2.7% |
9% |
False |
True |
567,904 |
| 40 |
7,231.00 |
6,401.25 |
829.75 |
12.8% |
191.50 |
3.0% |
8% |
False |
True |
645,384 |
| 60 |
7,728.75 |
6,401.25 |
1,327.50 |
20.5% |
178.50 |
2.8% |
5% |
False |
True |
626,721 |
| 80 |
7,728.75 |
6,401.25 |
1,327.50 |
20.5% |
157.75 |
2.4% |
5% |
False |
True |
502,279 |
| 100 |
7,728.75 |
6,401.25 |
1,327.50 |
20.5% |
144.00 |
2.2% |
5% |
False |
True |
401,967 |
| 120 |
7,728.75 |
6,401.25 |
1,327.50 |
20.5% |
136.25 |
2.1% |
5% |
False |
True |
335,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,629.75 |
|
2.618 |
7,247.75 |
|
1.618 |
7,013.75 |
|
1.000 |
6,869.25 |
|
0.618 |
6,779.75 |
|
HIGH |
6,635.25 |
|
0.618 |
6,545.75 |
|
0.500 |
6,518.25 |
|
0.382 |
6,490.75 |
|
LOW |
6,401.25 |
|
0.618 |
6,256.75 |
|
1.000 |
6,167.25 |
|
1.618 |
6,022.75 |
|
2.618 |
5,788.75 |
|
4.250 |
5,406.75 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,518.25 |
6,620.00 |
| PP |
6,501.00 |
6,568.75 |
| S1 |
6,483.50 |
6,517.50 |
|