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 |
6,746.5 |
6,759.0 |
12.5 |
0.2% |
7,068.5 |
High |
6,819.0 |
6,860.5 |
41.5 |
0.6% |
7,148.5 |
Low |
6,713.5 |
6,743.5 |
30.0 |
0.4% |
6,671.0 |
Close |
6,733.0 |
6,835.0 |
102.0 |
1.5% |
6,793.5 |
Range |
105.5 |
117.0 |
11.5 |
10.9% |
477.5 |
ATR |
127.6 |
127.6 |
0.0 |
0.0% |
0.0 |
Volume |
173,055 |
146,591 |
-26,464 |
-15.3% |
729,890 |
|
Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,164.0 |
7,116.5 |
6,899.5 |
|
R3 |
7,047.0 |
6,999.5 |
6,867.0 |
|
R2 |
6,930.0 |
6,930.0 |
6,856.5 |
|
R1 |
6,882.5 |
6,882.5 |
6,845.5 |
6,906.0 |
PP |
6,813.0 |
6,813.0 |
6,813.0 |
6,825.0 |
S1 |
6,765.5 |
6,765.5 |
6,824.5 |
6,789.0 |
S2 |
6,696.0 |
6,696.0 |
6,813.5 |
|
S3 |
6,579.0 |
6,648.5 |
6,803.0 |
|
S4 |
6,462.0 |
6,531.5 |
6,770.5 |
|
|
Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,303.5 |
8,026.0 |
7,056.0 |
|
R3 |
7,826.0 |
7,548.5 |
6,925.0 |
|
R2 |
7,348.5 |
7,348.5 |
6,881.0 |
|
R1 |
7,071.0 |
7,071.0 |
6,837.5 |
6,971.0 |
PP |
6,871.0 |
6,871.0 |
6,871.0 |
6,821.0 |
S1 |
6,593.5 |
6,593.5 |
6,749.5 |
6,493.5 |
S2 |
6,393.5 |
6,393.5 |
6,706.0 |
|
S3 |
5,916.0 |
6,116.0 |
6,662.0 |
|
S4 |
5,438.5 |
5,638.5 |
6,531.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,979.5 |
6,671.0 |
308.5 |
4.5% |
130.5 |
1.9% |
53% |
False |
False |
156,656 |
10 |
7,148.5 |
6,671.0 |
477.5 |
7.0% |
117.5 |
1.7% |
34% |
False |
False |
143,118 |
20 |
7,148.5 |
6,671.0 |
477.5 |
7.0% |
115.0 |
1.7% |
34% |
False |
False |
127,368 |
40 |
7,170.5 |
6,671.0 |
499.5 |
7.3% |
109.5 |
1.6% |
33% |
False |
False |
123,523 |
60 |
7,523.0 |
6,671.0 |
852.0 |
12.5% |
103.0 |
1.5% |
19% |
False |
False |
123,026 |
80 |
7,596.0 |
6,671.0 |
925.0 |
13.5% |
92.5 |
1.4% |
18% |
False |
False |
103,158 |
100 |
7,701.0 |
6,671.0 |
1,030.0 |
15.1% |
82.0 |
1.2% |
16% |
False |
False |
82,533 |
120 |
7,701.0 |
6,671.0 |
1,030.0 |
15.1% |
73.0 |
1.1% |
16% |
False |
False |
68,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,358.0 |
2.618 |
7,167.0 |
1.618 |
7,050.0 |
1.000 |
6,977.5 |
0.618 |
6,933.0 |
HIGH |
6,860.5 |
0.618 |
6,816.0 |
0.500 |
6,802.0 |
0.382 |
6,788.0 |
LOW |
6,743.5 |
0.618 |
6,671.0 |
1.000 |
6,626.5 |
1.618 |
6,554.0 |
2.618 |
6,437.0 |
4.250 |
6,246.0 |
|
|
Fisher Pivots for day following 11-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
6,824.0 |
6,820.5 |
PP |
6,813.0 |
6,806.5 |
S1 |
6,802.0 |
6,792.0 |
|