| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,066.0 |
3,009.0 |
-57.0 |
-1.9% |
3,211.0 |
| High |
3,079.0 |
3,036.0 |
-43.0 |
-1.4% |
3,225.0 |
| Low |
3,016.0 |
2,989.0 |
-27.0 |
-0.9% |
3,013.0 |
| Close |
3,048.0 |
2,993.0 |
-55.0 |
-1.8% |
3,048.0 |
| Range |
63.0 |
47.0 |
-16.0 |
-25.4% |
212.0 |
| ATR |
53.0 |
53.5 |
0.4 |
0.8% |
0.0 |
| Volume |
92,440 |
139,664 |
47,224 |
51.1% |
450,634 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,147.0 |
3,117.0 |
3,018.9 |
|
| R3 |
3,100.0 |
3,070.0 |
3,005.9 |
|
| R2 |
3,053.0 |
3,053.0 |
3,001.6 |
|
| R1 |
3,023.0 |
3,023.0 |
2,997.3 |
3,014.5 |
| PP |
3,006.0 |
3,006.0 |
3,006.0 |
3,001.8 |
| S1 |
2,976.0 |
2,976.0 |
2,988.7 |
2,967.5 |
| S2 |
2,959.0 |
2,959.0 |
2,984.4 |
|
| S3 |
2,912.0 |
2,929.0 |
2,980.1 |
|
| S4 |
2,865.0 |
2,882.0 |
2,967.2 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,731.3 |
3,601.7 |
3,164.6 |
|
| R3 |
3,519.3 |
3,389.7 |
3,106.3 |
|
| R2 |
3,307.3 |
3,307.3 |
3,086.9 |
|
| R1 |
3,177.7 |
3,177.7 |
3,067.4 |
3,136.5 |
| PP |
3,095.3 |
3,095.3 |
3,095.3 |
3,074.8 |
| S1 |
2,965.7 |
2,965.7 |
3,028.6 |
2,924.5 |
| S2 |
2,883.3 |
2,883.3 |
3,009.1 |
|
| S3 |
2,671.3 |
2,753.7 |
2,989.7 |
|
| S4 |
2,459.3 |
2,541.7 |
2,931.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,193.0 |
2,989.0 |
204.0 |
6.8% |
60.4 |
2.0% |
2% |
False |
True |
101,385 |
| 10 |
3,225.0 |
2,989.0 |
236.0 |
7.9% |
46.7 |
1.6% |
2% |
False |
True |
62,028 |
| 20 |
3,225.0 |
2,989.0 |
236.0 |
7.9% |
44.5 |
1.5% |
2% |
False |
True |
42,038 |
| 40 |
3,258.0 |
2,989.0 |
269.0 |
9.0% |
45.7 |
1.5% |
1% |
False |
True |
24,003 |
| 60 |
3,429.0 |
2,989.0 |
440.0 |
14.7% |
43.2 |
1.4% |
1% |
False |
True |
19,056 |
| 80 |
3,431.0 |
2,989.0 |
442.0 |
14.8% |
37.6 |
1.3% |
1% |
False |
True |
14,570 |
| 100 |
3,495.0 |
2,989.0 |
506.0 |
16.9% |
34.0 |
1.1% |
1% |
False |
True |
11,670 |
| 120 |
3,495.0 |
2,989.0 |
506.0 |
16.9% |
30.9 |
1.0% |
1% |
False |
True |
9,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,235.8 |
|
2.618 |
3,159.0 |
|
1.618 |
3,112.0 |
|
1.000 |
3,083.0 |
|
0.618 |
3,065.0 |
|
HIGH |
3,036.0 |
|
0.618 |
3,018.0 |
|
0.500 |
3,012.5 |
|
0.382 |
3,007.0 |
|
LOW |
2,989.0 |
|
0.618 |
2,960.0 |
|
1.000 |
2,942.0 |
|
1.618 |
2,913.0 |
|
2.618 |
2,866.0 |
|
4.250 |
2,789.3 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,012.5 |
3,047.0 |
| PP |
3,006.0 |
3,029.0 |
| S1 |
2,999.5 |
3,011.0 |
|