| 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 |
3,009.0 |
3,017.0 |
8.0 |
0.3% |
3,211.0 |
| High |
3,036.0 |
3,066.0 |
30.0 |
1.0% |
3,225.0 |
| Low |
2,989.0 |
3,013.0 |
24.0 |
0.8% |
3,013.0 |
| Close |
2,993.0 |
3,048.0 |
55.0 |
1.8% |
3,048.0 |
| Range |
47.0 |
53.0 |
6.0 |
12.8% |
212.0 |
| ATR |
53.5 |
54.9 |
1.4 |
2.6% |
0.0 |
| Volume |
139,664 |
224,671 |
85,007 |
60.9% |
450,634 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.3 |
3,177.7 |
3,077.2 |
|
| R3 |
3,148.3 |
3,124.7 |
3,062.6 |
|
| R2 |
3,095.3 |
3,095.3 |
3,057.7 |
|
| R1 |
3,071.7 |
3,071.7 |
3,052.9 |
3,083.5 |
| PP |
3,042.3 |
3,042.3 |
3,042.3 |
3,048.3 |
| S1 |
3,018.7 |
3,018.7 |
3,043.1 |
3,030.5 |
| S2 |
2,989.3 |
2,989.3 |
3,038.3 |
|
| S3 |
2,936.3 |
2,965.7 |
3,033.4 |
|
| S4 |
2,883.3 |
2,912.7 |
3,018.9 |
|
|
| 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 |
3,152.0 |
2,989.0 |
163.0 |
5.3% |
56.0 |
1.8% |
36% |
False |
False |
142,260 |
| 10 |
3,225.0 |
2,989.0 |
236.0 |
7.7% |
48.4 |
1.6% |
25% |
False |
False |
84,426 |
| 20 |
3,225.0 |
2,989.0 |
236.0 |
7.7% |
45.7 |
1.5% |
25% |
False |
False |
53,263 |
| 40 |
3,258.0 |
2,989.0 |
269.0 |
8.8% |
45.7 |
1.5% |
22% |
False |
False |
29,616 |
| 60 |
3,429.0 |
2,989.0 |
440.0 |
14.4% |
43.6 |
1.4% |
13% |
False |
False |
22,677 |
| 80 |
3,431.0 |
2,989.0 |
442.0 |
14.5% |
37.8 |
1.2% |
13% |
False |
False |
17,378 |
| 100 |
3,495.0 |
2,989.0 |
506.0 |
16.6% |
34.3 |
1.1% |
12% |
False |
False |
13,917 |
| 120 |
3,495.0 |
2,989.0 |
506.0 |
16.6% |
31.3 |
1.0% |
12% |
False |
False |
11,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,291.3 |
|
2.618 |
3,204.8 |
|
1.618 |
3,151.8 |
|
1.000 |
3,119.0 |
|
0.618 |
3,098.8 |
|
HIGH |
3,066.0 |
|
0.618 |
3,045.8 |
|
0.500 |
3,039.5 |
|
0.382 |
3,033.2 |
|
LOW |
3,013.0 |
|
0.618 |
2,980.2 |
|
1.000 |
2,960.0 |
|
1.618 |
2,927.2 |
|
2.618 |
2,874.2 |
|
4.250 |
2,787.8 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,045.2 |
3,043.3 |
| PP |
3,042.3 |
3,038.7 |
| S1 |
3,039.5 |
3,034.0 |
|