| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,017.0 |
3,043.0 |
26.0 |
0.9% |
3,211.0 |
| High |
3,066.0 |
3,105.0 |
39.0 |
1.3% |
3,225.0 |
| Low |
3,013.0 |
3,043.0 |
30.0 |
1.0% |
3,013.0 |
| Close |
3,048.0 |
3,097.0 |
49.0 |
1.6% |
3,048.0 |
| Range |
53.0 |
62.0 |
9.0 |
17.0% |
212.0 |
| ATR |
54.9 |
55.4 |
0.5 |
0.9% |
0.0 |
| Volume |
224,671 |
726,191 |
501,520 |
223.2% |
450,634 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,267.7 |
3,244.3 |
3,131.1 |
|
| R3 |
3,205.7 |
3,182.3 |
3,114.1 |
|
| R2 |
3,143.7 |
3,143.7 |
3,108.4 |
|
| R1 |
3,120.3 |
3,120.3 |
3,102.7 |
3,132.0 |
| PP |
3,081.7 |
3,081.7 |
3,081.7 |
3,087.5 |
| S1 |
3,058.3 |
3,058.3 |
3,091.3 |
3,070.0 |
| S2 |
3,019.7 |
3,019.7 |
3,085.6 |
|
| S3 |
2,957.7 |
2,996.3 |
3,080.0 |
|
| S4 |
2,895.7 |
2,934.3 |
3,062.9 |
|
|
| 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 |
3,105.0 |
2,989.0 |
116.0 |
3.7% |
63.4 |
2.0% |
93% |
True |
False |
252,204 |
| 10 |
3,225.0 |
2,989.0 |
236.0 |
7.6% |
50.6 |
1.6% |
46% |
False |
False |
156,599 |
| 20 |
3,225.0 |
2,989.0 |
236.0 |
7.6% |
45.8 |
1.5% |
46% |
False |
False |
88,559 |
| 40 |
3,240.0 |
2,989.0 |
251.0 |
8.1% |
46.2 |
1.5% |
43% |
False |
False |
47,615 |
| 60 |
3,429.0 |
2,989.0 |
440.0 |
14.2% |
44.4 |
1.4% |
25% |
False |
False |
34,686 |
| 80 |
3,431.0 |
2,989.0 |
442.0 |
14.3% |
38.3 |
1.2% |
24% |
False |
False |
26,455 |
| 100 |
3,495.0 |
2,989.0 |
506.0 |
16.3% |
34.6 |
1.1% |
21% |
False |
False |
21,179 |
| 120 |
3,495.0 |
2,989.0 |
506.0 |
16.3% |
31.4 |
1.0% |
21% |
False |
False |
17,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,368.5 |
|
2.618 |
3,267.3 |
|
1.618 |
3,205.3 |
|
1.000 |
3,167.0 |
|
0.618 |
3,143.3 |
|
HIGH |
3,105.0 |
|
0.618 |
3,081.3 |
|
0.500 |
3,074.0 |
|
0.382 |
3,066.7 |
|
LOW |
3,043.0 |
|
0.618 |
3,004.7 |
|
1.000 |
2,981.0 |
|
1.618 |
2,942.7 |
|
2.618 |
2,880.7 |
|
4.250 |
2,779.5 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,089.3 |
3,080.3 |
| PP |
3,081.7 |
3,063.7 |
| S1 |
3,074.0 |
3,047.0 |
|