| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,043.0 |
3,088.0 |
45.0 |
1.5% |
3,211.0 |
| High |
3,105.0 |
3,110.0 |
5.0 |
0.2% |
3,225.0 |
| Low |
3,043.0 |
3,082.0 |
39.0 |
1.3% |
3,013.0 |
| Close |
3,097.0 |
3,092.0 |
-5.0 |
-0.2% |
3,048.0 |
| Range |
62.0 |
28.0 |
-34.0 |
-54.8% |
212.0 |
| ATR |
55.4 |
53.4 |
-2.0 |
-3.5% |
0.0 |
| Volume |
726,191 |
835,644 |
109,453 |
15.1% |
450,634 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,178.7 |
3,163.3 |
3,107.4 |
|
| R3 |
3,150.7 |
3,135.3 |
3,099.7 |
|
| R2 |
3,122.7 |
3,122.7 |
3,097.1 |
|
| R1 |
3,107.3 |
3,107.3 |
3,094.6 |
3,115.0 |
| PP |
3,094.7 |
3,094.7 |
3,094.7 |
3,098.5 |
| S1 |
3,079.3 |
3,079.3 |
3,089.4 |
3,087.0 |
| S2 |
3,066.7 |
3,066.7 |
3,086.9 |
|
| S3 |
3,038.7 |
3,051.3 |
3,084.3 |
|
| S4 |
3,010.7 |
3,023.3 |
3,076.6 |
|
|
| 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 |
3,110.0 |
2,989.0 |
121.0 |
3.9% |
50.6 |
1.6% |
85% |
True |
False |
403,722 |
| 10 |
3,225.0 |
2,989.0 |
236.0 |
7.6% |
50.5 |
1.6% |
44% |
False |
False |
238,113 |
| 20 |
3,225.0 |
2,989.0 |
236.0 |
7.6% |
44.1 |
1.4% |
44% |
False |
False |
130,184 |
| 40 |
3,240.0 |
2,989.0 |
251.0 |
8.1% |
45.2 |
1.5% |
41% |
False |
False |
68,503 |
| 60 |
3,429.0 |
2,989.0 |
440.0 |
14.2% |
44.1 |
1.4% |
23% |
False |
False |
48,529 |
| 80 |
3,431.0 |
2,989.0 |
442.0 |
14.3% |
38.6 |
1.2% |
23% |
False |
False |
36,901 |
| 100 |
3,495.0 |
2,989.0 |
506.0 |
16.4% |
34.7 |
1.1% |
20% |
False |
False |
29,535 |
| 120 |
3,495.0 |
2,989.0 |
506.0 |
16.4% |
31.6 |
1.0% |
20% |
False |
False |
24,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,229.0 |
|
2.618 |
3,183.3 |
|
1.618 |
3,155.3 |
|
1.000 |
3,138.0 |
|
0.618 |
3,127.3 |
|
HIGH |
3,110.0 |
|
0.618 |
3,099.3 |
|
0.500 |
3,096.0 |
|
0.382 |
3,092.7 |
|
LOW |
3,082.0 |
|
0.618 |
3,064.7 |
|
1.000 |
3,054.0 |
|
1.618 |
3,036.7 |
|
2.618 |
3,008.7 |
|
4.250 |
2,963.0 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,096.0 |
3,081.8 |
| PP |
3,094.7 |
3,071.7 |
| S1 |
3,093.3 |
3,061.5 |
|