Trading Metrics calculated at close of trading on 14-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
3,088.0 |
3,088.0 |
0.0 |
0.0% |
3,009.0 |
High |
3,110.0 |
3,088.0 |
-22.0 |
-0.7% |
3,110.0 |
Low |
3,082.0 |
3,044.0 |
-38.0 |
-1.2% |
2,989.0 |
Close |
3,092.0 |
3,071.0 |
-21.0 |
-0.7% |
3,071.0 |
Range |
28.0 |
44.0 |
16.0 |
57.1% |
121.0 |
ATR |
53.4 |
53.0 |
-0.4 |
-0.7% |
0.0 |
Volume |
835,644 |
1,346,251 |
510,607 |
61.1% |
3,272,421 |
|
Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,199.7 |
3,179.3 |
3,095.2 |
|
R3 |
3,155.7 |
3,135.3 |
3,083.1 |
|
R2 |
3,111.7 |
3,111.7 |
3,079.1 |
|
R1 |
3,091.3 |
3,091.3 |
3,075.0 |
3,079.5 |
PP |
3,067.7 |
3,067.7 |
3,067.7 |
3,061.8 |
S1 |
3,047.3 |
3,047.3 |
3,067.0 |
3,035.5 |
S2 |
3,023.7 |
3,023.7 |
3,062.9 |
|
S3 |
2,979.7 |
3,003.3 |
3,058.9 |
|
S4 |
2,935.7 |
2,959.3 |
3,046.8 |
|
|
Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,419.7 |
3,366.3 |
3,137.6 |
|
R3 |
3,298.7 |
3,245.3 |
3,104.3 |
|
R2 |
3,177.7 |
3,177.7 |
3,093.2 |
|
R1 |
3,124.3 |
3,124.3 |
3,082.1 |
3,151.0 |
PP |
3,056.7 |
3,056.7 |
3,056.7 |
3,070.0 |
S1 |
3,003.3 |
3,003.3 |
3,059.9 |
3,030.0 |
S2 |
2,935.7 |
2,935.7 |
3,048.8 |
|
S3 |
2,814.7 |
2,882.3 |
3,037.7 |
|
S4 |
2,693.7 |
2,761.3 |
3,004.5 |
|
|
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% |
46.8 |
1.5% |
68% |
False |
False |
654,484 |
10 |
3,225.0 |
2,989.0 |
236.0 |
7.7% |
52.4 |
1.7% |
35% |
False |
False |
372,305 |
20 |
3,225.0 |
2,989.0 |
236.0 |
7.7% |
43.6 |
1.4% |
35% |
False |
False |
197,175 |
40 |
3,240.0 |
2,989.0 |
251.0 |
8.2% |
45.3 |
1.5% |
33% |
False |
False |
102,093 |
60 |
3,429.0 |
2,989.0 |
440.0 |
14.3% |
44.6 |
1.5% |
19% |
False |
False |
70,966 |
80 |
3,431.0 |
2,989.0 |
442.0 |
14.4% |
39.0 |
1.3% |
19% |
False |
False |
53,691 |
100 |
3,495.0 |
2,989.0 |
506.0 |
16.5% |
35.0 |
1.1% |
16% |
False |
False |
42,998 |
120 |
3,495.0 |
2,989.0 |
506.0 |
16.5% |
31.9 |
1.0% |
16% |
False |
False |
35,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,275.0 |
2.618 |
3,203.2 |
1.618 |
3,159.2 |
1.000 |
3,132.0 |
0.618 |
3,115.2 |
HIGH |
3,088.0 |
0.618 |
3,071.2 |
0.500 |
3,066.0 |
0.382 |
3,060.8 |
LOW |
3,044.0 |
0.618 |
3,016.8 |
1.000 |
3,000.0 |
1.618 |
2,972.8 |
2.618 |
2,928.8 |
4.250 |
2,857.0 |
|
|
Fisher Pivots for day following 14-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,069.3 |
3,076.5 |
PP |
3,067.7 |
3,074.7 |
S1 |
3,066.0 |
3,072.8 |
|