| 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 |
6,723.5 |
6,665.5 |
-58.0 |
-0.9% |
7,026.5 |
| High |
6,797.5 |
6,742.5 |
-55.0 |
-0.8% |
7,080.0 |
| Low |
6,682.5 |
6,646.0 |
-36.5 |
-0.5% |
6,610.5 |
| Close |
6,727.5 |
6,665.0 |
-62.5 |
-0.9% |
6,727.5 |
| Range |
115.0 |
96.5 |
-18.5 |
-16.1% |
469.5 |
| ATR |
101.3 |
100.9 |
-0.3 |
-0.3% |
0.0 |
| Volume |
2,357 |
8,822 |
6,465 |
274.3% |
6,275 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,974.0 |
6,916.0 |
6,718.0 |
|
| R3 |
6,877.5 |
6,819.5 |
6,691.5 |
|
| R2 |
6,781.0 |
6,781.0 |
6,682.5 |
|
| R1 |
6,723.0 |
6,723.0 |
6,674.0 |
6,704.0 |
| PP |
6,684.5 |
6,684.5 |
6,684.5 |
6,675.0 |
| S1 |
6,626.5 |
6,626.5 |
6,656.0 |
6,607.0 |
| S2 |
6,588.0 |
6,588.0 |
6,647.5 |
|
| S3 |
6,491.5 |
6,530.0 |
6,638.5 |
|
| S4 |
6,395.0 |
6,433.5 |
6,612.0 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,214.5 |
7,940.5 |
6,985.5 |
|
| R3 |
7,745.0 |
7,471.0 |
6,856.5 |
|
| R2 |
7,275.5 |
7,275.5 |
6,813.5 |
|
| R1 |
7,001.5 |
7,001.5 |
6,770.5 |
6,904.0 |
| PP |
6,806.0 |
6,806.0 |
6,806.0 |
6,757.0 |
| S1 |
6,532.0 |
6,532.0 |
6,684.5 |
6,434.0 |
| S2 |
6,336.5 |
6,336.5 |
6,641.5 |
|
| S3 |
5,867.0 |
6,062.5 |
6,598.5 |
|
| S4 |
5,397.5 |
5,593.0 |
6,469.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,998.5 |
6,610.5 |
388.0 |
5.8% |
116.0 |
1.7% |
14% |
False |
False |
2,783 |
| 10 |
7,080.0 |
6,610.5 |
469.5 |
7.0% |
89.0 |
1.3% |
12% |
False |
False |
7,035 |
| 20 |
7,080.0 |
6,610.5 |
469.5 |
7.0% |
72.0 |
1.1% |
12% |
False |
False |
3,925 |
| 40 |
7,082.5 |
6,610.5 |
472.0 |
7.1% |
55.5 |
0.8% |
12% |
False |
False |
1,989 |
| 60 |
7,453.5 |
6,610.5 |
843.0 |
12.6% |
41.5 |
0.6% |
6% |
False |
False |
1,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,152.5 |
|
2.618 |
6,995.0 |
|
1.618 |
6,898.5 |
|
1.000 |
6,839.0 |
|
0.618 |
6,802.0 |
|
HIGH |
6,742.5 |
|
0.618 |
6,705.5 |
|
0.500 |
6,694.0 |
|
0.382 |
6,683.0 |
|
LOW |
6,646.0 |
|
0.618 |
6,586.5 |
|
1.000 |
6,549.5 |
|
1.618 |
6,490.0 |
|
2.618 |
6,393.5 |
|
4.250 |
6,236.0 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,694.0 |
6,706.0 |
| PP |
6,684.5 |
6,692.0 |
| S1 |
6,675.0 |
6,678.5 |
|