| 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 |
6,665.5 |
6,685.0 |
19.5 |
0.3% |
7,026.5 |
| High |
6,742.5 |
6,792.5 |
50.0 |
0.7% |
7,080.0 |
| Low |
6,646.0 |
6,680.0 |
34.0 |
0.5% |
6,610.5 |
| Close |
6,665.0 |
6,768.5 |
103.5 |
1.6% |
6,727.5 |
| Range |
96.5 |
112.5 |
16.0 |
16.6% |
469.5 |
| ATR |
100.9 |
102.8 |
1.9 |
1.9% |
0.0 |
| Volume |
8,822 |
7,229 |
-1,593 |
-18.1% |
6,275 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,084.5 |
7,039.0 |
6,830.5 |
|
| R3 |
6,972.0 |
6,926.5 |
6,799.5 |
|
| R2 |
6,859.5 |
6,859.5 |
6,789.0 |
|
| R1 |
6,814.0 |
6,814.0 |
6,779.0 |
6,837.0 |
| PP |
6,747.0 |
6,747.0 |
6,747.0 |
6,758.5 |
| S1 |
6,701.5 |
6,701.5 |
6,758.0 |
6,724.0 |
| S2 |
6,634.5 |
6,634.5 |
6,748.0 |
|
| S3 |
6,522.0 |
6,589.0 |
6,737.5 |
|
| S4 |
6,409.5 |
6,476.5 |
6,706.5 |
|
|
| 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 |
6,914.0 |
6,610.5 |
303.5 |
4.5% |
115.5 |
1.7% |
52% |
False |
False |
4,084 |
| 10 |
7,080.0 |
6,610.5 |
469.5 |
6.9% |
95.0 |
1.4% |
34% |
False |
False |
7,741 |
| 20 |
7,080.0 |
6,610.5 |
469.5 |
6.9% |
75.0 |
1.1% |
34% |
False |
False |
4,221 |
| 40 |
7,082.5 |
6,610.5 |
472.0 |
7.0% |
57.0 |
0.8% |
33% |
False |
False |
2,170 |
| 60 |
7,453.5 |
6,610.5 |
843.0 |
12.5% |
42.5 |
0.6% |
19% |
False |
False |
1,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,270.5 |
|
2.618 |
7,087.0 |
|
1.618 |
6,974.5 |
|
1.000 |
6,905.0 |
|
0.618 |
6,862.0 |
|
HIGH |
6,792.5 |
|
0.618 |
6,749.5 |
|
0.500 |
6,736.0 |
|
0.382 |
6,723.0 |
|
LOW |
6,680.0 |
|
0.618 |
6,610.5 |
|
1.000 |
6,567.5 |
|
1.618 |
6,498.0 |
|
2.618 |
6,385.5 |
|
4.250 |
6,202.0 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,758.0 |
6,753.0 |
| PP |
6,747.0 |
6,737.5 |
| S1 |
6,736.0 |
6,722.0 |
|