| 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 |
6,685.0 |
6,794.5 |
109.5 |
1.6% |
7,026.5 |
| High |
6,792.5 |
6,834.5 |
42.0 |
0.6% |
7,080.0 |
| Low |
6,680.0 |
6,763.0 |
83.0 |
1.2% |
6,610.5 |
| Close |
6,768.5 |
6,823.5 |
55.0 |
0.8% |
6,727.5 |
| Range |
112.5 |
71.5 |
-41.0 |
-36.4% |
469.5 |
| ATR |
102.8 |
100.6 |
-2.2 |
-2.2% |
0.0 |
| Volume |
7,229 |
23,874 |
16,645 |
230.3% |
6,275 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,021.5 |
6,994.0 |
6,863.0 |
|
| R3 |
6,950.0 |
6,922.5 |
6,843.0 |
|
| R2 |
6,878.5 |
6,878.5 |
6,836.5 |
|
| R1 |
6,851.0 |
6,851.0 |
6,830.0 |
6,865.0 |
| PP |
6,807.0 |
6,807.0 |
6,807.0 |
6,814.0 |
| S1 |
6,779.5 |
6,779.5 |
6,817.0 |
6,793.0 |
| S2 |
6,735.5 |
6,735.5 |
6,810.5 |
|
| S3 |
6,664.0 |
6,708.0 |
6,804.0 |
|
| S4 |
6,592.5 |
6,636.5 |
6,784.0 |
|
|
| 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 |
6,834.5 |
6,610.5 |
224.0 |
3.3% |
117.0 |
1.7% |
95% |
True |
False |
8,664 |
| 10 |
7,080.0 |
6,610.5 |
469.5 |
6.9% |
96.0 |
1.4% |
45% |
False |
False |
10,126 |
| 20 |
7,080.0 |
6,610.5 |
469.5 |
6.9% |
76.0 |
1.1% |
45% |
False |
False |
5,415 |
| 40 |
7,082.5 |
6,610.5 |
472.0 |
6.9% |
58.5 |
0.9% |
45% |
False |
False |
2,767 |
| 60 |
7,453.5 |
6,610.5 |
843.0 |
12.4% |
43.0 |
0.6% |
25% |
False |
False |
1,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,138.5 |
|
2.618 |
7,021.5 |
|
1.618 |
6,950.0 |
|
1.000 |
6,906.0 |
|
0.618 |
6,878.5 |
|
HIGH |
6,834.5 |
|
0.618 |
6,807.0 |
|
0.500 |
6,799.0 |
|
0.382 |
6,790.5 |
|
LOW |
6,763.0 |
|
0.618 |
6,719.0 |
|
1.000 |
6,691.5 |
|
1.618 |
6,647.5 |
|
2.618 |
6,576.0 |
|
4.250 |
6,459.0 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,815.0 |
6,796.0 |
| PP |
6,807.0 |
6,768.0 |
| S1 |
6,799.0 |
6,740.0 |
|