| 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 |
6,794.5 |
6,822.0 |
27.5 |
0.4% |
7,026.5 |
| High |
6,834.5 |
6,842.0 |
7.5 |
0.1% |
7,080.0 |
| Low |
6,763.0 |
6,781.5 |
18.5 |
0.3% |
6,610.5 |
| Close |
6,823.5 |
6,811.5 |
-12.0 |
-0.2% |
6,727.5 |
| Range |
71.5 |
60.5 |
-11.0 |
-15.4% |
469.5 |
| ATR |
100.6 |
97.7 |
-2.9 |
-2.8% |
0.0 |
| Volume |
23,874 |
85,926 |
62,052 |
259.9% |
6,275 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,993.0 |
6,963.0 |
6,845.0 |
|
| R3 |
6,932.5 |
6,902.5 |
6,828.0 |
|
| R2 |
6,872.0 |
6,872.0 |
6,822.5 |
|
| R1 |
6,842.0 |
6,842.0 |
6,817.0 |
6,827.0 |
| PP |
6,811.5 |
6,811.5 |
6,811.5 |
6,804.0 |
| S1 |
6,781.5 |
6,781.5 |
6,806.0 |
6,766.0 |
| S2 |
6,751.0 |
6,751.0 |
6,800.5 |
|
| S3 |
6,690.5 |
6,721.0 |
6,795.0 |
|
| S4 |
6,630.0 |
6,660.5 |
6,778.0 |
|
|
| 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 |
6,842.0 |
6,646.0 |
196.0 |
2.9% |
91.0 |
1.3% |
84% |
True |
False |
25,641 |
| 10 |
7,080.0 |
6,610.5 |
469.5 |
6.9% |
99.0 |
1.5% |
43% |
False |
False |
17,204 |
| 20 |
7,080.0 |
6,610.5 |
469.5 |
6.9% |
74.5 |
1.1% |
43% |
False |
False |
9,512 |
| 40 |
7,082.5 |
6,610.5 |
472.0 |
6.9% |
59.5 |
0.9% |
43% |
False |
False |
4,915 |
| 60 |
7,453.5 |
6,610.5 |
843.0 |
12.4% |
44.0 |
0.6% |
24% |
False |
False |
3,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,099.0 |
|
2.618 |
7,000.5 |
|
1.618 |
6,940.0 |
|
1.000 |
6,902.5 |
|
0.618 |
6,879.5 |
|
HIGH |
6,842.0 |
|
0.618 |
6,819.0 |
|
0.500 |
6,812.0 |
|
0.382 |
6,804.5 |
|
LOW |
6,781.5 |
|
0.618 |
6,744.0 |
|
1.000 |
6,721.0 |
|
1.618 |
6,683.5 |
|
2.618 |
6,623.0 |
|
4.250 |
6,524.5 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,812.0 |
6,794.5 |
| PP |
6,811.5 |
6,778.0 |
| S1 |
6,811.5 |
6,761.0 |
|