| 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 |
6,635.00 |
6,717.00 |
82.00 |
1.2% |
7,040.50 |
| High |
6,738.00 |
6,833.25 |
95.25 |
1.4% |
7,169.00 |
| Low |
6,560.25 |
6,675.50 |
115.25 |
1.8% |
6,620.75 |
| Close |
6,722.50 |
6,742.00 |
19.50 |
0.3% |
6,648.75 |
| Range |
177.75 |
157.75 |
-20.00 |
-11.3% |
548.25 |
| ATR |
179.15 |
177.62 |
-1.53 |
-0.9% |
0.00 |
| Volume |
9,345 |
15,924 |
6,579 |
70.4% |
17,572 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,223.50 |
7,140.50 |
6,828.75 |
|
| R3 |
7,065.75 |
6,982.75 |
6,785.50 |
|
| R2 |
6,908.00 |
6,908.00 |
6,771.00 |
|
| R1 |
6,825.00 |
6,825.00 |
6,756.50 |
6,866.50 |
| PP |
6,750.25 |
6,750.25 |
6,750.25 |
6,771.00 |
| S1 |
6,667.25 |
6,667.25 |
6,727.50 |
6,708.75 |
| S2 |
6,592.50 |
6,592.50 |
6,713.00 |
|
| S3 |
6,434.75 |
6,509.50 |
6,698.50 |
|
| S4 |
6,277.00 |
6,351.75 |
6,655.25 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,457.50 |
8,101.50 |
6,950.25 |
|
| R3 |
7,909.25 |
7,553.25 |
6,799.50 |
|
| R2 |
7,361.00 |
7,361.00 |
6,749.25 |
|
| R1 |
7,005.00 |
7,005.00 |
6,699.00 |
6,909.00 |
| PP |
6,812.75 |
6,812.75 |
6,812.75 |
6,764.75 |
| S1 |
6,456.75 |
6,456.75 |
6,598.50 |
6,360.50 |
| S2 |
6,264.50 |
6,264.50 |
6,548.25 |
|
| S3 |
5,716.25 |
5,908.50 |
6,498.00 |
|
| S4 |
5,168.00 |
5,360.25 |
6,347.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,888.50 |
6,560.25 |
328.25 |
4.9% |
176.75 |
2.6% |
55% |
False |
False |
7,888 |
| 10 |
7,169.00 |
6,560.25 |
608.75 |
9.0% |
168.75 |
2.5% |
30% |
False |
False |
5,141 |
| 20 |
7,169.00 |
6,479.25 |
689.75 |
10.2% |
168.50 |
2.5% |
38% |
False |
False |
3,733 |
| 40 |
7,403.25 |
6,479.25 |
924.00 |
13.7% |
191.50 |
2.8% |
28% |
False |
False |
2,688 |
| 60 |
7,765.00 |
6,479.25 |
1,285.75 |
19.1% |
171.00 |
2.5% |
20% |
False |
False |
2,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,503.75 |
|
2.618 |
7,246.25 |
|
1.618 |
7,088.50 |
|
1.000 |
6,991.00 |
|
0.618 |
6,930.75 |
|
HIGH |
6,833.25 |
|
0.618 |
6,773.00 |
|
0.500 |
6,754.50 |
|
0.382 |
6,735.75 |
|
LOW |
6,675.50 |
|
0.618 |
6,578.00 |
|
1.000 |
6,517.75 |
|
1.618 |
6,420.25 |
|
2.618 |
6,262.50 |
|
4.250 |
6,005.00 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,754.50 |
6,735.00 |
| PP |
6,750.25 |
6,727.75 |
| S1 |
6,746.00 |
6,720.50 |
|