| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,796.50 |
6,774.00 |
-22.50 |
-0.3% |
6,635.00 |
| High |
6,864.75 |
6,786.25 |
-78.50 |
-1.1% |
6,897.00 |
| Low |
6,749.25 |
6,607.25 |
-142.00 |
-2.1% |
6,560.25 |
| Close |
6,777.50 |
6,622.50 |
-155.00 |
-2.3% |
6,622.50 |
| Range |
115.50 |
179.00 |
63.50 |
55.0% |
336.75 |
| ATR |
174.00 |
174.36 |
0.36 |
0.2% |
0.00 |
| Volume |
68,819 |
486,181 |
417,362 |
606.5% |
603,765 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,209.00 |
7,094.75 |
6,721.00 |
|
| R3 |
7,030.00 |
6,915.75 |
6,671.75 |
|
| R2 |
6,851.00 |
6,851.00 |
6,655.25 |
|
| R1 |
6,736.75 |
6,736.75 |
6,639.00 |
6,704.50 |
| PP |
6,672.00 |
6,672.00 |
6,672.00 |
6,655.75 |
| S1 |
6,557.75 |
6,557.75 |
6,606.00 |
6,525.50 |
| S2 |
6,493.00 |
6,493.00 |
6,589.75 |
|
| S3 |
6,314.00 |
6,378.75 |
6,573.25 |
|
| S4 |
6,135.00 |
6,199.75 |
6,524.00 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,703.50 |
7,499.75 |
6,807.75 |
|
| R3 |
7,366.75 |
7,163.00 |
6,715.00 |
|
| R2 |
7,030.00 |
7,030.00 |
6,684.25 |
|
| R1 |
6,826.25 |
6,826.25 |
6,653.25 |
6,759.75 |
| PP |
6,693.25 |
6,693.25 |
6,693.25 |
6,660.00 |
| S1 |
6,489.50 |
6,489.50 |
6,591.75 |
6,423.00 |
| S2 |
6,356.50 |
6,356.50 |
6,560.75 |
|
| S3 |
6,019.75 |
6,152.75 |
6,530.00 |
|
| S4 |
5,683.00 |
5,816.00 |
6,437.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,897.00 |
6,560.25 |
336.75 |
5.1% |
164.00 |
2.5% |
18% |
False |
False |
120,753 |
| 10 |
7,169.00 |
6,560.25 |
608.75 |
9.2% |
177.00 |
2.7% |
10% |
False |
False |
62,133 |
| 20 |
7,169.00 |
6,479.25 |
689.75 |
10.4% |
165.50 |
2.5% |
21% |
False |
False |
32,356 |
| 40 |
7,277.50 |
6,479.25 |
798.25 |
12.1% |
187.50 |
2.8% |
18% |
False |
False |
17,052 |
| 60 |
7,765.00 |
6,479.25 |
1,285.75 |
19.4% |
174.00 |
2.6% |
11% |
False |
False |
11,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,547.00 |
|
2.618 |
7,254.75 |
|
1.618 |
7,075.75 |
|
1.000 |
6,965.25 |
|
0.618 |
6,896.75 |
|
HIGH |
6,786.25 |
|
0.618 |
6,717.75 |
|
0.500 |
6,696.75 |
|
0.382 |
6,675.75 |
|
LOW |
6,607.25 |
|
0.618 |
6,496.75 |
|
1.000 |
6,428.25 |
|
1.618 |
6,317.75 |
|
2.618 |
6,138.75 |
|
4.250 |
5,846.50 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,696.75 |
6,752.00 |
| PP |
6,672.00 |
6,709.00 |
| S1 |
6,647.25 |
6,665.75 |
|