| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,774.00 |
6,599.25 |
-174.75 |
-2.6% |
6,635.00 |
| High |
6,786.25 |
6,656.00 |
-130.25 |
-1.9% |
6,897.00 |
| Low |
6,607.25 |
6,423.25 |
-184.00 |
-2.8% |
6,560.25 |
| Close |
6,622.50 |
6,489.25 |
-133.25 |
-2.0% |
6,622.50 |
| Range |
179.00 |
232.75 |
53.75 |
30.0% |
336.75 |
| ATR |
174.36 |
178.53 |
4.17 |
2.4% |
0.00 |
| Volume |
486,181 |
632,497 |
146,316 |
30.1% |
603,765 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,221.00 |
7,088.00 |
6,617.25 |
|
| R3 |
6,988.25 |
6,855.25 |
6,553.25 |
|
| R2 |
6,755.50 |
6,755.50 |
6,532.00 |
|
| R1 |
6,622.50 |
6,622.50 |
6,510.50 |
6,572.50 |
| PP |
6,522.75 |
6,522.75 |
6,522.75 |
6,498.00 |
| S1 |
6,389.75 |
6,389.75 |
6,468.00 |
6,340.00 |
| S2 |
6,290.00 |
6,290.00 |
6,446.50 |
|
| S3 |
6,057.25 |
6,157.00 |
6,425.25 |
|
| S4 |
5,824.50 |
5,924.25 |
6,361.25 |
|
|
| 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 |
6,423.25 |
473.75 |
7.3% |
175.00 |
2.7% |
14% |
False |
True |
245,383 |
| 10 |
7,086.50 |
6,423.25 |
663.25 |
10.2% |
187.25 |
2.9% |
10% |
False |
True |
125,096 |
| 20 |
7,169.00 |
6,423.25 |
745.75 |
11.5% |
172.00 |
2.7% |
9% |
False |
True |
63,891 |
| 40 |
7,262.00 |
6,423.25 |
838.75 |
12.9% |
189.50 |
2.9% |
8% |
False |
True |
32,825 |
| 60 |
7,765.00 |
6,423.25 |
1,341.75 |
20.7% |
176.50 |
2.7% |
5% |
False |
True |
22,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,645.25 |
|
2.618 |
7,265.25 |
|
1.618 |
7,032.50 |
|
1.000 |
6,888.75 |
|
0.618 |
6,799.75 |
|
HIGH |
6,656.00 |
|
0.618 |
6,567.00 |
|
0.500 |
6,539.50 |
|
0.382 |
6,512.25 |
|
LOW |
6,423.25 |
|
0.618 |
6,279.50 |
|
1.000 |
6,190.50 |
|
1.618 |
6,046.75 |
|
2.618 |
5,814.00 |
|
4.250 |
5,434.00 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,539.50 |
6,644.00 |
| PP |
6,522.75 |
6,592.50 |
| S1 |
6,506.00 |
6,540.75 |
|