| 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 |
2,629.00 |
2,648.00 |
19.00 |
0.7% |
2,792.00 |
| High |
2,652.00 |
2,682.00 |
30.00 |
1.1% |
2,819.00 |
| Low |
2,586.75 |
2,625.50 |
38.75 |
1.5% |
2,625.50 |
| Close |
2,647.00 |
2,645.25 |
-1.75 |
-0.1% |
2,640.00 |
| Range |
65.25 |
56.50 |
-8.75 |
-13.4% |
193.50 |
| ATR |
55.84 |
55.89 |
0.05 |
0.1% |
0.00 |
| Volume |
79,695 |
107,308 |
27,613 |
34.6% |
175,144 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.50 |
2,789.25 |
2,676.25 |
|
| R3 |
2,764.00 |
2,732.75 |
2,660.75 |
|
| R2 |
2,707.50 |
2,707.50 |
2,655.50 |
|
| R1 |
2,676.25 |
2,676.25 |
2,650.50 |
2,663.50 |
| PP |
2,651.00 |
2,651.00 |
2,651.00 |
2,644.50 |
| S1 |
2,619.75 |
2,619.75 |
2,640.00 |
2,607.00 |
| S2 |
2,594.50 |
2,594.50 |
2,635.00 |
|
| S3 |
2,538.00 |
2,563.25 |
2,629.75 |
|
| S4 |
2,481.50 |
2,506.75 |
2,614.25 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,275.25 |
3,151.25 |
2,746.50 |
|
| R3 |
3,081.75 |
2,957.75 |
2,693.25 |
|
| R2 |
2,888.25 |
2,888.25 |
2,675.50 |
|
| R1 |
2,764.25 |
2,764.25 |
2,657.75 |
2,729.50 |
| PP |
2,694.75 |
2,694.75 |
2,694.75 |
2,677.50 |
| S1 |
2,570.75 |
2,570.75 |
2,622.25 |
2,536.00 |
| S2 |
2,501.25 |
2,501.25 |
2,604.50 |
|
| S3 |
2,307.75 |
2,377.25 |
2,586.75 |
|
| S4 |
2,114.25 |
2,183.75 |
2,533.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,725.75 |
2,586.75 |
139.00 |
5.3% |
65.00 |
2.5% |
42% |
False |
False |
67,129 |
| 10 |
2,819.00 |
2,586.75 |
232.25 |
8.8% |
59.00 |
2.2% |
25% |
False |
False |
42,621 |
| 20 |
2,819.00 |
2,586.75 |
232.25 |
8.8% |
54.00 |
2.0% |
25% |
False |
False |
28,113 |
| 40 |
2,831.50 |
2,586.75 |
244.75 |
9.3% |
55.00 |
2.1% |
24% |
False |
False |
20,860 |
| 60 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
48.00 |
1.8% |
16% |
False |
False |
16,792 |
| 80 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
40.25 |
1.5% |
16% |
False |
False |
12,865 |
| 100 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
36.50 |
1.4% |
16% |
False |
False |
10,320 |
| 120 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
34.00 |
1.3% |
16% |
False |
False |
8,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.00 |
|
2.618 |
2,830.00 |
|
1.618 |
2,773.50 |
|
1.000 |
2,738.50 |
|
0.618 |
2,717.00 |
|
HIGH |
2,682.00 |
|
0.618 |
2,660.50 |
|
0.500 |
2,653.75 |
|
0.382 |
2,647.00 |
|
LOW |
2,625.50 |
|
0.618 |
2,590.50 |
|
1.000 |
2,569.00 |
|
1.618 |
2,534.00 |
|
2.618 |
2,477.50 |
|
4.250 |
2,385.50 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,653.75 |
2,650.25 |
| PP |
2,651.00 |
2,648.50 |
| S1 |
2,648.00 |
2,647.00 |
|