| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,648.00 |
2,636.50 |
-11.50 |
-0.4% |
2,792.00 |
| High |
2,682.00 |
2,690.50 |
8.50 |
0.3% |
2,819.00 |
| Low |
2,625.50 |
2,636.00 |
10.50 |
0.4% |
2,625.50 |
| Close |
2,645.25 |
2,656.50 |
11.25 |
0.4% |
2,640.00 |
| Range |
56.50 |
54.50 |
-2.00 |
-3.5% |
193.50 |
| ATR |
55.89 |
55.79 |
-0.10 |
-0.2% |
0.00 |
| Volume |
107,308 |
181,970 |
74,662 |
69.6% |
175,144 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.50 |
2,795.00 |
2,686.50 |
|
| R3 |
2,770.00 |
2,740.50 |
2,671.50 |
|
| R2 |
2,715.50 |
2,715.50 |
2,666.50 |
|
| R1 |
2,686.00 |
2,686.00 |
2,661.50 |
2,700.75 |
| PP |
2,661.00 |
2,661.00 |
2,661.00 |
2,668.50 |
| S1 |
2,631.50 |
2,631.50 |
2,651.50 |
2,646.25 |
| S2 |
2,606.50 |
2,606.50 |
2,646.50 |
|
| S3 |
2,552.00 |
2,577.00 |
2,641.50 |
|
| S4 |
2,497.50 |
2,522.50 |
2,626.50 |
|
|
| 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 |
2,718.75 |
2,586.75 |
132.00 |
5.0% |
71.25 |
2.7% |
53% |
False |
False |
102,503 |
| 10 |
2,819.00 |
2,586.75 |
232.25 |
8.7% |
58.00 |
2.2% |
30% |
False |
False |
57,792 |
| 20 |
2,819.00 |
2,586.75 |
232.25 |
8.7% |
54.50 |
2.1% |
30% |
False |
False |
36,794 |
| 40 |
2,831.50 |
2,586.75 |
244.75 |
9.2% |
54.75 |
2.1% |
28% |
False |
False |
24,908 |
| 60 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
48.25 |
1.8% |
19% |
False |
False |
19,709 |
| 80 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
41.00 |
1.5% |
19% |
False |
False |
15,139 |
| 100 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
36.75 |
1.4% |
19% |
False |
False |
12,139 |
| 120 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
34.25 |
1.3% |
19% |
False |
False |
10,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.00 |
|
2.618 |
2,833.25 |
|
1.618 |
2,778.75 |
|
1.000 |
2,745.00 |
|
0.618 |
2,724.25 |
|
HIGH |
2,690.50 |
|
0.618 |
2,669.75 |
|
0.500 |
2,663.25 |
|
0.382 |
2,656.75 |
|
LOW |
2,636.00 |
|
0.618 |
2,602.25 |
|
1.000 |
2,581.50 |
|
1.618 |
2,547.75 |
|
2.618 |
2,493.25 |
|
4.250 |
2,404.50 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.25 |
2,650.50 |
| PP |
2,661.00 |
2,644.50 |
| S1 |
2,658.75 |
2,638.50 |
|