| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,636.50 |
2,657.25 |
20.75 |
0.8% |
2,792.00 |
| High |
2,690.50 |
2,675.25 |
-15.25 |
-0.6% |
2,819.00 |
| Low |
2,636.00 |
2,641.25 |
5.25 |
0.2% |
2,625.50 |
| Close |
2,656.50 |
2,649.50 |
-7.00 |
-0.3% |
2,640.00 |
| Range |
54.50 |
34.00 |
-20.50 |
-37.6% |
193.50 |
| ATR |
55.79 |
54.24 |
-1.56 |
-2.8% |
0.00 |
| Volume |
181,970 |
685,685 |
503,715 |
276.8% |
175,144 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.25 |
2,737.50 |
2,668.25 |
|
| R3 |
2,723.25 |
2,703.50 |
2,658.75 |
|
| R2 |
2,689.25 |
2,689.25 |
2,655.75 |
|
| R1 |
2,669.50 |
2,669.50 |
2,652.50 |
2,662.50 |
| PP |
2,655.25 |
2,655.25 |
2,655.25 |
2,651.75 |
| S1 |
2,635.50 |
2,635.50 |
2,646.50 |
2,628.50 |
| S2 |
2,621.25 |
2,621.25 |
2,643.25 |
|
| S3 |
2,587.25 |
2,601.50 |
2,640.25 |
|
| S4 |
2,553.25 |
2,567.50 |
2,630.75 |
|
|
| 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 |
2,713.75 |
2,586.75 |
127.00 |
4.8% |
59.25 |
2.2% |
49% |
False |
False |
223,144 |
| 10 |
2,819.00 |
2,586.75 |
232.25 |
8.8% |
58.50 |
2.2% |
27% |
False |
False |
124,982 |
| 20 |
2,819.00 |
2,586.75 |
232.25 |
8.8% |
53.25 |
2.0% |
27% |
False |
False |
70,377 |
| 40 |
2,824.50 |
2,586.75 |
237.75 |
9.0% |
54.50 |
2.1% |
26% |
False |
False |
41,918 |
| 60 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
48.50 |
1.8% |
17% |
False |
False |
31,103 |
| 80 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
41.25 |
1.6% |
17% |
False |
False |
23,710 |
| 100 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
37.00 |
1.4% |
17% |
False |
False |
18,996 |
| 120 |
2,955.50 |
2,586.75 |
368.75 |
13.9% |
34.25 |
1.3% |
17% |
False |
False |
16,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,819.75 |
|
2.618 |
2,764.25 |
|
1.618 |
2,730.25 |
|
1.000 |
2,709.25 |
|
0.618 |
2,696.25 |
|
HIGH |
2,675.25 |
|
0.618 |
2,662.25 |
|
0.500 |
2,658.25 |
|
0.382 |
2,654.25 |
|
LOW |
2,641.25 |
|
0.618 |
2,620.25 |
|
1.000 |
2,607.25 |
|
1.618 |
2,586.25 |
|
2.618 |
2,552.25 |
|
4.250 |
2,496.75 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,658.25 |
2,658.00 |
| PP |
2,655.25 |
2,655.25 |
| S1 |
2,652.50 |
2,652.25 |
|