| 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 |
2,657.25 |
2,650.00 |
-7.25 |
-0.3% |
2,629.00 |
| High |
2,675.25 |
2,652.75 |
-22.50 |
-0.8% |
2,690.50 |
| Low |
2,641.25 |
2,597.25 |
-44.00 |
-1.7% |
2,586.75 |
| Close |
2,649.50 |
2,605.50 |
-44.00 |
-1.7% |
2,605.50 |
| Range |
34.00 |
55.50 |
21.50 |
63.2% |
103.75 |
| ATR |
54.24 |
54.33 |
0.09 |
0.2% |
0.00 |
| Volume |
685,685 |
1,989,620 |
1,303,935 |
190.2% |
3,044,278 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,785.00 |
2,750.75 |
2,636.00 |
|
| R3 |
2,729.50 |
2,695.25 |
2,620.75 |
|
| R2 |
2,674.00 |
2,674.00 |
2,615.75 |
|
| R1 |
2,639.75 |
2,639.75 |
2,610.50 |
2,629.00 |
| PP |
2,618.50 |
2,618.50 |
2,618.50 |
2,613.25 |
| S1 |
2,584.25 |
2,584.25 |
2,600.50 |
2,573.50 |
| S2 |
2,563.00 |
2,563.00 |
2,595.25 |
|
| S3 |
2,507.50 |
2,528.75 |
2,590.25 |
|
| S4 |
2,452.00 |
2,473.25 |
2,575.00 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.75 |
2,876.00 |
2,662.50 |
|
| R3 |
2,835.00 |
2,772.25 |
2,634.00 |
|
| R2 |
2,731.25 |
2,731.25 |
2,624.50 |
|
| R1 |
2,668.50 |
2,668.50 |
2,615.00 |
2,648.00 |
| PP |
2,627.50 |
2,627.50 |
2,627.50 |
2,617.50 |
| S1 |
2,564.75 |
2,564.75 |
2,596.00 |
2,544.25 |
| S2 |
2,523.75 |
2,523.75 |
2,586.50 |
|
| S3 |
2,420.00 |
2,461.00 |
2,577.00 |
|
| S4 |
2,316.25 |
2,357.25 |
2,548.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,690.50 |
2,586.75 |
103.75 |
4.0% |
53.25 |
2.0% |
18% |
False |
False |
608,855 |
| 10 |
2,819.00 |
2,586.75 |
232.25 |
8.9% |
60.50 |
2.3% |
8% |
False |
False |
321,942 |
| 20 |
2,819.00 |
2,586.75 |
232.25 |
8.9% |
52.75 |
2.0% |
8% |
False |
False |
168,795 |
| 40 |
2,824.50 |
2,586.75 |
237.75 |
9.1% |
54.50 |
2.1% |
8% |
False |
False |
91,321 |
| 60 |
2,955.50 |
2,586.75 |
368.75 |
14.2% |
49.00 |
1.9% |
5% |
False |
False |
64,116 |
| 80 |
2,955.50 |
2,586.75 |
368.75 |
14.2% |
41.50 |
1.6% |
5% |
False |
False |
48,567 |
| 100 |
2,955.50 |
2,586.75 |
368.75 |
14.2% |
37.25 |
1.4% |
5% |
False |
False |
38,892 |
| 120 |
2,955.50 |
2,586.75 |
368.75 |
14.2% |
34.75 |
1.3% |
5% |
False |
False |
32,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.50 |
|
2.618 |
2,798.00 |
|
1.618 |
2,742.50 |
|
1.000 |
2,708.25 |
|
0.618 |
2,687.00 |
|
HIGH |
2,652.75 |
|
0.618 |
2,631.50 |
|
0.500 |
2,625.00 |
|
0.382 |
2,618.50 |
|
LOW |
2,597.25 |
|
0.618 |
2,563.00 |
|
1.000 |
2,541.75 |
|
1.618 |
2,507.50 |
|
2.618 |
2,452.00 |
|
4.250 |
2,361.50 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,625.00 |
2,644.00 |
| PP |
2,618.50 |
2,631.00 |
| S1 |
2,612.00 |
2,618.25 |
|