| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
10,922.0 |
10,654.0 |
-268.0 |
-2.5% |
11,543.5 |
| High |
10,922.0 |
10,739.0 |
-183.0 |
-1.7% |
11,558.0 |
| Low |
10,675.5 |
10,578.0 |
-97.5 |
-0.9% |
10,675.5 |
| Close |
10,809.0 |
10,591.5 |
-217.5 |
-2.0% |
10,809.0 |
| Range |
246.5 |
161.0 |
-85.5 |
-34.7% |
882.5 |
| ATR |
204.9 |
206.7 |
1.9 |
0.9% |
0.0 |
| Volume |
1,485 |
1,173 |
-312 |
-21.0% |
6,098 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,119.2 |
11,016.3 |
10,680.1 |
|
| R3 |
10,958.2 |
10,855.3 |
10,635.8 |
|
| R2 |
10,797.2 |
10,797.2 |
10,621.0 |
|
| R1 |
10,694.3 |
10,694.3 |
10,606.3 |
10,665.3 |
| PP |
10,636.2 |
10,636.2 |
10,636.2 |
10,621.6 |
| S1 |
10,533.3 |
10,533.3 |
10,576.7 |
10,504.3 |
| S2 |
10,475.2 |
10,475.2 |
10,562.0 |
|
| S3 |
10,314.2 |
10,372.3 |
10,547.2 |
|
| S4 |
10,153.2 |
10,211.3 |
10,503.0 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,661.7 |
13,117.8 |
11,294.4 |
|
| R3 |
12,779.2 |
12,235.3 |
11,051.7 |
|
| R2 |
11,896.7 |
11,896.7 |
10,970.8 |
|
| R1 |
11,352.8 |
11,352.8 |
10,889.9 |
11,183.5 |
| PP |
11,014.2 |
11,014.2 |
11,014.2 |
10,929.5 |
| S1 |
10,470.3 |
10,470.3 |
10,728.1 |
10,301.0 |
| S2 |
10,131.7 |
10,131.7 |
10,647.2 |
|
| S3 |
9,249.2 |
9,587.8 |
10,566.3 |
|
| S4 |
8,366.7 |
8,705.3 |
10,323.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,426.5 |
10,578.0 |
848.5 |
8.0% |
217.6 |
2.1% |
2% |
False |
True |
1,057 |
| 10 |
11,558.0 |
10,578.0 |
980.0 |
9.3% |
172.8 |
1.6% |
1% |
False |
True |
855 |
| 20 |
11,558.0 |
10,578.0 |
980.0 |
9.3% |
172.5 |
1.6% |
1% |
False |
True |
538 |
| 40 |
11,814.5 |
10,578.0 |
1,236.5 |
11.7% |
171.1 |
1.6% |
1% |
False |
True |
373 |
| 60 |
12,436.0 |
10,578.0 |
1,858.0 |
17.5% |
161.7 |
1.5% |
1% |
False |
True |
318 |
| 80 |
12,542.0 |
10,578.0 |
1,964.0 |
18.5% |
139.6 |
1.3% |
1% |
False |
True |
271 |
| 100 |
12,840.5 |
10,578.0 |
2,262.5 |
21.4% |
119.2 |
1.1% |
1% |
False |
True |
219 |
| 120 |
12,840.5 |
10,578.0 |
2,262.5 |
21.4% |
104.0 |
1.0% |
1% |
False |
True |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,423.3 |
|
2.618 |
11,160.5 |
|
1.618 |
10,999.5 |
|
1.000 |
10,900.0 |
|
0.618 |
10,838.5 |
|
HIGH |
10,739.0 |
|
0.618 |
10,677.5 |
|
0.500 |
10,658.5 |
|
0.382 |
10,639.5 |
|
LOW |
10,578.0 |
|
0.618 |
10,478.5 |
|
1.000 |
10,417.0 |
|
1.618 |
10,317.5 |
|
2.618 |
10,156.5 |
|
4.250 |
9,893.8 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,658.5 |
10,827.8 |
| PP |
10,636.2 |
10,749.0 |
| S1 |
10,613.8 |
10,670.3 |
|