| 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 |
10,654.0 |
10,693.0 |
39.0 |
0.4% |
11,543.5 |
| High |
10,739.0 |
10,870.0 |
131.0 |
1.2% |
11,558.0 |
| Low |
10,578.0 |
10,678.5 |
100.5 |
1.0% |
10,675.5 |
| Close |
10,591.5 |
10,814.5 |
223.0 |
2.1% |
10,809.0 |
| Range |
161.0 |
191.5 |
30.5 |
18.9% |
882.5 |
| ATR |
206.7 |
211.9 |
5.1 |
2.5% |
0.0 |
| Volume |
1,173 |
1,474 |
301 |
25.7% |
6,098 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,362.2 |
11,279.8 |
10,919.8 |
|
| R3 |
11,170.7 |
11,088.3 |
10,867.2 |
|
| R2 |
10,979.2 |
10,979.2 |
10,849.6 |
|
| R1 |
10,896.8 |
10,896.8 |
10,832.1 |
10,938.0 |
| PP |
10,787.7 |
10,787.7 |
10,787.7 |
10,808.3 |
| S1 |
10,705.3 |
10,705.3 |
10,796.9 |
10,746.5 |
| S2 |
10,596.2 |
10,596.2 |
10,779.4 |
|
| S3 |
10,404.7 |
10,513.8 |
10,761.8 |
|
| S4 |
10,213.2 |
10,322.3 |
10,709.2 |
|
|
| 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 |
11,245.0 |
10,578.0 |
667.0 |
6.2% |
200.9 |
1.9% |
35% |
False |
False |
1,297 |
| 10 |
11,558.0 |
10,578.0 |
980.0 |
9.1% |
176.3 |
1.6% |
24% |
False |
False |
985 |
| 20 |
11,558.0 |
10,578.0 |
980.0 |
9.1% |
174.2 |
1.6% |
24% |
False |
False |
607 |
| 40 |
11,814.5 |
10,578.0 |
1,236.5 |
11.4% |
171.6 |
1.6% |
19% |
False |
False |
370 |
| 60 |
12,436.0 |
10,578.0 |
1,858.0 |
17.2% |
164.0 |
1.5% |
13% |
False |
False |
340 |
| 80 |
12,542.0 |
10,578.0 |
1,964.0 |
18.2% |
141.8 |
1.3% |
12% |
False |
False |
290 |
| 100 |
12,840.5 |
10,578.0 |
2,262.5 |
20.9% |
121.1 |
1.1% |
10% |
False |
False |
234 |
| 120 |
12,840.5 |
10,578.0 |
2,262.5 |
20.9% |
105.6 |
1.0% |
10% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,683.9 |
|
2.618 |
11,371.3 |
|
1.618 |
11,179.8 |
|
1.000 |
11,061.5 |
|
0.618 |
10,988.3 |
|
HIGH |
10,870.0 |
|
0.618 |
10,796.8 |
|
0.500 |
10,774.3 |
|
0.382 |
10,751.7 |
|
LOW |
10,678.5 |
|
0.618 |
10,560.2 |
|
1.000 |
10,487.0 |
|
1.618 |
10,368.7 |
|
2.618 |
10,177.2 |
|
4.250 |
9,864.6 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,801.1 |
10,793.0 |
| PP |
10,787.7 |
10,771.5 |
| S1 |
10,774.3 |
10,750.0 |
|