| 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 |
10,693.0 |
10,881.5 |
188.5 |
1.8% |
11,543.5 |
| High |
10,870.0 |
10,961.5 |
91.5 |
0.8% |
11,558.0 |
| Low |
10,678.5 |
10,808.0 |
129.5 |
1.2% |
10,675.5 |
| Close |
10,814.5 |
10,940.5 |
126.0 |
1.2% |
10,809.0 |
| Range |
191.5 |
153.5 |
-38.0 |
-19.8% |
882.5 |
| ATR |
211.9 |
207.7 |
-4.2 |
-2.0% |
0.0 |
| Volume |
1,474 |
10,502 |
9,028 |
612.5% |
6,098 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,363.8 |
11,305.7 |
11,024.9 |
|
| R3 |
11,210.3 |
11,152.2 |
10,982.7 |
|
| R2 |
11,056.8 |
11,056.8 |
10,968.6 |
|
| R1 |
10,998.7 |
10,998.7 |
10,954.6 |
11,027.8 |
| PP |
10,903.3 |
10,903.3 |
10,903.3 |
10,917.9 |
| S1 |
10,845.2 |
10,845.2 |
10,926.4 |
10,874.3 |
| S2 |
10,749.8 |
10,749.8 |
10,912.4 |
|
| S3 |
10,596.3 |
10,691.7 |
10,898.3 |
|
| S4 |
10,442.8 |
10,538.2 |
10,856.1 |
|
|
| 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 |
11,077.5 |
10,578.0 |
499.5 |
4.6% |
216.0 |
2.0% |
73% |
False |
False |
3,122 |
| 10 |
11,558.0 |
10,578.0 |
980.0 |
9.0% |
178.4 |
1.6% |
37% |
False |
False |
2,013 |
| 20 |
11,558.0 |
10,578.0 |
980.0 |
9.0% |
170.2 |
1.6% |
37% |
False |
False |
1,125 |
| 40 |
11,760.5 |
10,578.0 |
1,182.5 |
10.8% |
171.8 |
1.6% |
31% |
False |
False |
627 |
| 60 |
12,436.0 |
10,578.0 |
1,858.0 |
17.0% |
164.8 |
1.5% |
20% |
False |
False |
514 |
| 80 |
12,542.0 |
10,578.0 |
1,964.0 |
18.0% |
143.3 |
1.3% |
18% |
False |
False |
421 |
| 100 |
12,840.5 |
10,578.0 |
2,262.5 |
20.7% |
122.7 |
1.1% |
16% |
False |
False |
339 |
| 120 |
12,840.5 |
10,578.0 |
2,262.5 |
20.7% |
106.9 |
1.0% |
16% |
False |
False |
285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,613.9 |
|
2.618 |
11,363.4 |
|
1.618 |
11,209.9 |
|
1.000 |
11,115.0 |
|
0.618 |
11,056.4 |
|
HIGH |
10,961.5 |
|
0.618 |
10,902.9 |
|
0.500 |
10,884.8 |
|
0.382 |
10,866.6 |
|
LOW |
10,808.0 |
|
0.618 |
10,713.1 |
|
1.000 |
10,654.5 |
|
1.618 |
10,559.6 |
|
2.618 |
10,406.1 |
|
4.250 |
10,155.6 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,921.9 |
10,883.6 |
| PP |
10,903.3 |
10,826.7 |
| S1 |
10,884.8 |
10,769.8 |
|