| 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 |
10,881.5 |
10,930.5 |
49.0 |
0.5% |
11,543.5 |
| High |
10,961.5 |
10,975.5 |
14.0 |
0.1% |
11,558.0 |
| Low |
10,808.0 |
10,878.0 |
70.0 |
0.6% |
10,675.5 |
| Close |
10,940.5 |
10,905.0 |
-35.5 |
-0.3% |
10,809.0 |
| Range |
153.5 |
97.5 |
-56.0 |
-36.5% |
882.5 |
| ATR |
207.7 |
199.8 |
-7.9 |
-3.8% |
0.0 |
| Volume |
10,502 |
14,355 |
3,853 |
36.7% |
6,098 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,212.0 |
11,156.0 |
10,958.6 |
|
| R3 |
11,114.5 |
11,058.5 |
10,931.8 |
|
| R2 |
11,017.0 |
11,017.0 |
10,922.9 |
|
| R1 |
10,961.0 |
10,961.0 |
10,913.9 |
10,940.3 |
| PP |
10,919.5 |
10,919.5 |
10,919.5 |
10,909.1 |
| S1 |
10,863.5 |
10,863.5 |
10,896.1 |
10,842.8 |
| S2 |
10,822.0 |
10,822.0 |
10,887.1 |
|
| S3 |
10,724.5 |
10,766.0 |
10,878.2 |
|
| S4 |
10,627.0 |
10,668.5 |
10,851.4 |
|
|
| 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 |
10,975.5 |
10,578.0 |
397.5 |
3.6% |
170.0 |
1.6% |
82% |
True |
False |
5,797 |
| 10 |
11,558.0 |
10,578.0 |
980.0 |
9.0% |
177.5 |
1.6% |
33% |
False |
False |
3,437 |
| 20 |
11,558.0 |
10,578.0 |
980.0 |
9.0% |
163.4 |
1.5% |
33% |
False |
False |
1,830 |
| 40 |
11,652.5 |
10,578.0 |
1,074.5 |
9.9% |
167.3 |
1.5% |
30% |
False |
False |
984 |
| 60 |
12,436.0 |
10,578.0 |
1,858.0 |
17.0% |
165.5 |
1.5% |
18% |
False |
False |
751 |
| 80 |
12,542.0 |
10,578.0 |
1,964.0 |
18.0% |
144.0 |
1.3% |
17% |
False |
False |
600 |
| 100 |
12,840.5 |
10,578.0 |
2,262.5 |
20.7% |
123.7 |
1.1% |
14% |
False |
False |
482 |
| 120 |
12,840.5 |
10,578.0 |
2,262.5 |
20.7% |
106.9 |
1.0% |
14% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,389.9 |
|
2.618 |
11,230.8 |
|
1.618 |
11,133.3 |
|
1.000 |
11,073.0 |
|
0.618 |
11,035.8 |
|
HIGH |
10,975.5 |
|
0.618 |
10,938.3 |
|
0.500 |
10,926.8 |
|
0.382 |
10,915.2 |
|
LOW |
10,878.0 |
|
0.618 |
10,817.7 |
|
1.000 |
10,780.5 |
|
1.618 |
10,720.2 |
|
2.618 |
10,622.7 |
|
4.250 |
10,463.6 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,926.8 |
10,879.0 |
| PP |
10,919.5 |
10,853.0 |
| S1 |
10,912.3 |
10,827.0 |
|