| 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 |
10,930.5 |
10,870.5 |
-60.0 |
-0.5% |
10,654.0 |
| High |
10,975.5 |
10,896.5 |
-79.0 |
-0.7% |
10,975.5 |
| Low |
10,878.0 |
10,726.0 |
-152.0 |
-1.4% |
10,578.0 |
| Close |
10,905.0 |
10,843.5 |
-61.5 |
-0.6% |
10,843.5 |
| Range |
97.5 |
170.5 |
73.0 |
74.9% |
397.5 |
| ATR |
199.8 |
198.3 |
-1.5 |
-0.7% |
0.0 |
| Volume |
14,355 |
39,249 |
24,894 |
173.4% |
66,753 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,333.5 |
11,259.0 |
10,937.3 |
|
| R3 |
11,163.0 |
11,088.5 |
10,890.4 |
|
| R2 |
10,992.5 |
10,992.5 |
10,874.8 |
|
| R1 |
10,918.0 |
10,918.0 |
10,859.1 |
10,870.0 |
| PP |
10,822.0 |
10,822.0 |
10,822.0 |
10,798.0 |
| S1 |
10,747.5 |
10,747.5 |
10,827.9 |
10,699.5 |
| S2 |
10,651.5 |
10,651.5 |
10,812.2 |
|
| S3 |
10,481.0 |
10,577.0 |
10,796.6 |
|
| S4 |
10,310.5 |
10,406.5 |
10,749.7 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,991.5 |
11,815.0 |
11,062.1 |
|
| R3 |
11,594.0 |
11,417.5 |
10,952.8 |
|
| R2 |
11,196.5 |
11,196.5 |
10,916.4 |
|
| R1 |
11,020.0 |
11,020.0 |
10,879.9 |
11,108.3 |
| PP |
10,799.0 |
10,799.0 |
10,799.0 |
10,843.1 |
| S1 |
10,622.5 |
10,622.5 |
10,807.1 |
10,710.8 |
| S2 |
10,401.5 |
10,401.5 |
10,770.6 |
|
| S3 |
10,004.0 |
10,225.0 |
10,734.2 |
|
| S4 |
9,606.5 |
9,827.5 |
10,624.9 |
|
|
| 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 |
3.7% |
154.8 |
1.4% |
67% |
False |
False |
13,350 |
| 10 |
11,558.0 |
10,578.0 |
980.0 |
9.0% |
183.7 |
1.7% |
27% |
False |
False |
7,285 |
| 20 |
11,558.0 |
10,578.0 |
980.0 |
9.0% |
161.3 |
1.5% |
27% |
False |
False |
3,772 |
| 40 |
11,652.5 |
10,578.0 |
1,074.5 |
9.9% |
168.9 |
1.6% |
25% |
False |
False |
1,963 |
| 60 |
12,436.0 |
10,578.0 |
1,858.0 |
17.1% |
165.8 |
1.5% |
14% |
False |
False |
1,402 |
| 80 |
12,542.0 |
10,578.0 |
1,964.0 |
18.1% |
146.2 |
1.3% |
14% |
False |
False |
1,091 |
| 100 |
12,840.5 |
10,578.0 |
2,262.5 |
20.9% |
124.2 |
1.1% |
12% |
False |
False |
875 |
| 120 |
12,840.5 |
10,578.0 |
2,262.5 |
20.9% |
107.3 |
1.0% |
12% |
False |
False |
729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,621.1 |
|
2.618 |
11,342.9 |
|
1.618 |
11,172.4 |
|
1.000 |
11,067.0 |
|
0.618 |
11,001.9 |
|
HIGH |
10,896.5 |
|
0.618 |
10,831.4 |
|
0.500 |
10,811.3 |
|
0.382 |
10,791.1 |
|
LOW |
10,726.0 |
|
0.618 |
10,620.6 |
|
1.000 |
10,555.5 |
|
1.618 |
10,450.1 |
|
2.618 |
10,279.6 |
|
4.250 |
10,001.4 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,832.8 |
10,850.8 |
| PP |
10,822.0 |
10,848.3 |
| S1 |
10,811.3 |
10,845.9 |
|