| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
10,870.5 |
10,858.0 |
-12.5 |
-0.1% |
10,654.0 |
| High |
10,896.5 |
10,908.0 |
11.5 |
0.1% |
10,975.5 |
| Low |
10,726.0 |
10,666.0 |
-60.0 |
-0.6% |
10,578.0 |
| Close |
10,843.5 |
10,775.0 |
-68.5 |
-0.6% |
10,843.5 |
| Range |
170.5 |
242.0 |
71.5 |
41.9% |
397.5 |
| ATR |
198.3 |
201.5 |
3.1 |
1.6% |
0.0 |
| Volume |
39,249 |
55,687 |
16,438 |
41.9% |
66,753 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,509.0 |
11,384.0 |
10,908.1 |
|
| R3 |
11,267.0 |
11,142.0 |
10,841.6 |
|
| R2 |
11,025.0 |
11,025.0 |
10,819.4 |
|
| R1 |
10,900.0 |
10,900.0 |
10,797.2 |
10,841.5 |
| PP |
10,783.0 |
10,783.0 |
10,783.0 |
10,753.8 |
| S1 |
10,658.0 |
10,658.0 |
10,752.8 |
10,599.5 |
| S2 |
10,541.0 |
10,541.0 |
10,730.6 |
|
| S3 |
10,299.0 |
10,416.0 |
10,708.5 |
|
| S4 |
10,057.0 |
10,174.0 |
10,641.9 |
|
|
| 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 |
10,666.0 |
309.5 |
2.9% |
171.0 |
1.6% |
35% |
False |
True |
24,253 |
| 10 |
11,426.5 |
10,578.0 |
848.5 |
7.9% |
194.3 |
1.8% |
23% |
False |
False |
12,655 |
| 20 |
11,558.0 |
10,578.0 |
980.0 |
9.1% |
162.7 |
1.5% |
20% |
False |
False |
6,549 |
| 40 |
11,652.5 |
10,578.0 |
1,074.5 |
10.0% |
171.4 |
1.6% |
18% |
False |
False |
3,347 |
| 60 |
12,436.0 |
10,578.0 |
1,858.0 |
17.2% |
168.6 |
1.6% |
11% |
False |
False |
2,329 |
| 80 |
12,542.0 |
10,578.0 |
1,964.0 |
18.2% |
149.2 |
1.4% |
10% |
False |
False |
1,787 |
| 100 |
12,790.0 |
10,578.0 |
2,212.0 |
20.5% |
126.6 |
1.2% |
9% |
False |
False |
1,432 |
| 120 |
12,840.5 |
10,578.0 |
2,262.5 |
21.0% |
108.8 |
1.0% |
9% |
False |
False |
1,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,936.5 |
|
2.618 |
11,541.6 |
|
1.618 |
11,299.6 |
|
1.000 |
11,150.0 |
|
0.618 |
11,057.6 |
|
HIGH |
10,908.0 |
|
0.618 |
10,815.6 |
|
0.500 |
10,787.0 |
|
0.382 |
10,758.4 |
|
LOW |
10,666.0 |
|
0.618 |
10,516.4 |
|
1.000 |
10,424.0 |
|
1.618 |
10,274.4 |
|
2.618 |
10,032.4 |
|
4.250 |
9,637.5 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,787.0 |
10,820.8 |
| PP |
10,783.0 |
10,805.5 |
| S1 |
10,779.0 |
10,790.3 |
|