| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
10,858.0 |
10,727.0 |
-131.0 |
-1.2% |
10,654.0 |
| High |
10,908.0 |
10,835.5 |
-72.5 |
-0.7% |
10,975.5 |
| Low |
10,666.0 |
10,680.0 |
14.0 |
0.1% |
10,578.0 |
| Close |
10,775.0 |
10,749.0 |
-26.0 |
-0.2% |
10,843.5 |
| Range |
242.0 |
155.5 |
-86.5 |
-35.7% |
397.5 |
| ATR |
201.5 |
198.2 |
-3.3 |
-1.6% |
0.0 |
| Volume |
55,687 |
51,331 |
-4,356 |
-7.8% |
66,753 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,221.3 |
11,140.7 |
10,834.5 |
|
| R3 |
11,065.8 |
10,985.2 |
10,791.8 |
|
| R2 |
10,910.3 |
10,910.3 |
10,777.5 |
|
| R1 |
10,829.7 |
10,829.7 |
10,763.3 |
10,870.0 |
| PP |
10,754.8 |
10,754.8 |
10,754.8 |
10,775.0 |
| S1 |
10,674.2 |
10,674.2 |
10,734.7 |
10,714.5 |
| S2 |
10,599.3 |
10,599.3 |
10,720.5 |
|
| S3 |
10,443.8 |
10,518.7 |
10,706.2 |
|
| S4 |
10,288.3 |
10,363.2 |
10,663.5 |
|
|
| 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% |
163.8 |
1.5% |
27% |
False |
False |
34,224 |
| 10 |
11,245.0 |
10,578.0 |
667.0 |
6.2% |
182.4 |
1.7% |
26% |
False |
False |
17,760 |
| 20 |
11,558.0 |
10,578.0 |
980.0 |
9.1% |
161.7 |
1.5% |
17% |
False |
False |
9,112 |
| 40 |
11,652.5 |
10,578.0 |
1,074.5 |
10.0% |
171.0 |
1.6% |
16% |
False |
False |
4,627 |
| 60 |
12,436.0 |
10,578.0 |
1,858.0 |
17.3% |
170.5 |
1.6% |
9% |
False |
False |
3,183 |
| 80 |
12,542.0 |
10,578.0 |
1,964.0 |
18.3% |
150.0 |
1.4% |
9% |
False |
False |
2,428 |
| 100 |
12,790.0 |
10,578.0 |
2,212.0 |
20.6% |
128.1 |
1.2% |
8% |
False |
False |
1,945 |
| 120 |
12,840.5 |
10,578.0 |
2,262.5 |
21.0% |
110.1 |
1.0% |
8% |
False |
False |
1,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,496.4 |
|
2.618 |
11,242.6 |
|
1.618 |
11,087.1 |
|
1.000 |
10,991.0 |
|
0.618 |
10,931.6 |
|
HIGH |
10,835.5 |
|
0.618 |
10,776.1 |
|
0.500 |
10,757.8 |
|
0.382 |
10,739.4 |
|
LOW |
10,680.0 |
|
0.618 |
10,583.9 |
|
1.000 |
10,524.5 |
|
1.618 |
10,428.4 |
|
2.618 |
10,272.9 |
|
4.250 |
10,019.1 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,757.8 |
10,787.0 |
| PP |
10,754.8 |
10,774.3 |
| S1 |
10,751.9 |
10,761.7 |
|