| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
10,727.0 |
10,727.0 |
0.0 |
0.0% |
10,654.0 |
| High |
10,835.5 |
10,824.0 |
-11.5 |
-0.1% |
10,975.5 |
| Low |
10,680.0 |
10,594.0 |
-86.0 |
-0.8% |
10,578.0 |
| Close |
10,749.0 |
10,774.0 |
25.0 |
0.2% |
10,843.5 |
| Range |
155.5 |
230.0 |
74.5 |
47.9% |
397.5 |
| ATR |
198.2 |
200.4 |
2.3 |
1.1% |
0.0 |
| Volume |
51,331 |
82,549 |
31,218 |
60.8% |
66,753 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,420.7 |
11,327.3 |
10,900.5 |
|
| R3 |
11,190.7 |
11,097.3 |
10,837.3 |
|
| R2 |
10,960.7 |
10,960.7 |
10,816.2 |
|
| R1 |
10,867.3 |
10,867.3 |
10,795.1 |
10,914.0 |
| PP |
10,730.7 |
10,730.7 |
10,730.7 |
10,754.0 |
| S1 |
10,637.3 |
10,637.3 |
10,752.9 |
10,684.0 |
| S2 |
10,500.7 |
10,500.7 |
10,731.8 |
|
| S3 |
10,270.7 |
10,407.3 |
10,710.8 |
|
| S4 |
10,040.7 |
10,177.3 |
10,647.5 |
|
|
| 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 |
10,594.0 |
381.5 |
3.5% |
179.1 |
1.7% |
47% |
False |
True |
48,634 |
| 10 |
11,077.5 |
10,578.0 |
499.5 |
4.6% |
197.6 |
1.8% |
39% |
False |
False |
25,878 |
| 20 |
11,558.0 |
10,578.0 |
980.0 |
9.1% |
166.8 |
1.5% |
20% |
False |
False |
13,235 |
| 40 |
11,652.5 |
10,578.0 |
1,074.5 |
10.0% |
169.9 |
1.6% |
18% |
False |
False |
6,689 |
| 60 |
12,436.0 |
10,578.0 |
1,858.0 |
17.2% |
173.7 |
1.6% |
11% |
False |
False |
4,554 |
| 80 |
12,542.0 |
10,578.0 |
1,964.0 |
18.2% |
152.5 |
1.4% |
10% |
False |
False |
3,460 |
| 100 |
12,712.5 |
10,578.0 |
2,134.5 |
19.8% |
130.4 |
1.2% |
9% |
False |
False |
2,770 |
| 120 |
12,840.5 |
10,578.0 |
2,262.5 |
21.0% |
112.1 |
1.0% |
9% |
False |
False |
2,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,801.5 |
|
2.618 |
11,426.1 |
|
1.618 |
11,196.1 |
|
1.000 |
11,054.0 |
|
0.618 |
10,966.1 |
|
HIGH |
10,824.0 |
|
0.618 |
10,736.1 |
|
0.500 |
10,709.0 |
|
0.382 |
10,681.9 |
|
LOW |
10,594.0 |
|
0.618 |
10,451.9 |
|
1.000 |
10,364.0 |
|
1.618 |
10,221.9 |
|
2.618 |
9,991.9 |
|
4.250 |
9,616.5 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,752.3 |
10,766.3 |
| PP |
10,730.7 |
10,758.7 |
| S1 |
10,709.0 |
10,751.0 |
|