| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,261.5 |
1,261.1 |
-0.4 |
0.0% |
1,242.5 |
| High |
1,267.2 |
1,264.6 |
-2.6 |
-0.2% |
1,268.3 |
| Low |
1,258.8 |
1,259.8 |
1.0 |
0.1% |
1,239.4 |
| Close |
1,259.7 |
1,262.6 |
2.9 |
0.2% |
1,265.1 |
| Range |
8.4 |
4.8 |
-3.6 |
-42.9% |
28.9 |
| ATR |
10.2 |
9.8 |
-0.4 |
-3.7% |
0.0 |
| Volume |
2,660 |
3,150 |
490 |
18.4% |
7,866 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.7 |
1,274.5 |
1,265.2 |
|
| R3 |
1,271.9 |
1,269.7 |
1,263.9 |
|
| R2 |
1,267.1 |
1,267.1 |
1,263.5 |
|
| R1 |
1,264.9 |
1,264.9 |
1,263.0 |
1,266.0 |
| PP |
1,262.3 |
1,262.3 |
1,262.3 |
1,262.9 |
| S1 |
1,260.1 |
1,260.1 |
1,262.2 |
1,261.2 |
| S2 |
1,257.5 |
1,257.5 |
1,261.7 |
|
| S3 |
1,252.7 |
1,255.3 |
1,261.3 |
|
| S4 |
1,247.9 |
1,250.5 |
1,260.0 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.3 |
1,333.6 |
1,281.0 |
|
| R3 |
1,315.4 |
1,304.7 |
1,273.0 |
|
| R2 |
1,286.5 |
1,286.5 |
1,270.4 |
|
| R1 |
1,275.8 |
1,275.8 |
1,267.7 |
1,281.2 |
| PP |
1,257.6 |
1,257.6 |
1,257.6 |
1,260.3 |
| S1 |
1,246.9 |
1,246.9 |
1,262.5 |
1,252.3 |
| S2 |
1,228.7 |
1,228.7 |
1,259.8 |
|
| S3 |
1,199.8 |
1,218.0 |
1,257.2 |
|
| S4 |
1,170.9 |
1,189.1 |
1,249.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,269.1 |
1,252.6 |
16.5 |
1.3% |
8.5 |
0.7% |
61% |
False |
False |
2,944 |
| 10 |
1,269.1 |
1,233.9 |
35.2 |
2.8% |
8.8 |
0.7% |
82% |
False |
False |
2,027 |
| 20 |
1,269.1 |
1,217.1 |
52.0 |
4.1% |
9.4 |
0.7% |
88% |
False |
False |
2,753 |
| 40 |
1,269.1 |
1,215.0 |
54.1 |
4.3% |
9.9 |
0.8% |
88% |
False |
False |
2,384 |
| 60 |
1,269.1 |
1,201.6 |
67.5 |
5.3% |
10.5 |
0.8% |
90% |
False |
False |
1,981 |
| 80 |
1,269.1 |
1,201.6 |
67.5 |
5.3% |
10.2 |
0.8% |
90% |
False |
False |
1,641 |
| 100 |
1,269.1 |
1,184.8 |
84.3 |
6.7% |
9.5 |
0.8% |
92% |
False |
False |
1,371 |
| 120 |
1,302.9 |
1,184.8 |
118.1 |
9.4% |
9.0 |
0.7% |
66% |
False |
False |
1,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.0 |
|
2.618 |
1,277.2 |
|
1.618 |
1,272.4 |
|
1.000 |
1,269.4 |
|
0.618 |
1,267.6 |
|
HIGH |
1,264.6 |
|
0.618 |
1,262.8 |
|
0.500 |
1,262.2 |
|
0.382 |
1,261.6 |
|
LOW |
1,259.8 |
|
0.618 |
1,256.8 |
|
1.000 |
1,255.0 |
|
1.618 |
1,252.0 |
|
2.618 |
1,247.2 |
|
4.250 |
1,239.4 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,262.5 |
1,264.0 |
| PP |
1,262.3 |
1,263.5 |
| S1 |
1,262.2 |
1,263.1 |
|