Trading Metrics calculated at close of trading on 04-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
4,307.08 |
4,034.48 |
-272.60 |
-6.3% |
4,323.22 |
High |
4,330.73 |
4,040.76 |
-289.97 |
-6.7% |
4,460.97 |
Low |
3,840.76 |
3,896.38 |
55.62 |
1.4% |
3,563.01 |
Close |
3,903.31 |
3,935.64 |
32.33 |
0.8% |
4,003.46 |
Range |
489.97 |
144.38 |
-345.59 |
-70.5% |
897.96 |
ATR |
366.72 |
350.84 |
-15.88 |
-4.3% |
0.00 |
Volume |
104,220 |
88,232 |
-15,988 |
-15.3% |
740,747 |
|
Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,390.73 |
4,307.57 |
4,015.05 |
|
R3 |
4,246.35 |
4,163.19 |
3,975.34 |
|
R2 |
4,101.97 |
4,101.97 |
3,962.11 |
|
R1 |
4,018.81 |
4,018.81 |
3,948.87 |
3,988.20 |
PP |
3,957.59 |
3,957.59 |
3,957.59 |
3,942.29 |
S1 |
3,874.43 |
3,874.43 |
3,922.41 |
3,843.82 |
S2 |
3,813.21 |
3,813.21 |
3,909.17 |
|
S3 |
3,668.83 |
3,730.05 |
3,895.94 |
|
S4 |
3,524.45 |
3,585.67 |
3,856.23 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,703.03 |
6,251.20 |
4,497.34 |
|
R3 |
5,805.07 |
5,353.24 |
4,250.40 |
|
R2 |
4,907.11 |
4,907.11 |
4,168.09 |
|
R1 |
4,455.28 |
4,455.28 |
4,085.77 |
4,232.22 |
PP |
4,009.15 |
4,009.15 |
4,009.15 |
3,897.61 |
S1 |
3,557.32 |
3,557.32 |
3,921.15 |
3,334.26 |
S2 |
3,111.19 |
3,111.19 |
3,838.83 |
|
S3 |
2,213.23 |
2,659.36 |
3,756.52 |
|
S4 |
1,315.27 |
1,761.40 |
3,509.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,440.97 |
3,800.76 |
640.21 |
16.3% |
377.09 |
9.6% |
21% |
False |
False |
121,003 |
10 |
4,976.90 |
3,563.01 |
1,413.89 |
35.9% |
449.77 |
11.4% |
26% |
False |
False |
148,385 |
20 |
6,568.87 |
3,563.01 |
3,005.86 |
76.4% |
378.47 |
9.6% |
12% |
False |
False |
111,151 |
40 |
6,980.29 |
3,563.01 |
3,417.28 |
86.8% |
278.37 |
7.1% |
11% |
False |
False |
78,815 |
60 |
6,980.29 |
3,563.01 |
3,417.28 |
86.8% |
257.50 |
6.5% |
11% |
False |
False |
69,981 |
80 |
7,405.24 |
3,563.01 |
3,842.23 |
97.6% |
278.46 |
7.1% |
10% |
False |
False |
70,446 |
100 |
8,485.03 |
3,563.01 |
4,922.02 |
125.1% |
311.70 |
7.9% |
8% |
False |
False |
72,080 |
120 |
8,485.03 |
3,563.01 |
4,922.02 |
125.1% |
308.88 |
7.8% |
8% |
False |
False |
69,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,654.38 |
2.618 |
4,418.75 |
1.618 |
4,274.37 |
1.000 |
4,185.14 |
0.618 |
4,129.99 |
HIGH |
4,040.76 |
0.618 |
3,985.61 |
0.500 |
3,968.57 |
0.382 |
3,951.53 |
LOW |
3,896.38 |
0.618 |
3,807.15 |
1.000 |
3,752.00 |
1.618 |
3,662.77 |
2.618 |
3,518.39 |
4.250 |
3,282.77 |
|
|
Fisher Pivots for day following 04-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,968.57 |
4,085.75 |
PP |
3,957.59 |
4,035.71 |
S1 |
3,946.62 |
3,985.68 |
|