Trading Metrics calculated at close of trading on 05-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
4,034.48 |
3,920.82 |
-113.66 |
-2.8% |
4,323.22 |
High |
4,040.76 |
3,934.54 |
-106.22 |
-2.6% |
4,460.97 |
Low |
3,896.38 |
3,717.39 |
-178.99 |
-4.6% |
3,563.01 |
Close |
3,935.64 |
3,776.68 |
-158.96 |
-4.0% |
4,003.46 |
Range |
144.38 |
217.15 |
72.77 |
50.4% |
897.96 |
ATR |
350.84 |
341.37 |
-9.47 |
-2.7% |
0.00 |
Volume |
88,232 |
99,917 |
11,685 |
13.2% |
740,747 |
|
Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,460.99 |
4,335.98 |
3,896.11 |
|
R3 |
4,243.84 |
4,118.83 |
3,836.40 |
|
R2 |
4,026.69 |
4,026.69 |
3,816.49 |
|
R1 |
3,901.68 |
3,901.68 |
3,796.59 |
3,855.61 |
PP |
3,809.54 |
3,809.54 |
3,809.54 |
3,786.50 |
S1 |
3,684.53 |
3,684.53 |
3,756.77 |
3,638.46 |
S2 |
3,592.39 |
3,592.39 |
3,736.87 |
|
S3 |
3,375.24 |
3,467.38 |
3,716.96 |
|
S4 |
3,158.09 |
3,250.23 |
3,657.25 |
|
|
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 |
3,717.39 |
723.58 |
19.2% |
300.94 |
8.0% |
8% |
False |
True |
108,137 |
10 |
4,704.40 |
3,563.01 |
1,141.39 |
30.2% |
395.07 |
10.5% |
19% |
False |
False |
128,458 |
20 |
6,568.87 |
3,563.01 |
3,005.86 |
79.6% |
386.05 |
10.2% |
7% |
False |
False |
114,531 |
40 |
6,980.29 |
3,563.01 |
3,417.28 |
90.5% |
281.90 |
7.5% |
6% |
False |
False |
80,541 |
60 |
6,980.29 |
3,563.01 |
3,417.28 |
90.5% |
257.86 |
6.8% |
6% |
False |
False |
70,770 |
80 |
7,405.24 |
3,563.01 |
3,842.23 |
101.7% |
274.64 |
7.3% |
6% |
False |
False |
70,789 |
100 |
8,485.03 |
3,563.01 |
4,922.02 |
130.3% |
308.64 |
8.2% |
4% |
False |
False |
72,434 |
120 |
8,485.03 |
3,563.01 |
4,922.02 |
130.3% |
308.78 |
8.2% |
4% |
False |
False |
69,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,857.43 |
2.618 |
4,503.04 |
1.618 |
4,285.89 |
1.000 |
4,151.69 |
0.618 |
4,068.74 |
HIGH |
3,934.54 |
0.618 |
3,851.59 |
0.500 |
3,825.97 |
0.382 |
3,800.34 |
LOW |
3,717.39 |
0.618 |
3,583.19 |
1.000 |
3,500.24 |
1.618 |
3,366.04 |
2.618 |
3,148.89 |
4.250 |
2,794.50 |
|
|
Fisher Pivots for day following 05-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,825.97 |
4,024.06 |
PP |
3,809.54 |
3,941.60 |
S1 |
3,793.11 |
3,859.14 |
|