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 |
1,222.5 |
1,231.0 |
8.5 |
0.7% |
1,223.9 |
High |
1,234.1 |
1,241.4 |
7.3 |
0.6% |
1,228.7 |
Low |
1,221.3 |
1,230.4 |
9.1 |
0.7% |
1,210.5 |
Close |
1,233.9 |
1,241.1 |
7.2 |
0.6% |
1,220.2 |
Range |
12.8 |
11.0 |
-1.8 |
-14.1% |
18.2 |
ATR |
11.7 |
11.7 |
-0.1 |
-0.4% |
0.0 |
Volume |
751 |
474 |
-277 |
-36.9% |
879,916 |
|
Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.6 |
1,266.9 |
1,247.2 |
|
R3 |
1,259.6 |
1,255.9 |
1,244.1 |
|
R2 |
1,248.6 |
1,248.6 |
1,243.1 |
|
R1 |
1,244.9 |
1,244.9 |
1,242.1 |
1,246.8 |
PP |
1,237.6 |
1,237.6 |
1,237.6 |
1,238.6 |
S1 |
1,233.9 |
1,233.9 |
1,240.1 |
1,235.8 |
S2 |
1,226.6 |
1,226.6 |
1,239.1 |
|
S3 |
1,215.6 |
1,222.9 |
1,238.1 |
|
S4 |
1,204.6 |
1,211.9 |
1,235.1 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.4 |
1,265.5 |
1,230.2 |
|
R3 |
1,256.2 |
1,247.3 |
1,225.2 |
|
R2 |
1,238.0 |
1,238.0 |
1,223.5 |
|
R1 |
1,229.1 |
1,229.1 |
1,221.9 |
1,224.5 |
PP |
1,219.8 |
1,219.8 |
1,219.8 |
1,217.5 |
S1 |
1,210.9 |
1,210.9 |
1,218.5 |
1,206.3 |
S2 |
1,201.6 |
1,201.6 |
1,216.9 |
|
S3 |
1,183.4 |
1,192.7 |
1,215.2 |
|
S4 |
1,165.2 |
1,174.5 |
1,210.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,241.4 |
1,210.5 |
30.9 |
2.5% |
11.6 |
0.9% |
99% |
True |
False |
61,186 |
10 |
1,241.4 |
1,210.5 |
30.9 |
2.5% |
10.8 |
0.9% |
99% |
True |
False |
160,390 |
20 |
1,241.4 |
1,196.6 |
44.8 |
3.6% |
11.5 |
0.9% |
99% |
True |
False |
202,433 |
40 |
1,246.0 |
1,186.6 |
59.4 |
4.8% |
12.1 |
1.0% |
92% |
False |
False |
232,316 |
60 |
1,246.0 |
1,184.3 |
61.7 |
5.0% |
12.3 |
1.0% |
92% |
False |
False |
247,125 |
80 |
1,246.0 |
1,167.1 |
78.9 |
6.4% |
12.5 |
1.0% |
94% |
False |
False |
253,982 |
100 |
1,256.1 |
1,167.1 |
89.0 |
7.2% |
12.4 |
1.0% |
83% |
False |
False |
234,183 |
120 |
1,318.9 |
1,167.1 |
151.8 |
12.2% |
12.2 |
1.0% |
49% |
False |
False |
198,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.2 |
2.618 |
1,270.2 |
1.618 |
1,259.2 |
1.000 |
1,252.4 |
0.618 |
1,248.2 |
HIGH |
1,241.4 |
0.618 |
1,237.2 |
0.500 |
1,235.9 |
0.382 |
1,234.6 |
LOW |
1,230.4 |
0.618 |
1,223.6 |
1.000 |
1,219.4 |
1.618 |
1,212.6 |
2.618 |
1,201.6 |
4.250 |
1,183.7 |
|
|
Fisher Pivots for day following 04-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
1,239.4 |
1,237.0 |
PP |
1,237.6 |
1,232.9 |
S1 |
1,235.9 |
1,228.8 |
|