Trading Metrics calculated at close of trading on 03-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
3,178.0 |
3,229.0 |
51.0 |
1.6% |
3,144.0 |
High |
3,180.0 |
3,239.0 |
59.0 |
1.9% |
3,198.0 |
Low |
3,151.0 |
3,200.0 |
49.0 |
1.6% |
3,142.0 |
Close |
3,163.0 |
3,211.0 |
48.0 |
1.5% |
3,163.0 |
Range |
29.0 |
39.0 |
10.0 |
34.5% |
56.0 |
ATR |
47.9 |
49.9 |
2.0 |
4.2% |
0.0 |
Volume |
1,198,190 |
1,256,902 |
58,712 |
4.9% |
5,051,751 |
|
Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,333.7 |
3,311.3 |
3,232.5 |
|
R3 |
3,294.7 |
3,272.3 |
3,221.7 |
|
R2 |
3,255.7 |
3,255.7 |
3,218.2 |
|
R1 |
3,233.3 |
3,233.3 |
3,214.6 |
3,225.0 |
PP |
3,216.7 |
3,216.7 |
3,216.7 |
3,212.5 |
S1 |
3,194.3 |
3,194.3 |
3,207.4 |
3,186.0 |
S2 |
3,177.7 |
3,177.7 |
3,203.9 |
|
S3 |
3,138.7 |
3,155.3 |
3,200.3 |
|
S4 |
3,099.7 |
3,116.3 |
3,189.6 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,335.7 |
3,305.3 |
3,193.8 |
|
R3 |
3,279.7 |
3,249.3 |
3,178.4 |
|
R2 |
3,223.7 |
3,223.7 |
3,173.3 |
|
R1 |
3,193.3 |
3,193.3 |
3,168.1 |
3,208.5 |
PP |
3,167.7 |
3,167.7 |
3,167.7 |
3,175.3 |
S1 |
3,137.3 |
3,137.3 |
3,157.9 |
3,152.5 |
S2 |
3,111.7 |
3,111.7 |
3,152.7 |
|
S3 |
3,055.7 |
3,081.3 |
3,147.6 |
|
S4 |
2,999.7 |
3,025.3 |
3,132.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,239.0 |
3,143.0 |
96.0 |
3.0% |
37.0 |
1.2% |
71% |
True |
False |
1,075,876 |
10 |
3,239.0 |
3,092.0 |
147.0 |
4.6% |
39.9 |
1.2% |
81% |
True |
False |
1,061,924 |
20 |
3,257.0 |
3,092.0 |
165.0 |
5.1% |
42.9 |
1.3% |
72% |
False |
False |
1,071,689 |
40 |
3,334.0 |
3,080.0 |
254.0 |
7.9% |
52.0 |
1.6% |
52% |
False |
False |
1,226,408 |
60 |
3,442.0 |
3,080.0 |
362.0 |
11.3% |
45.8 |
1.4% |
36% |
False |
False |
1,090,090 |
80 |
3,459.0 |
3,080.0 |
379.0 |
11.8% |
42.6 |
1.3% |
35% |
False |
False |
821,182 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.5% |
39.2 |
1.2% |
30% |
False |
False |
656,999 |
120 |
3,515.0 |
3,080.0 |
435.0 |
13.5% |
38.7 |
1.2% |
30% |
False |
False |
548,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,404.8 |
2.618 |
3,341.1 |
1.618 |
3,302.1 |
1.000 |
3,278.0 |
0.618 |
3,263.1 |
HIGH |
3,239.0 |
0.618 |
3,224.1 |
0.500 |
3,219.5 |
0.382 |
3,214.9 |
LOW |
3,200.0 |
0.618 |
3,175.9 |
1.000 |
3,161.0 |
1.618 |
3,136.9 |
2.618 |
3,097.9 |
4.250 |
3,034.3 |
|
|
Fisher Pivots for day following 03-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,219.5 |
3,205.7 |
PP |
3,216.7 |
3,200.3 |
S1 |
3,213.8 |
3,195.0 |
|