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 |
3,229.0 |
3,202.0 |
-27.0 |
-0.8% |
3,144.0 |
High |
3,239.0 |
3,206.0 |
-33.0 |
-1.0% |
3,198.0 |
Low |
3,200.0 |
3,132.0 |
-68.0 |
-2.1% |
3,142.0 |
Close |
3,211.0 |
3,184.0 |
-27.0 |
-0.8% |
3,163.0 |
Range |
39.0 |
74.0 |
35.0 |
89.7% |
56.0 |
ATR |
49.9 |
51.9 |
2.1 |
4.2% |
0.0 |
Volume |
1,256,902 |
785,495 |
-471,407 |
-37.5% |
5,051,751 |
|
Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,396.0 |
3,364.0 |
3,224.7 |
|
R3 |
3,322.0 |
3,290.0 |
3,204.4 |
|
R2 |
3,248.0 |
3,248.0 |
3,197.6 |
|
R1 |
3,216.0 |
3,216.0 |
3,190.8 |
3,195.0 |
PP |
3,174.0 |
3,174.0 |
3,174.0 |
3,163.5 |
S1 |
3,142.0 |
3,142.0 |
3,177.2 |
3,121.0 |
S2 |
3,100.0 |
3,100.0 |
3,170.4 |
|
S3 |
3,026.0 |
3,068.0 |
3,163.7 |
|
S4 |
2,952.0 |
2,994.0 |
3,143.3 |
|
|
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 |
3,132.0 |
107.0 |
3.4% |
42.8 |
1.3% |
49% |
False |
True |
1,050,756 |
10 |
3,239.0 |
3,092.0 |
147.0 |
4.6% |
41.2 |
1.3% |
63% |
False |
False |
986,613 |
20 |
3,257.0 |
3,092.0 |
165.0 |
5.2% |
45.4 |
1.4% |
56% |
False |
False |
1,070,506 |
40 |
3,321.0 |
3,080.0 |
241.0 |
7.6% |
52.6 |
1.7% |
43% |
False |
False |
1,217,258 |
60 |
3,442.0 |
3,080.0 |
362.0 |
11.4% |
46.5 |
1.5% |
29% |
False |
False |
1,102,001 |
80 |
3,444.0 |
3,080.0 |
364.0 |
11.4% |
42.8 |
1.3% |
29% |
False |
False |
830,998 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.7% |
39.8 |
1.2% |
24% |
False |
False |
664,849 |
120 |
3,515.0 |
3,080.0 |
435.0 |
13.7% |
39.1 |
1.2% |
24% |
False |
False |
554,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,520.5 |
2.618 |
3,399.7 |
1.618 |
3,325.7 |
1.000 |
3,280.0 |
0.618 |
3,251.7 |
HIGH |
3,206.0 |
0.618 |
3,177.7 |
0.500 |
3,169.0 |
0.382 |
3,160.3 |
LOW |
3,132.0 |
0.618 |
3,086.3 |
1.000 |
3,058.0 |
1.618 |
3,012.3 |
2.618 |
2,938.3 |
4.250 |
2,817.5 |
|
|
Fisher Pivots for day following 04-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,179.0 |
3,185.5 |
PP |
3,174.0 |
3,185.0 |
S1 |
3,169.0 |
3,184.5 |
|