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 |
3,202.0 |
3,153.0 |
-49.0 |
-1.5% |
3,144.0 |
High |
3,206.0 |
3,166.0 |
-40.0 |
-1.2% |
3,198.0 |
Low |
3,132.0 |
3,139.0 |
7.0 |
0.2% |
3,142.0 |
Close |
3,184.0 |
3,145.0 |
-39.0 |
-1.2% |
3,163.0 |
Range |
74.0 |
27.0 |
-47.0 |
-63.5% |
56.0 |
ATR |
51.9 |
51.5 |
-0.5 |
-1.0% |
0.0 |
Volume |
785,495 |
2,183,988 |
1,398,493 |
178.0% |
5,051,751 |
|
Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,231.0 |
3,215.0 |
3,159.9 |
|
R3 |
3,204.0 |
3,188.0 |
3,152.4 |
|
R2 |
3,177.0 |
3,177.0 |
3,150.0 |
|
R1 |
3,161.0 |
3,161.0 |
3,147.5 |
3,155.5 |
PP |
3,150.0 |
3,150.0 |
3,150.0 |
3,147.3 |
S1 |
3,134.0 |
3,134.0 |
3,142.5 |
3,128.5 |
S2 |
3,123.0 |
3,123.0 |
3,140.1 |
|
S3 |
3,096.0 |
3,107.0 |
3,137.6 |
|
S4 |
3,069.0 |
3,080.0 |
3,130.2 |
|
|
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% |
40.2 |
1.3% |
12% |
False |
False |
1,282,241 |
10 |
3,239.0 |
3,105.0 |
134.0 |
4.3% |
38.6 |
1.2% |
30% |
False |
False |
1,092,946 |
20 |
3,257.0 |
3,092.0 |
165.0 |
5.2% |
45.0 |
1.4% |
32% |
False |
False |
1,130,387 |
40 |
3,313.0 |
3,080.0 |
233.0 |
7.4% |
51.9 |
1.7% |
28% |
False |
False |
1,237,556 |
60 |
3,442.0 |
3,080.0 |
362.0 |
11.5% |
46.4 |
1.5% |
18% |
False |
False |
1,135,583 |
80 |
3,444.0 |
3,080.0 |
364.0 |
11.6% |
42.9 |
1.4% |
18% |
False |
False |
858,164 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.8% |
39.9 |
1.3% |
15% |
False |
False |
686,687 |
120 |
3,515.0 |
3,080.0 |
435.0 |
13.8% |
38.9 |
1.2% |
15% |
False |
False |
572,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,280.8 |
2.618 |
3,236.7 |
1.618 |
3,209.7 |
1.000 |
3,193.0 |
0.618 |
3,182.7 |
HIGH |
3,166.0 |
0.618 |
3,155.7 |
0.500 |
3,152.5 |
0.382 |
3,149.3 |
LOW |
3,139.0 |
0.618 |
3,122.3 |
1.000 |
3,112.0 |
1.618 |
3,095.3 |
2.618 |
3,068.3 |
4.250 |
3,024.3 |
|
|
Fisher Pivots for day following 05-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,152.5 |
3,185.5 |
PP |
3,150.0 |
3,172.0 |
S1 |
3,147.5 |
3,158.5 |
|