| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,105.0 |
3,079.0 |
-26.0 |
-0.8% |
3,229.0 |
| High |
3,120.0 |
3,093.0 |
-27.0 |
-0.9% |
3,239.0 |
| Low |
3,027.0 |
3,028.0 |
1.0 |
0.0% |
3,027.0 |
| Close |
3,029.0 |
3,061.0 |
32.0 |
1.1% |
3,061.0 |
| Range |
93.0 |
65.0 |
-28.0 |
-30.1% |
212.0 |
| ATR |
56.2 |
56.8 |
0.6 |
1.1% |
0.0 |
| Volume |
1,469,053 |
1,463,832 |
-5,221 |
-0.4% |
7,159,270 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,255.7 |
3,223.3 |
3,096.8 |
|
| R3 |
3,190.7 |
3,158.3 |
3,078.9 |
|
| R2 |
3,125.7 |
3,125.7 |
3,072.9 |
|
| R1 |
3,093.3 |
3,093.3 |
3,067.0 |
3,077.0 |
| PP |
3,060.7 |
3,060.7 |
3,060.7 |
3,052.5 |
| S1 |
3,028.3 |
3,028.3 |
3,055.0 |
3,012.0 |
| S2 |
2,995.7 |
2,995.7 |
3,049.1 |
|
| S3 |
2,930.7 |
2,963.3 |
3,043.1 |
|
| S4 |
2,865.7 |
2,898.3 |
3,025.3 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,745.0 |
3,615.0 |
3,177.6 |
|
| R3 |
3,533.0 |
3,403.0 |
3,119.3 |
|
| R2 |
3,321.0 |
3,321.0 |
3,099.9 |
|
| R1 |
3,191.0 |
3,191.0 |
3,080.4 |
3,150.0 |
| PP |
3,109.0 |
3,109.0 |
3,109.0 |
3,088.5 |
| S1 |
2,979.0 |
2,979.0 |
3,041.6 |
2,938.0 |
| S2 |
2,897.0 |
2,897.0 |
3,022.1 |
|
| S3 |
2,685.0 |
2,767.0 |
3,002.7 |
|
| S4 |
2,473.0 |
2,555.0 |
2,944.4 |
|
|
| 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 |
3,027.0 |
212.0 |
6.9% |
59.6 |
1.9% |
16% |
False |
False |
1,431,854 |
| 10 |
3,239.0 |
3,027.0 |
212.0 |
6.9% |
47.9 |
1.6% |
16% |
False |
False |
1,221,102 |
| 20 |
3,240.0 |
3,027.0 |
213.0 |
7.0% |
48.8 |
1.6% |
16% |
False |
False |
1,182,859 |
| 40 |
3,271.0 |
3,027.0 |
244.0 |
8.0% |
51.7 |
1.7% |
14% |
False |
False |
1,214,228 |
| 60 |
3,442.0 |
3,027.0 |
415.0 |
13.6% |
47.9 |
1.6% |
8% |
False |
False |
1,173,704 |
| 80 |
3,444.0 |
3,027.0 |
417.0 |
13.6% |
43.5 |
1.4% |
8% |
False |
False |
894,682 |
| 100 |
3,515.0 |
3,027.0 |
488.0 |
15.9% |
40.8 |
1.3% |
7% |
False |
False |
716,014 |
| 120 |
3,515.0 |
3,027.0 |
488.0 |
15.9% |
39.8 |
1.3% |
7% |
False |
False |
596,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,369.3 |
|
2.618 |
3,263.2 |
|
1.618 |
3,198.2 |
|
1.000 |
3,158.0 |
|
0.618 |
3,133.2 |
|
HIGH |
3,093.0 |
|
0.618 |
3,068.2 |
|
0.500 |
3,060.5 |
|
0.382 |
3,052.8 |
|
LOW |
3,028.0 |
|
0.618 |
2,987.8 |
|
1.000 |
2,963.0 |
|
1.618 |
2,922.8 |
|
2.618 |
2,857.8 |
|
4.250 |
2,751.8 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,060.8 |
3,096.5 |
| PP |
3,060.7 |
3,084.7 |
| S1 |
3,060.5 |
3,072.8 |
|