| 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 |
11,536.5 |
11,424.5 |
-112.0 |
-1.0% |
11,249.0 |
| High |
11,566.5 |
11,441.0 |
-125.5 |
-1.1% |
11,440.0 |
| Low |
11,427.5 |
11,145.0 |
-282.5 |
-2.5% |
11,203.5 |
| Close |
11,467.0 |
11,328.0 |
-139.0 |
-1.2% |
11,248.0 |
| Range |
139.0 |
296.0 |
157.0 |
112.9% |
236.5 |
| ATR |
199.2 |
208.0 |
8.8 |
4.4% |
0.0 |
| Volume |
118,772 |
66,846 |
-51,926 |
-43.7% |
507,842 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,192.7 |
12,056.3 |
11,490.8 |
|
| R3 |
11,896.7 |
11,760.3 |
11,409.4 |
|
| R2 |
11,600.7 |
11,600.7 |
11,382.3 |
|
| R1 |
11,464.3 |
11,464.3 |
11,355.1 |
11,384.5 |
| PP |
11,304.7 |
11,304.7 |
11,304.7 |
11,264.8 |
| S1 |
11,168.3 |
11,168.3 |
11,300.9 |
11,088.5 |
| S2 |
11,008.7 |
11,008.7 |
11,273.7 |
|
| S3 |
10,712.7 |
10,872.3 |
11,246.6 |
|
| S4 |
10,416.7 |
10,576.3 |
11,165.2 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,006.7 |
11,863.8 |
11,378.1 |
|
| R3 |
11,770.2 |
11,627.3 |
11,313.0 |
|
| R2 |
11,533.7 |
11,533.7 |
11,291.4 |
|
| R1 |
11,390.8 |
11,390.8 |
11,269.7 |
11,344.0 |
| PP |
11,297.2 |
11,297.2 |
11,297.2 |
11,273.8 |
| S1 |
11,154.3 |
11,154.3 |
11,226.3 |
11,107.5 |
| S2 |
11,060.7 |
11,060.7 |
11,204.6 |
|
| S3 |
10,824.2 |
10,917.8 |
11,183.0 |
|
| S4 |
10,587.7 |
10,681.3 |
11,117.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,566.5 |
11,145.0 |
421.5 |
3.7% |
167.4 |
1.5% |
43% |
False |
True |
98,232 |
| 10 |
11,566.5 |
11,002.0 |
564.5 |
5.0% |
162.4 |
1.4% |
58% |
False |
False |
97,440 |
| 20 |
11,653.0 |
11,002.0 |
651.0 |
5.7% |
181.0 |
1.6% |
50% |
False |
False |
106,219 |
| 40 |
11,994.5 |
11,002.0 |
992.5 |
8.8% |
205.0 |
1.8% |
33% |
False |
False |
120,169 |
| 60 |
12,447.0 |
11,002.0 |
1,445.0 |
12.8% |
178.8 |
1.6% |
23% |
False |
False |
101,903 |
| 80 |
12,565.0 |
11,002.0 |
1,563.0 |
13.8% |
163.6 |
1.4% |
21% |
False |
False |
76,546 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.4% |
153.2 |
1.4% |
18% |
False |
False |
61,254 |
| 120 |
12,921.5 |
11,002.0 |
1,919.5 |
16.9% |
150.1 |
1.3% |
17% |
False |
False |
51,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,699.0 |
|
2.618 |
12,215.9 |
|
1.618 |
11,919.9 |
|
1.000 |
11,737.0 |
|
0.618 |
11,623.9 |
|
HIGH |
11,441.0 |
|
0.618 |
11,327.9 |
|
0.500 |
11,293.0 |
|
0.382 |
11,258.1 |
|
LOW |
11,145.0 |
|
0.618 |
10,962.1 |
|
1.000 |
10,849.0 |
|
1.618 |
10,666.1 |
|
2.618 |
10,370.1 |
|
4.250 |
9,887.0 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,316.3 |
11,355.8 |
| PP |
11,304.7 |
11,346.5 |
| S1 |
11,293.0 |
11,337.3 |
|