| 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 |
11,424.5 |
11,228.0 |
-196.5 |
-1.7% |
11,249.0 |
| High |
11,441.0 |
11,263.0 |
-178.0 |
-1.6% |
11,440.0 |
| Low |
11,145.0 |
11,171.5 |
26.5 |
0.2% |
11,203.5 |
| Close |
11,328.0 |
11,193.0 |
-135.0 |
-1.2% |
11,248.0 |
| Range |
296.0 |
91.5 |
-204.5 |
-69.1% |
236.5 |
| ATR |
208.0 |
204.3 |
-3.7 |
-1.8% |
0.0 |
| Volume |
66,846 |
180,587 |
113,741 |
170.2% |
507,842 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,483.7 |
11,429.8 |
11,243.3 |
|
| R3 |
11,392.2 |
11,338.3 |
11,218.2 |
|
| R2 |
11,300.7 |
11,300.7 |
11,209.8 |
|
| R1 |
11,246.8 |
11,246.8 |
11,201.4 |
11,228.0 |
| PP |
11,209.2 |
11,209.2 |
11,209.2 |
11,199.8 |
| S1 |
11,155.3 |
11,155.3 |
11,184.6 |
11,136.5 |
| S2 |
11,117.7 |
11,117.7 |
11,176.2 |
|
| S3 |
11,026.2 |
11,063.8 |
11,167.8 |
|
| S4 |
10,934.7 |
10,972.3 |
11,142.7 |
|
|
| 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 |
3.8% |
156.9 |
1.4% |
11% |
False |
False |
113,103 |
| 10 |
11,566.5 |
11,087.0 |
479.5 |
4.3% |
152.1 |
1.4% |
22% |
False |
False |
104,245 |
| 20 |
11,653.0 |
11,002.0 |
651.0 |
5.8% |
179.9 |
1.6% |
29% |
False |
False |
110,794 |
| 40 |
11,983.5 |
11,002.0 |
981.5 |
8.8% |
202.1 |
1.8% |
19% |
False |
False |
120,886 |
| 60 |
12,447.0 |
11,002.0 |
1,445.0 |
12.9% |
177.8 |
1.6% |
13% |
False |
False |
104,813 |
| 80 |
12,565.0 |
11,002.0 |
1,563.0 |
14.0% |
164.0 |
1.5% |
12% |
False |
False |
78,802 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.6% |
153.6 |
1.4% |
10% |
False |
False |
63,058 |
| 120 |
12,854.5 |
11,002.0 |
1,852.5 |
16.6% |
149.4 |
1.3% |
10% |
False |
False |
52,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,651.9 |
|
2.618 |
11,502.5 |
|
1.618 |
11,411.0 |
|
1.000 |
11,354.5 |
|
0.618 |
11,319.5 |
|
HIGH |
11,263.0 |
|
0.618 |
11,228.0 |
|
0.500 |
11,217.3 |
|
0.382 |
11,206.5 |
|
LOW |
11,171.5 |
|
0.618 |
11,115.0 |
|
1.000 |
11,080.0 |
|
1.618 |
11,023.5 |
|
2.618 |
10,932.0 |
|
4.250 |
10,782.6 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,217.3 |
11,355.8 |
| PP |
11,209.2 |
11,301.5 |
| S1 |
11,201.1 |
11,247.3 |
|