| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
11,228.0 |
11,039.0 |
-189.0 |
-1.7% |
11,249.0 |
| High |
11,263.0 |
11,088.5 |
-174.5 |
-1.5% |
11,440.0 |
| Low |
11,171.5 |
10,755.0 |
-416.5 |
-3.7% |
11,203.5 |
| Close |
11,193.0 |
10,761.5 |
-431.5 |
-3.9% |
11,248.0 |
| Range |
91.5 |
333.5 |
242.0 |
264.5% |
236.5 |
| ATR |
204.3 |
221.0 |
16.7 |
8.2% |
0.0 |
| Volume |
180,587 |
126,394 |
-54,193 |
-30.0% |
507,842 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,868.8 |
11,648.7 |
10,944.9 |
|
| R3 |
11,535.3 |
11,315.2 |
10,853.2 |
|
| R2 |
11,201.8 |
11,201.8 |
10,822.6 |
|
| R1 |
10,981.7 |
10,981.7 |
10,792.1 |
10,925.0 |
| PP |
10,868.3 |
10,868.3 |
10,868.3 |
10,840.0 |
| S1 |
10,648.2 |
10,648.2 |
10,730.9 |
10,591.5 |
| S2 |
10,534.8 |
10,534.8 |
10,700.4 |
|
| S3 |
10,201.3 |
10,314.7 |
10,669.8 |
|
| S4 |
9,867.8 |
9,981.2 |
10,578.1 |
|
|
| 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 |
10,755.0 |
811.5 |
7.5% |
197.5 |
1.8% |
1% |
False |
True |
119,688 |
| 10 |
11,566.5 |
10,755.0 |
811.5 |
7.5% |
170.0 |
1.6% |
1% |
False |
True |
109,964 |
| 20 |
11,641.0 |
10,755.0 |
886.0 |
8.2% |
189.0 |
1.8% |
1% |
False |
True |
112,697 |
| 40 |
11,838.0 |
10,755.0 |
1,083.0 |
10.1% |
201.0 |
1.9% |
1% |
False |
True |
118,722 |
| 60 |
12,447.0 |
10,755.0 |
1,692.0 |
15.7% |
181.8 |
1.7% |
0% |
False |
True |
106,834 |
| 80 |
12,565.0 |
10,755.0 |
1,810.0 |
16.8% |
166.2 |
1.5% |
0% |
False |
True |
80,380 |
| 100 |
12,854.5 |
10,755.0 |
2,099.5 |
19.5% |
155.1 |
1.4% |
0% |
False |
True |
64,321 |
| 120 |
12,854.5 |
10,755.0 |
2,099.5 |
19.5% |
151.2 |
1.4% |
0% |
False |
True |
53,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,505.9 |
|
2.618 |
11,961.6 |
|
1.618 |
11,628.1 |
|
1.000 |
11,422.0 |
|
0.618 |
11,294.6 |
|
HIGH |
11,088.5 |
|
0.618 |
10,961.1 |
|
0.500 |
10,921.8 |
|
0.382 |
10,882.4 |
|
LOW |
10,755.0 |
|
0.618 |
10,548.9 |
|
1.000 |
10,421.5 |
|
1.618 |
10,215.4 |
|
2.618 |
9,881.9 |
|
4.250 |
9,337.6 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,921.8 |
11,098.0 |
| PP |
10,868.3 |
10,985.8 |
| S1 |
10,814.9 |
10,873.7 |
|