| 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 |
11,039.0 |
10,928.0 |
-111.0 |
-1.0% |
11,536.5 |
| High |
11,088.5 |
10,934.0 |
-154.5 |
-1.4% |
11,566.5 |
| Low |
10,755.0 |
10,676.5 |
-78.5 |
-0.7% |
10,676.5 |
| Close |
10,761.5 |
10,816.5 |
55.0 |
0.5% |
10,816.5 |
| Range |
333.5 |
257.5 |
-76.0 |
-22.8% |
890.0 |
| ATR |
221.0 |
223.6 |
2.6 |
1.2% |
0.0 |
| Volume |
126,394 |
130,541 |
4,147 |
3.3% |
623,140 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,581.5 |
11,456.5 |
10,958.1 |
|
| R3 |
11,324.0 |
11,199.0 |
10,887.3 |
|
| R2 |
11,066.5 |
11,066.5 |
10,863.7 |
|
| R1 |
10,941.5 |
10,941.5 |
10,840.1 |
10,875.3 |
| PP |
10,809.0 |
10,809.0 |
10,809.0 |
10,775.9 |
| S1 |
10,684.0 |
10,684.0 |
10,792.9 |
10,617.8 |
| S2 |
10,551.5 |
10,551.5 |
10,769.3 |
|
| S3 |
10,294.0 |
10,426.5 |
10,745.7 |
|
| S4 |
10,036.5 |
10,169.0 |
10,674.9 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,689.8 |
13,143.2 |
11,306.0 |
|
| R3 |
12,799.8 |
12,253.2 |
11,061.3 |
|
| R2 |
11,909.8 |
11,909.8 |
10,979.7 |
|
| R1 |
11,363.2 |
11,363.2 |
10,898.1 |
11,191.5 |
| PP |
11,019.8 |
11,019.8 |
11,019.8 |
10,934.0 |
| S1 |
10,473.2 |
10,473.2 |
10,734.9 |
10,301.5 |
| S2 |
10,129.8 |
10,129.8 |
10,653.3 |
|
| S3 |
9,239.8 |
9,583.2 |
10,571.8 |
|
| S4 |
8,349.8 |
8,693.2 |
10,327.0 |
|
|
| 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 |
10,676.5 |
890.0 |
8.2% |
223.5 |
2.1% |
16% |
False |
True |
124,628 |
| 10 |
11,566.5 |
10,676.5 |
890.0 |
8.2% |
184.0 |
1.7% |
16% |
False |
True |
113,098 |
| 20 |
11,596.0 |
10,676.5 |
919.5 |
8.5% |
194.0 |
1.8% |
15% |
False |
True |
113,844 |
| 40 |
11,838.0 |
10,676.5 |
1,161.5 |
10.7% |
199.8 |
1.8% |
12% |
False |
True |
118,392 |
| 60 |
12,447.0 |
10,676.5 |
1,770.5 |
16.4% |
184.1 |
1.7% |
8% |
False |
True |
108,854 |
| 80 |
12,565.0 |
10,676.5 |
1,888.5 |
17.5% |
166.1 |
1.5% |
7% |
False |
True |
82,009 |
| 100 |
12,854.5 |
10,676.5 |
2,178.0 |
20.1% |
157.2 |
1.5% |
6% |
False |
True |
65,625 |
| 120 |
12,854.5 |
10,676.5 |
2,178.0 |
20.1% |
152.8 |
1.4% |
6% |
False |
True |
54,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,028.4 |
|
2.618 |
11,608.1 |
|
1.618 |
11,350.6 |
|
1.000 |
11,191.5 |
|
0.618 |
11,093.1 |
|
HIGH |
10,934.0 |
|
0.618 |
10,835.6 |
|
0.500 |
10,805.3 |
|
0.382 |
10,774.9 |
|
LOW |
10,676.5 |
|
0.618 |
10,517.4 |
|
1.000 |
10,419.0 |
|
1.618 |
10,259.9 |
|
2.618 |
10,002.4 |
|
4.250 |
9,582.1 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,812.8 |
10,969.8 |
| PP |
10,809.0 |
10,918.7 |
| S1 |
10,805.3 |
10,867.6 |
|