| Trading Metrics calculated at close of trading on 03-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,742.00 |
2,793.50 |
51.50 |
1.9% |
2,633.50 |
| High |
2,764.75 |
2,814.00 |
49.25 |
1.8% |
2,764.75 |
| Low |
2,729.00 |
2,773.50 |
44.50 |
1.6% |
2,631.50 |
| Close |
2,758.25 |
2,790.75 |
32.50 |
1.2% |
2,758.25 |
| Range |
35.75 |
40.50 |
4.75 |
13.3% |
133.25 |
| ATR |
47.80 |
48.37 |
0.57 |
1.2% |
0.00 |
| Volume |
1,475,346 |
1,909,240 |
433,894 |
29.4% |
7,708,574 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.25 |
2,893.00 |
2,813.00 |
|
| R3 |
2,873.75 |
2,852.50 |
2,802.00 |
|
| R2 |
2,833.25 |
2,833.25 |
2,798.25 |
|
| R1 |
2,812.00 |
2,812.00 |
2,794.50 |
2,802.50 |
| PP |
2,792.75 |
2,792.75 |
2,792.75 |
2,788.00 |
| S1 |
2,771.50 |
2,771.50 |
2,787.00 |
2,762.00 |
| S2 |
2,752.25 |
2,752.25 |
2,783.25 |
|
| S3 |
2,711.75 |
2,731.00 |
2,779.50 |
|
| S4 |
2,671.25 |
2,690.50 |
2,768.50 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,118.00 |
3,071.25 |
2,831.50 |
|
| R3 |
2,984.75 |
2,938.00 |
2,795.00 |
|
| R2 |
2,851.50 |
2,851.50 |
2,782.75 |
|
| R1 |
2,804.75 |
2,804.75 |
2,770.50 |
2,828.00 |
| PP |
2,718.25 |
2,718.25 |
2,718.25 |
2,729.75 |
| S1 |
2,671.50 |
2,671.50 |
2,746.00 |
2,695.00 |
| S2 |
2,585.00 |
2,585.00 |
2,733.75 |
|
| S3 |
2,451.75 |
2,538.25 |
2,721.50 |
|
| S4 |
2,318.50 |
2,405.00 |
2,685.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,814.00 |
2,655.25 |
158.75 |
5.7% |
40.50 |
1.5% |
85% |
True |
False |
1,648,615 |
| 10 |
2,814.00 |
2,626.00 |
188.00 |
6.7% |
44.75 |
1.6% |
88% |
True |
False |
1,646,683 |
| 20 |
2,818.00 |
2,626.00 |
192.00 |
6.9% |
46.75 |
1.7% |
86% |
False |
False |
1,728,093 |
| 40 |
2,900.00 |
2,603.00 |
297.00 |
10.6% |
53.50 |
1.9% |
63% |
False |
False |
2,088,174 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.3% |
43.00 |
1.5% |
55% |
False |
False |
1,802,453 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.3% |
37.75 |
1.4% |
55% |
False |
False |
1,354,595 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.3% |
34.25 |
1.2% |
55% |
False |
False |
1,084,191 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.3% |
33.50 |
1.2% |
55% |
False |
False |
903,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,986.00 |
|
2.618 |
2,920.00 |
|
1.618 |
2,879.50 |
|
1.000 |
2,854.50 |
|
0.618 |
2,839.00 |
|
HIGH |
2,814.00 |
|
0.618 |
2,798.50 |
|
0.500 |
2,793.75 |
|
0.382 |
2,789.00 |
|
LOW |
2,773.50 |
|
0.618 |
2,748.50 |
|
1.000 |
2,733.00 |
|
1.618 |
2,708.00 |
|
2.618 |
2,667.50 |
|
4.250 |
2,601.50 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.75 |
2,783.50 |
| PP |
2,792.75 |
2,776.00 |
| S1 |
2,791.75 |
2,768.50 |
|