| 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 |
2,793.50 |
2,789.75 |
-3.75 |
-0.1% |
2,633.50 |
| High |
2,814.00 |
2,790.50 |
-23.50 |
-0.8% |
2,764.75 |
| Low |
2,773.50 |
2,696.00 |
-77.50 |
-2.8% |
2,631.50 |
| Close |
2,790.75 |
2,701.75 |
-89.00 |
-3.2% |
2,758.25 |
| Range |
40.50 |
94.50 |
54.00 |
133.3% |
133.25 |
| ATR |
48.37 |
51.68 |
3.31 |
6.8% |
0.00 |
| Volume |
1,909,240 |
184,904 |
-1,724,336 |
-90.3% |
7,708,574 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.00 |
2,951.75 |
2,753.75 |
|
| R3 |
2,918.50 |
2,857.25 |
2,727.75 |
|
| R2 |
2,824.00 |
2,824.00 |
2,719.00 |
|
| R1 |
2,762.75 |
2,762.75 |
2,710.50 |
2,746.00 |
| PP |
2,729.50 |
2,729.50 |
2,729.50 |
2,721.00 |
| S1 |
2,668.25 |
2,668.25 |
2,693.00 |
2,651.50 |
| S2 |
2,635.00 |
2,635.00 |
2,684.50 |
|
| S3 |
2,540.50 |
2,573.75 |
2,675.75 |
|
| S4 |
2,446.00 |
2,479.25 |
2,649.75 |
|
|
| 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 |
2,681.00 |
133.00 |
4.9% |
53.25 |
2.0% |
16% |
False |
False |
1,384,987 |
| 10 |
2,814.00 |
2,626.00 |
188.00 |
7.0% |
47.75 |
1.8% |
40% |
False |
False |
1,466,361 |
| 20 |
2,818.00 |
2,626.00 |
192.00 |
7.1% |
50.00 |
1.8% |
39% |
False |
False |
1,671,741 |
| 40 |
2,900.00 |
2,603.00 |
297.00 |
11.0% |
55.00 |
2.0% |
33% |
False |
False |
2,048,781 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
44.25 |
1.6% |
29% |
False |
False |
1,804,762 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
38.50 |
1.4% |
29% |
False |
False |
1,356,868 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
35.00 |
1.3% |
29% |
False |
False |
1,086,026 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
34.00 |
1.3% |
29% |
False |
False |
905,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,192.00 |
|
2.618 |
3,038.00 |
|
1.618 |
2,943.50 |
|
1.000 |
2,885.00 |
|
0.618 |
2,849.00 |
|
HIGH |
2,790.50 |
|
0.618 |
2,754.50 |
|
0.500 |
2,743.25 |
|
0.382 |
2,732.00 |
|
LOW |
2,696.00 |
|
0.618 |
2,637.50 |
|
1.000 |
2,601.50 |
|
1.618 |
2,543.00 |
|
2.618 |
2,448.50 |
|
4.250 |
2,294.50 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.25 |
2,755.00 |
| PP |
2,729.50 |
2,737.25 |
| S1 |
2,715.50 |
2,719.50 |
|