| 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 |
2,789.75 |
2,699.50 |
-90.25 |
-3.2% |
2,633.50 |
| High |
2,790.50 |
2,720.75 |
-69.75 |
-2.5% |
2,764.75 |
| Low |
2,696.00 |
2,698.00 |
2.00 |
0.1% |
2,631.50 |
| Close |
2,701.75 |
2,701.75 |
0.00 |
0.0% |
2,758.25 |
| Range |
94.50 |
22.75 |
-71.75 |
-75.9% |
133.25 |
| ATR |
51.68 |
49.62 |
-2.07 |
-4.0% |
0.00 |
| Volume |
184,904 |
184,485 |
-419 |
-0.2% |
7,708,574 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.00 |
2,761.25 |
2,714.25 |
|
| R3 |
2,752.25 |
2,738.50 |
2,708.00 |
|
| R2 |
2,729.50 |
2,729.50 |
2,706.00 |
|
| R1 |
2,715.75 |
2,715.75 |
2,703.75 |
2,722.50 |
| PP |
2,706.75 |
2,706.75 |
2,706.75 |
2,710.25 |
| S1 |
2,693.00 |
2,693.00 |
2,699.75 |
2,700.00 |
| S2 |
2,684.00 |
2,684.00 |
2,697.50 |
|
| S3 |
2,661.25 |
2,670.25 |
2,695.50 |
|
| S4 |
2,638.50 |
2,647.50 |
2,689.25 |
|
|
| 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 |
2,696.00 |
118.00 |
4.4% |
45.00 |
1.7% |
5% |
False |
False |
1,048,661 |
| 10 |
2,814.00 |
2,626.00 |
188.00 |
7.0% |
43.50 |
1.6% |
40% |
False |
False |
1,231,497 |
| 20 |
2,818.00 |
2,626.00 |
192.00 |
7.1% |
49.50 |
1.8% |
39% |
False |
False |
1,617,499 |
| 40 |
2,891.25 |
2,603.00 |
288.25 |
10.7% |
55.00 |
2.0% |
34% |
False |
False |
2,009,124 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
44.25 |
1.6% |
29% |
False |
False |
1,806,142 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
38.50 |
1.4% |
29% |
False |
False |
1,359,138 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
35.00 |
1.3% |
29% |
False |
False |
1,087,803 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
34.00 |
1.3% |
29% |
False |
False |
907,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.50 |
|
2.618 |
2,780.25 |
|
1.618 |
2,757.50 |
|
1.000 |
2,743.50 |
|
0.618 |
2,734.75 |
|
HIGH |
2,720.75 |
|
0.618 |
2,712.00 |
|
0.500 |
2,709.50 |
|
0.382 |
2,706.75 |
|
LOW |
2,698.00 |
|
0.618 |
2,684.00 |
|
1.000 |
2,675.25 |
|
1.618 |
2,661.25 |
|
2.618 |
2,638.50 |
|
4.250 |
2,601.25 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,709.50 |
2,755.00 |
| PP |
2,706.75 |
2,737.25 |
| S1 |
2,704.25 |
2,719.50 |
|