| 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 |
2,699.50 |
2,713.25 |
13.75 |
0.5% |
2,633.50 |
| High |
2,720.75 |
2,714.00 |
-6.75 |
-0.2% |
2,764.75 |
| Low |
2,698.00 |
2,621.25 |
-76.75 |
-2.8% |
2,631.50 |
| Close |
2,701.75 |
2,691.00 |
-10.75 |
-0.4% |
2,758.25 |
| Range |
22.75 |
92.75 |
70.00 |
307.7% |
133.25 |
| ATR |
49.62 |
52.70 |
3.08 |
6.2% |
0.00 |
| Volume |
184,485 |
3,308,356 |
3,123,871 |
1,693.3% |
7,708,574 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.75 |
2,915.00 |
2,742.00 |
|
| R3 |
2,861.00 |
2,822.25 |
2,716.50 |
|
| R2 |
2,768.25 |
2,768.25 |
2,708.00 |
|
| R1 |
2,729.50 |
2,729.50 |
2,699.50 |
2,702.50 |
| PP |
2,675.50 |
2,675.50 |
2,675.50 |
2,662.00 |
| S1 |
2,636.75 |
2,636.75 |
2,682.50 |
2,609.75 |
| S2 |
2,582.75 |
2,582.75 |
2,674.00 |
|
| S3 |
2,490.00 |
2,544.00 |
2,665.50 |
|
| S4 |
2,397.25 |
2,451.25 |
2,640.00 |
|
|
| 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 |
2,621.25 |
192.75 |
7.2% |
57.25 |
2.1% |
36% |
False |
True |
1,412,466 |
| 10 |
2,814.00 |
2,621.25 |
192.75 |
7.2% |
48.75 |
1.8% |
36% |
False |
True |
1,416,841 |
| 20 |
2,818.00 |
2,621.25 |
196.75 |
7.3% |
50.50 |
1.9% |
35% |
False |
True |
1,688,216 |
| 40 |
2,824.25 |
2,603.00 |
221.25 |
8.2% |
54.25 |
2.0% |
40% |
False |
False |
2,005,314 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
45.50 |
1.7% |
26% |
False |
False |
1,858,061 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
39.50 |
1.5% |
26% |
False |
False |
1,400,443 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
35.75 |
1.3% |
26% |
False |
False |
1,120,868 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
34.50 |
1.3% |
26% |
False |
False |
934,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,108.25 |
|
2.618 |
2,956.75 |
|
1.618 |
2,864.00 |
|
1.000 |
2,806.75 |
|
0.618 |
2,771.25 |
|
HIGH |
2,714.00 |
|
0.618 |
2,678.50 |
|
0.500 |
2,667.50 |
|
0.382 |
2,656.75 |
|
LOW |
2,621.25 |
|
0.618 |
2,564.00 |
|
1.000 |
2,528.50 |
|
1.618 |
2,471.25 |
|
2.618 |
2,378.50 |
|
4.250 |
2,227.00 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,683.25 |
2,706.00 |
| PP |
2,675.50 |
2,701.00 |
| S1 |
2,667.50 |
2,696.00 |
|