| 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 |
7,041.00 |
7,055.25 |
14.25 |
0.2% |
6,537.50 |
| High |
7,139.00 |
7,055.25 |
-83.75 |
-1.2% |
6,967.25 |
| Low |
7,015.25 |
6,783.00 |
-232.25 |
-3.3% |
6,530.50 |
| Close |
7,058.25 |
6,803.25 |
-255.00 |
-3.6% |
6,949.50 |
| Range |
123.75 |
272.25 |
148.50 |
120.0% |
436.75 |
| ATR |
171.99 |
179.36 |
7.38 |
4.3% |
0.00 |
| Volume |
575,964 |
70,696 |
-505,268 |
-87.7% |
2,736,126 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,697.25 |
7,522.50 |
6,953.00 |
|
| R3 |
7,425.00 |
7,250.25 |
6,878.00 |
|
| R2 |
7,152.75 |
7,152.75 |
6,853.25 |
|
| R1 |
6,978.00 |
6,978.00 |
6,828.25 |
6,929.25 |
| PP |
6,880.50 |
6,880.50 |
6,880.50 |
6,856.00 |
| S1 |
6,705.75 |
6,705.75 |
6,778.25 |
6,657.00 |
| S2 |
6,608.25 |
6,608.25 |
6,753.25 |
|
| S3 |
6,336.00 |
6,433.50 |
6,728.50 |
|
| S4 |
6,063.75 |
6,161.25 |
6,653.50 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,126.00 |
7,974.50 |
7,189.75 |
|
| R3 |
7,689.25 |
7,537.75 |
7,069.50 |
|
| R2 |
7,252.50 |
7,252.50 |
7,029.50 |
|
| R1 |
7,101.00 |
7,101.00 |
6,989.50 |
7,176.75 |
| PP |
6,815.75 |
6,815.75 |
6,815.75 |
6,853.50 |
| S1 |
6,664.25 |
6,664.25 |
6,909.50 |
6,740.00 |
| S2 |
6,379.00 |
6,379.00 |
6,869.50 |
|
| S3 |
5,942.25 |
6,227.50 |
6,829.50 |
|
| S4 |
5,505.50 |
5,790.75 |
6,709.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,139.00 |
6,709.25 |
429.75 |
6.3% |
161.25 |
2.4% |
22% |
False |
False |
460,448 |
| 10 |
7,139.00 |
6,449.50 |
689.50 |
10.1% |
154.75 |
2.3% |
51% |
False |
False |
522,509 |
| 20 |
7,231.00 |
6,449.50 |
781.50 |
11.5% |
172.50 |
2.5% |
45% |
False |
False |
590,509 |
| 40 |
7,455.75 |
6,449.50 |
1,006.25 |
14.8% |
197.50 |
2.9% |
35% |
False |
False |
678,480 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
18.8% |
167.75 |
2.5% |
28% |
False |
False |
579,463 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
18.8% |
147.00 |
2.2% |
28% |
False |
False |
435,008 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
18.8% |
136.25 |
2.0% |
28% |
False |
False |
348,113 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
18.8% |
131.50 |
1.9% |
28% |
False |
False |
290,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,212.25 |
|
2.618 |
7,768.00 |
|
1.618 |
7,495.75 |
|
1.000 |
7,327.50 |
|
0.618 |
7,223.50 |
|
HIGH |
7,055.25 |
|
0.618 |
6,951.25 |
|
0.500 |
6,919.00 |
|
0.382 |
6,887.00 |
|
LOW |
6,783.00 |
|
0.618 |
6,614.75 |
|
1.000 |
6,510.75 |
|
1.618 |
6,342.50 |
|
2.618 |
6,070.25 |
|
4.250 |
5,626.00 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,919.00 |
6,961.00 |
| PP |
6,880.50 |
6,908.50 |
| S1 |
6,842.00 |
6,855.75 |
|