| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,834.50 |
6,835.50 |
1.00 |
0.0% |
7,041.00 |
| High |
6,854.25 |
6,856.50 |
2.25 |
0.0% |
7,139.00 |
| Low |
6,630.25 |
6,594.75 |
-35.50 |
-0.5% |
6,594.75 |
| Close |
6,824.50 |
6,623.50 |
-201.00 |
-2.9% |
6,623.50 |
| Range |
224.00 |
261.75 |
37.75 |
16.9% |
544.25 |
| ATR |
175.25 |
181.43 |
6.18 |
3.5% |
0.00 |
| Volume |
986,103 |
854,199 |
-131,904 |
-13.4% |
2,557,658 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,476.75 |
7,312.00 |
6,767.50 |
|
| R3 |
7,215.00 |
7,050.25 |
6,695.50 |
|
| R2 |
6,953.25 |
6,953.25 |
6,671.50 |
|
| R1 |
6,788.50 |
6,788.50 |
6,647.50 |
6,740.00 |
| PP |
6,691.50 |
6,691.50 |
6,691.50 |
6,667.50 |
| S1 |
6,526.75 |
6,526.75 |
6,599.50 |
6,478.25 |
| S2 |
6,429.75 |
6,429.75 |
6,575.50 |
|
| S3 |
6,168.00 |
6,265.00 |
6,551.50 |
|
| S4 |
5,906.25 |
6,003.25 |
6,479.50 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,418.50 |
8,065.25 |
6,922.75 |
|
| R3 |
7,874.25 |
7,521.00 |
6,773.25 |
|
| R2 |
7,330.00 |
7,330.00 |
6,723.25 |
|
| R1 |
6,976.75 |
6,976.75 |
6,673.50 |
6,881.25 |
| PP |
6,785.75 |
6,785.75 |
6,785.75 |
6,738.00 |
| S1 |
6,432.50 |
6,432.50 |
6,573.50 |
6,337.00 |
| S2 |
6,241.50 |
6,241.50 |
6,523.75 |
|
| S3 |
5,697.25 |
5,888.25 |
6,473.75 |
|
| S4 |
5,153.00 |
5,344.00 |
6,324.25 |
|
|
| 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 |
6,594.75 |
544.25 |
8.2% |
190.25 |
2.9% |
5% |
False |
True |
511,531 |
| 10 |
7,139.00 |
6,530.50 |
608.50 |
9.2% |
163.75 |
2.5% |
15% |
False |
False |
529,378 |
| 20 |
7,166.25 |
6,449.50 |
716.75 |
10.8% |
176.00 |
2.7% |
24% |
False |
False |
605,373 |
| 40 |
7,368.50 |
6,449.50 |
919.00 |
13.9% |
192.50 |
2.9% |
19% |
False |
False |
659,908 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
19.3% |
171.00 |
2.6% |
14% |
False |
False |
609,454 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
19.3% |
150.25 |
2.3% |
14% |
False |
False |
458,863 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
19.3% |
139.00 |
2.1% |
14% |
False |
False |
367,209 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
19.3% |
134.00 |
2.0% |
14% |
False |
False |
306,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,969.00 |
|
2.618 |
7,541.75 |
|
1.618 |
7,280.00 |
|
1.000 |
7,118.25 |
|
0.618 |
7,018.25 |
|
HIGH |
6,856.50 |
|
0.618 |
6,756.50 |
|
0.500 |
6,725.50 |
|
0.382 |
6,694.75 |
|
LOW |
6,594.75 |
|
0.618 |
6,433.00 |
|
1.000 |
6,333.00 |
|
1.618 |
6,171.25 |
|
2.618 |
5,909.50 |
|
4.250 |
5,482.25 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,725.50 |
6,728.25 |
| PP |
6,691.50 |
6,693.25 |
| S1 |
6,657.50 |
6,658.50 |
|