| Trading Metrics calculated at close of trading on 03-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,526.6 |
1,548.3 |
21.7 |
1.4% |
1,490.0 |
| High |
1,536.6 |
1,562.4 |
25.8 |
1.7% |
1,536.6 |
| Low |
1,518.0 |
1,527.5 |
9.5 |
0.6% |
1,484.2 |
| Close |
1,534.6 |
1,547.8 |
13.2 |
0.9% |
1,534.6 |
| Range |
18.6 |
34.9 |
16.3 |
87.6% |
52.4 |
| ATR |
31.8 |
32.0 |
0.2 |
0.7% |
0.0 |
| Volume |
139,832 |
152,270 |
12,438 |
8.9% |
671,269 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,650.6 |
1,634.1 |
1,567.0 |
|
| R3 |
1,615.7 |
1,599.2 |
1,557.4 |
|
| R2 |
1,580.8 |
1,580.8 |
1,554.2 |
|
| R1 |
1,564.3 |
1,564.3 |
1,551.0 |
1,555.1 |
| PP |
1,545.9 |
1,545.9 |
1,545.9 |
1,541.3 |
| S1 |
1,529.4 |
1,529.4 |
1,544.6 |
1,520.2 |
| S2 |
1,511.0 |
1,511.0 |
1,541.4 |
|
| S3 |
1,476.1 |
1,494.5 |
1,538.2 |
|
| S4 |
1,441.2 |
1,459.6 |
1,528.6 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.7 |
1,657.5 |
1,563.4 |
|
| R3 |
1,623.3 |
1,605.1 |
1,549.0 |
|
| R2 |
1,570.9 |
1,570.9 |
1,544.2 |
|
| R1 |
1,552.7 |
1,552.7 |
1,539.4 |
1,561.8 |
| PP |
1,518.5 |
1,518.5 |
1,518.5 |
1,523.0 |
| S1 |
1,500.3 |
1,500.3 |
1,529.8 |
1,509.4 |
| S2 |
1,466.1 |
1,466.1 |
1,525.0 |
|
| S3 |
1,413.7 |
1,447.9 |
1,520.2 |
|
| S4 |
1,361.3 |
1,395.5 |
1,505.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,562.4 |
1,484.2 |
78.2 |
5.1% |
29.0 |
1.9% |
81% |
True |
False |
140,512 |
| 10 |
1,562.4 |
1,463.6 |
98.8 |
6.4% |
31.7 |
2.0% |
85% |
True |
False |
137,491 |
| 20 |
1,589.2 |
1,463.6 |
125.6 |
8.1% |
31.4 |
2.0% |
67% |
False |
False |
145,807 |
| 40 |
1,642.5 |
1,457.4 |
185.1 |
12.0% |
35.2 |
2.3% |
49% |
False |
False |
168,765 |
| 60 |
1,733.1 |
1,457.4 |
275.7 |
17.8% |
30.3 |
2.0% |
33% |
False |
False |
156,277 |
| 80 |
1,750.6 |
1,457.4 |
293.2 |
18.9% |
27.0 |
1.7% |
31% |
False |
False |
117,287 |
| 100 |
1,750.6 |
1,457.4 |
293.2 |
18.9% |
25.1 |
1.6% |
31% |
False |
False |
93,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,710.7 |
|
2.618 |
1,653.8 |
|
1.618 |
1,618.9 |
|
1.000 |
1,597.3 |
|
0.618 |
1,584.0 |
|
HIGH |
1,562.4 |
|
0.618 |
1,549.1 |
|
0.500 |
1,545.0 |
|
0.382 |
1,540.8 |
|
LOW |
1,527.5 |
|
0.618 |
1,505.9 |
|
1.000 |
1,492.6 |
|
1.618 |
1,471.0 |
|
2.618 |
1,436.1 |
|
4.250 |
1,379.2 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,546.9 |
1,544.3 |
| PP |
1,545.9 |
1,540.8 |
| S1 |
1,545.0 |
1,537.3 |
|