| 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 |
7,051.5 |
7,068.5 |
17.0 |
0.2% |
6,953.0 |
| High |
7,051.5 |
7,148.5 |
97.0 |
1.4% |
7,087.0 |
| Low |
6,960.5 |
7,046.0 |
85.5 |
1.2% |
6,953.0 |
| Close |
6,969.0 |
7,078.5 |
109.5 |
1.6% |
6,969.0 |
| Range |
91.0 |
102.5 |
11.5 |
12.6% |
134.0 |
| ATR |
102.9 |
108.4 |
5.5 |
5.3% |
0.0 |
| Volume |
157,638 |
141,722 |
-15,916 |
-10.1% |
580,843 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,398.5 |
7,341.0 |
7,135.0 |
|
| R3 |
7,296.0 |
7,238.5 |
7,106.5 |
|
| R2 |
7,193.5 |
7,193.5 |
7,097.5 |
|
| R1 |
7,136.0 |
7,136.0 |
7,088.0 |
7,165.0 |
| PP |
7,091.0 |
7,091.0 |
7,091.0 |
7,105.5 |
| S1 |
7,033.5 |
7,033.5 |
7,069.0 |
7,062.0 |
| S2 |
6,988.5 |
6,988.5 |
7,059.5 |
|
| S3 |
6,886.0 |
6,931.0 |
7,050.5 |
|
| S4 |
6,783.5 |
6,828.5 |
7,022.0 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,405.0 |
7,321.0 |
7,042.5 |
|
| R3 |
7,271.0 |
7,187.0 |
7,006.0 |
|
| R2 |
7,137.0 |
7,137.0 |
6,993.5 |
|
| R1 |
7,053.0 |
7,053.0 |
6,981.5 |
7,095.0 |
| PP |
7,003.0 |
7,003.0 |
7,003.0 |
7,024.0 |
| S1 |
6,919.0 |
6,919.0 |
6,956.5 |
6,961.0 |
| S2 |
6,869.0 |
6,869.0 |
6,944.5 |
|
| S3 |
6,735.0 |
6,785.0 |
6,932.0 |
|
| S4 |
6,601.0 |
6,651.0 |
6,895.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,148.5 |
6,960.5 |
188.0 |
2.7% |
89.5 |
1.3% |
63% |
True |
False |
122,752 |
| 10 |
7,148.5 |
6,897.0 |
251.5 |
3.6% |
99.0 |
1.4% |
72% |
True |
False |
109,539 |
| 20 |
7,155.5 |
6,897.0 |
258.5 |
3.7% |
101.0 |
1.4% |
70% |
False |
False |
112,104 |
| 40 |
7,220.5 |
6,824.0 |
396.5 |
5.6% |
105.5 |
1.5% |
64% |
False |
False |
124,248 |
| 60 |
7,523.0 |
6,824.0 |
699.0 |
9.9% |
95.5 |
1.4% |
36% |
False |
False |
121,927 |
| 80 |
7,596.0 |
6,824.0 |
772.0 |
10.9% |
84.5 |
1.2% |
33% |
False |
False |
91,812 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
75.5 |
1.1% |
29% |
False |
False |
73,456 |
| 120 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
68.5 |
1.0% |
29% |
False |
False |
61,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,584.0 |
|
2.618 |
7,417.0 |
|
1.618 |
7,314.5 |
|
1.000 |
7,251.0 |
|
0.618 |
7,212.0 |
|
HIGH |
7,148.5 |
|
0.618 |
7,109.5 |
|
0.500 |
7,097.0 |
|
0.382 |
7,085.0 |
|
LOW |
7,046.0 |
|
0.618 |
6,982.5 |
|
1.000 |
6,943.5 |
|
1.618 |
6,880.0 |
|
2.618 |
6,777.5 |
|
4.250 |
6,610.5 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,097.0 |
7,070.5 |
| PP |
7,091.0 |
7,062.5 |
| S1 |
7,085.0 |
7,054.5 |
|