| 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 |
7,068.5 |
7,085.0 |
16.5 |
0.2% |
6,953.0 |
| High |
7,148.5 |
7,100.0 |
-48.5 |
-0.7% |
7,087.0 |
| Low |
7,046.0 |
6,926.5 |
-119.5 |
-1.7% |
6,953.0 |
| Close |
7,078.5 |
7,032.0 |
-46.5 |
-0.7% |
6,969.0 |
| Range |
102.5 |
173.5 |
71.0 |
69.3% |
134.0 |
| ATR |
108.4 |
113.0 |
4.7 |
4.3% |
0.0 |
| Volume |
141,722 |
124,533 |
-17,189 |
-12.1% |
580,843 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,540.0 |
7,459.5 |
7,127.5 |
|
| R3 |
7,366.5 |
7,286.0 |
7,079.5 |
|
| R2 |
7,193.0 |
7,193.0 |
7,064.0 |
|
| R1 |
7,112.5 |
7,112.5 |
7,048.0 |
7,066.0 |
| PP |
7,019.5 |
7,019.5 |
7,019.5 |
6,996.0 |
| S1 |
6,939.0 |
6,939.0 |
7,016.0 |
6,892.5 |
| S2 |
6,846.0 |
6,846.0 |
7,000.0 |
|
| S3 |
6,672.5 |
6,765.5 |
6,984.5 |
|
| S4 |
6,499.0 |
6,592.0 |
6,936.5 |
|
|
| 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 |
6,926.5 |
222.0 |
3.2% |
104.0 |
1.5% |
48% |
False |
True |
129,580 |
| 10 |
7,148.5 |
6,913.5 |
235.0 |
3.3% |
105.5 |
1.5% |
50% |
False |
False |
108,987 |
| 20 |
7,155.5 |
6,897.0 |
258.5 |
3.7% |
105.0 |
1.5% |
52% |
False |
False |
112,866 |
| 40 |
7,209.0 |
6,824.0 |
385.0 |
5.5% |
108.0 |
1.5% |
54% |
False |
False |
124,179 |
| 60 |
7,523.0 |
6,824.0 |
699.0 |
9.9% |
97.5 |
1.4% |
30% |
False |
False |
123,811 |
| 80 |
7,596.0 |
6,824.0 |
772.0 |
11.0% |
86.5 |
1.2% |
27% |
False |
False |
93,368 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
76.5 |
1.1% |
24% |
False |
False |
74,701 |
| 120 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
69.5 |
1.0% |
24% |
False |
False |
62,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,837.5 |
|
2.618 |
7,554.0 |
|
1.618 |
7,380.5 |
|
1.000 |
7,273.5 |
|
0.618 |
7,207.0 |
|
HIGH |
7,100.0 |
|
0.618 |
7,033.5 |
|
0.500 |
7,013.0 |
|
0.382 |
6,993.0 |
|
LOW |
6,926.5 |
|
0.618 |
6,819.5 |
|
1.000 |
6,753.0 |
|
1.618 |
6,646.0 |
|
2.618 |
6,472.5 |
|
4.250 |
6,189.0 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,026.0 |
7,037.5 |
| PP |
7,019.5 |
7,035.5 |
| S1 |
7,013.0 |
7,034.0 |
|