| 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 |
1,229.9 |
1,227.8 |
-2.1 |
-0.2% |
1,230.4 |
| High |
1,231.1 |
1,240.4 |
9.3 |
0.8% |
1,234.9 |
| Low |
1,221.8 |
1,226.6 |
4.8 |
0.4% |
1,216.8 |
| Close |
1,226.0 |
1,239.6 |
13.6 |
1.1% |
1,226.0 |
| Range |
9.3 |
13.8 |
4.5 |
48.4% |
18.1 |
| ATR |
11.4 |
11.6 |
0.2 |
1.9% |
0.0 |
| Volume |
170,448 |
247,720 |
77,272 |
45.3% |
903,296 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.9 |
1,272.1 |
1,247.2 |
|
| R3 |
1,263.1 |
1,258.3 |
1,243.4 |
|
| R2 |
1,249.3 |
1,249.3 |
1,242.1 |
|
| R1 |
1,244.5 |
1,244.5 |
1,240.9 |
1,246.9 |
| PP |
1,235.5 |
1,235.5 |
1,235.5 |
1,236.8 |
| S1 |
1,230.7 |
1,230.7 |
1,238.3 |
1,233.1 |
| S2 |
1,221.7 |
1,221.7 |
1,237.1 |
|
| S3 |
1,207.9 |
1,216.9 |
1,235.8 |
|
| S4 |
1,194.1 |
1,203.1 |
1,232.0 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.2 |
1,271.2 |
1,236.0 |
|
| R3 |
1,262.1 |
1,253.1 |
1,231.0 |
|
| R2 |
1,244.0 |
1,244.0 |
1,229.3 |
|
| R1 |
1,235.0 |
1,235.0 |
1,227.7 |
1,230.5 |
| PP |
1,225.9 |
1,225.9 |
1,225.9 |
1,223.6 |
| S1 |
1,216.9 |
1,216.9 |
1,224.3 |
1,212.4 |
| S2 |
1,207.8 |
1,207.8 |
1,222.7 |
|
| S3 |
1,189.7 |
1,198.8 |
1,221.0 |
|
| S4 |
1,171.6 |
1,180.7 |
1,216.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,240.4 |
1,216.8 |
23.6 |
1.9% |
12.4 |
1.0% |
97% |
True |
False |
201,768 |
| 10 |
1,240.4 |
1,216.8 |
23.6 |
1.9% |
10.6 |
0.9% |
97% |
True |
False |
134,789 |
| 20 |
1,244.0 |
1,202.4 |
41.6 |
3.4% |
11.2 |
0.9% |
89% |
False |
False |
80,666 |
| 40 |
1,252.0 |
1,192.0 |
60.0 |
4.8% |
12.1 |
1.0% |
79% |
False |
False |
44,507 |
| 60 |
1,252.0 |
1,190.0 |
62.0 |
5.0% |
11.9 |
1.0% |
80% |
False |
False |
30,792 |
| 80 |
1,252.0 |
1,173.2 |
78.8 |
6.4% |
12.0 |
1.0% |
84% |
False |
False |
23,603 |
| 100 |
1,264.2 |
1,173.2 |
91.0 |
7.3% |
11.6 |
0.9% |
73% |
False |
False |
19,366 |
| 120 |
1,330.4 |
1,173.2 |
157.2 |
12.7% |
11.2 |
0.9% |
42% |
False |
False |
16,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,299.1 |
|
2.618 |
1,276.5 |
|
1.618 |
1,262.7 |
|
1.000 |
1,254.2 |
|
0.618 |
1,248.9 |
|
HIGH |
1,240.4 |
|
0.618 |
1,235.1 |
|
0.500 |
1,233.5 |
|
0.382 |
1,231.9 |
|
LOW |
1,226.6 |
|
0.618 |
1,218.1 |
|
1.000 |
1,212.8 |
|
1.618 |
1,204.3 |
|
2.618 |
1,190.5 |
|
4.250 |
1,168.0 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,237.6 |
1,236.8 |
| PP |
1,235.5 |
1,233.9 |
| S1 |
1,233.5 |
1,231.1 |
|