| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,244.6 |
1,243.0 |
-1.6 |
-0.1% |
1,230.4 |
| High |
1,244.8 |
1,249.9 |
5.1 |
0.4% |
1,234.9 |
| Low |
1,238.7 |
1,240.0 |
1.3 |
0.1% |
1,216.8 |
| Close |
1,242.6 |
1,243.6 |
1.0 |
0.1% |
1,226.0 |
| Range |
6.1 |
9.9 |
3.8 |
62.3% |
18.1 |
| ATR |
11.3 |
11.2 |
-0.1 |
-0.9% |
0.0 |
| Volume |
110,207 |
248,859 |
138,652 |
125.8% |
903,296 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.2 |
1,268.8 |
1,249.0 |
|
| R3 |
1,264.3 |
1,258.9 |
1,246.3 |
|
| R2 |
1,254.4 |
1,254.4 |
1,245.4 |
|
| R1 |
1,249.0 |
1,249.0 |
1,244.5 |
1,251.7 |
| PP |
1,244.5 |
1,244.5 |
1,244.5 |
1,245.9 |
| S1 |
1,239.1 |
1,239.1 |
1,242.7 |
1,241.8 |
| S2 |
1,234.6 |
1,234.6 |
1,241.8 |
|
| S3 |
1,224.7 |
1,229.2 |
1,240.9 |
|
| S4 |
1,214.8 |
1,219.3 |
1,238.2 |
|
|
| 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 |
1,249.9 |
1,221.8 |
28.1 |
2.3% |
10.2 |
0.8% |
78% |
True |
False |
199,673 |
| 10 |
1,249.9 |
1,216.8 |
33.1 |
2.7% |
10.6 |
0.8% |
81% |
True |
False |
179,382 |
| 20 |
1,249.9 |
1,202.4 |
47.5 |
3.8% |
10.9 |
0.9% |
87% |
True |
False |
107,289 |
| 40 |
1,252.0 |
1,200.7 |
51.3 |
4.1% |
11.8 |
1.0% |
84% |
False |
False |
58,565 |
| 60 |
1,252.0 |
1,190.0 |
62.0 |
5.0% |
11.8 |
1.0% |
86% |
False |
False |
40,357 |
| 80 |
1,252.0 |
1,173.2 |
78.8 |
6.3% |
11.8 |
0.9% |
89% |
False |
False |
30,759 |
| 100 |
1,252.0 |
1,173.2 |
78.8 |
6.3% |
11.6 |
0.9% |
89% |
False |
False |
25,079 |
| 120 |
1,304.5 |
1,173.2 |
131.3 |
10.6% |
11.1 |
0.9% |
54% |
False |
False |
21,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,292.0 |
|
2.618 |
1,275.8 |
|
1.618 |
1,265.9 |
|
1.000 |
1,259.8 |
|
0.618 |
1,256.0 |
|
HIGH |
1,249.9 |
|
0.618 |
1,246.1 |
|
0.500 |
1,245.0 |
|
0.382 |
1,243.8 |
|
LOW |
1,240.0 |
|
0.618 |
1,233.9 |
|
1.000 |
1,230.1 |
|
1.618 |
1,224.0 |
|
2.618 |
1,214.1 |
|
4.250 |
1,197.9 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,245.0 |
1,243.4 |
| PP |
1,244.5 |
1,243.1 |
| S1 |
1,244.1 |
1,242.9 |
|