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 |
3,162.0 |
3,211.0 |
49.0 |
1.5% |
3,130.0 |
High |
3,164.0 |
3,225.0 |
61.0 |
1.9% |
3,186.0 |
Low |
3,139.0 |
3,190.0 |
51.0 |
1.6% |
3,130.0 |
Close |
3,150.0 |
3,198.0 |
48.0 |
1.5% |
3,150.0 |
Range |
25.0 |
35.0 |
10.0 |
40.0% |
56.0 |
ATR |
42.6 |
44.9 |
2.3 |
5.4% |
0.0 |
Volume |
4,331 |
83,372 |
79,041 |
1,825.0% |
30,834 |
|
Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,309.3 |
3,288.7 |
3,217.3 |
|
R3 |
3,274.3 |
3,253.7 |
3,207.6 |
|
R2 |
3,239.3 |
3,239.3 |
3,204.4 |
|
R1 |
3,218.7 |
3,218.7 |
3,201.2 |
3,211.5 |
PP |
3,204.3 |
3,204.3 |
3,204.3 |
3,200.8 |
S1 |
3,183.7 |
3,183.7 |
3,194.8 |
3,176.5 |
S2 |
3,169.3 |
3,169.3 |
3,191.6 |
|
S3 |
3,134.3 |
3,148.7 |
3,188.4 |
|
S4 |
3,099.3 |
3,113.7 |
3,178.8 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,323.3 |
3,292.7 |
3,180.8 |
|
R3 |
3,267.3 |
3,236.7 |
3,165.4 |
|
R2 |
3,211.3 |
3,211.3 |
3,160.3 |
|
R1 |
3,180.7 |
3,180.7 |
3,155.1 |
3,196.0 |
PP |
3,155.3 |
3,155.3 |
3,155.3 |
3,163.0 |
S1 |
3,124.7 |
3,124.7 |
3,144.9 |
3,140.0 |
S2 |
3,099.3 |
3,099.3 |
3,139.7 |
|
S3 |
3,043.3 |
3,068.7 |
3,134.6 |
|
S4 |
2,987.3 |
3,012.7 |
3,119.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,225.0 |
3,132.0 |
93.0 |
2.9% |
33.0 |
1.0% |
71% |
True |
False |
22,672 |
10 |
3,225.0 |
3,082.0 |
143.0 |
4.5% |
32.4 |
1.0% |
81% |
True |
False |
18,564 |
20 |
3,240.0 |
3,082.0 |
158.0 |
4.9% |
38.4 |
1.2% |
73% |
False |
False |
18,199 |
40 |
3,306.0 |
3,073.0 |
233.0 |
7.3% |
46.1 |
1.4% |
54% |
False |
False |
14,170 |
60 |
3,429.0 |
3,073.0 |
356.0 |
11.1% |
39.6 |
1.2% |
35% |
False |
False |
10,643 |
80 |
3,431.0 |
3,073.0 |
358.0 |
11.2% |
35.2 |
1.1% |
35% |
False |
False |
8,240 |
100 |
3,495.0 |
3,073.0 |
422.0 |
13.2% |
31.8 |
1.0% |
30% |
False |
False |
6,601 |
120 |
3,495.0 |
3,073.0 |
422.0 |
13.2% |
29.6 |
0.9% |
30% |
False |
False |
5,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,373.8 |
2.618 |
3,316.6 |
1.618 |
3,281.6 |
1.000 |
3,260.0 |
0.618 |
3,246.6 |
HIGH |
3,225.0 |
0.618 |
3,211.6 |
0.500 |
3,207.5 |
0.382 |
3,203.4 |
LOW |
3,190.0 |
0.618 |
3,168.4 |
1.000 |
3,155.0 |
1.618 |
3,133.4 |
2.618 |
3,098.4 |
4.250 |
3,041.3 |
|
|
Fisher Pivots for day following 03-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,207.5 |
3,192.7 |
PP |
3,204.3 |
3,187.3 |
S1 |
3,201.2 |
3,182.0 |
|