| 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 |
3,211.0 |
3,190.0 |
-21.0 |
-0.7% |
3,130.0 |
| High |
3,225.0 |
3,193.0 |
-32.0 |
-1.0% |
3,186.0 |
| Low |
3,190.0 |
3,118.0 |
-72.0 |
-2.3% |
3,130.0 |
| Close |
3,198.0 |
3,171.0 |
-27.0 |
-0.8% |
3,150.0 |
| Range |
35.0 |
75.0 |
40.0 |
114.3% |
56.0 |
| ATR |
44.9 |
47.4 |
2.5 |
5.6% |
0.0 |
| Volume |
83,372 |
20,296 |
-63,076 |
-75.7% |
30,834 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,385.7 |
3,353.3 |
3,212.3 |
|
| R3 |
3,310.7 |
3,278.3 |
3,191.6 |
|
| R2 |
3,235.7 |
3,235.7 |
3,184.8 |
|
| R1 |
3,203.3 |
3,203.3 |
3,177.9 |
3,182.0 |
| PP |
3,160.7 |
3,160.7 |
3,160.7 |
3,150.0 |
| S1 |
3,128.3 |
3,128.3 |
3,164.1 |
3,107.0 |
| S2 |
3,085.7 |
3,085.7 |
3,157.3 |
|
| S3 |
3,010.7 |
3,053.3 |
3,150.4 |
|
| S4 |
2,935.7 |
2,978.3 |
3,129.8 |
|
|
| 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 |
3,118.0 |
107.0 |
3.4% |
40.8 |
1.3% |
50% |
False |
True |
26,592 |
| 10 |
3,225.0 |
3,094.0 |
131.0 |
4.1% |
35.4 |
1.1% |
59% |
False |
False |
17,500 |
| 20 |
3,240.0 |
3,082.0 |
158.0 |
5.0% |
40.7 |
1.3% |
56% |
False |
False |
18,205 |
| 40 |
3,302.0 |
3,073.0 |
229.0 |
7.2% |
46.8 |
1.5% |
43% |
False |
False |
14,330 |
| 60 |
3,429.0 |
3,073.0 |
356.0 |
11.2% |
40.6 |
1.3% |
28% |
False |
False |
10,977 |
| 80 |
3,431.0 |
3,073.0 |
358.0 |
11.3% |
36.1 |
1.1% |
27% |
False |
False |
8,488 |
| 100 |
3,495.0 |
3,073.0 |
422.0 |
13.3% |
32.2 |
1.0% |
23% |
False |
False |
6,804 |
| 120 |
3,495.0 |
3,073.0 |
422.0 |
13.3% |
30.0 |
0.9% |
23% |
False |
False |
5,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,511.8 |
|
2.618 |
3,389.4 |
|
1.618 |
3,314.4 |
|
1.000 |
3,268.0 |
|
0.618 |
3,239.4 |
|
HIGH |
3,193.0 |
|
0.618 |
3,164.4 |
|
0.500 |
3,155.5 |
|
0.382 |
3,146.7 |
|
LOW |
3,118.0 |
|
0.618 |
3,071.7 |
|
1.000 |
3,043.0 |
|
1.618 |
2,996.7 |
|
2.618 |
2,921.7 |
|
4.250 |
2,799.3 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,165.8 |
3,171.5 |
| PP |
3,160.7 |
3,171.3 |
| S1 |
3,155.5 |
3,171.2 |
|