Trading Metrics calculated at close of trading on 05-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
3,190.0 |
3,139.0 |
-51.0 |
-1.6% |
3,130.0 |
High |
3,193.0 |
3,152.0 |
-41.0 |
-1.3% |
3,186.0 |
Low |
3,118.0 |
3,127.0 |
9.0 |
0.3% |
3,130.0 |
Close |
3,171.0 |
3,132.0 |
-39.0 |
-1.2% |
3,150.0 |
Range |
75.0 |
25.0 |
-50.0 |
-66.7% |
56.0 |
ATR |
47.4 |
47.1 |
-0.2 |
-0.5% |
0.0 |
Volume |
20,296 |
176,468 |
156,172 |
769.5% |
30,834 |
|
Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,212.0 |
3,197.0 |
3,145.8 |
|
R3 |
3,187.0 |
3,172.0 |
3,138.9 |
|
R2 |
3,162.0 |
3,162.0 |
3,136.6 |
|
R1 |
3,147.0 |
3,147.0 |
3,134.3 |
3,142.0 |
PP |
3,137.0 |
3,137.0 |
3,137.0 |
3,134.5 |
S1 |
3,122.0 |
3,122.0 |
3,129.7 |
3,117.0 |
S2 |
3,112.0 |
3,112.0 |
3,127.4 |
|
S3 |
3,087.0 |
3,097.0 |
3,125.1 |
|
S4 |
3,062.0 |
3,072.0 |
3,118.3 |
|
|
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% |
37.8 |
1.2% |
13% |
False |
False |
60,994 |
10 |
3,225.0 |
3,094.0 |
131.0 |
4.2% |
35.1 |
1.1% |
29% |
False |
False |
33,508 |
20 |
3,240.0 |
3,082.0 |
158.0 |
5.0% |
40.0 |
1.3% |
32% |
False |
False |
27,024 |
40 |
3,258.0 |
3,073.0 |
185.0 |
5.9% |
45.3 |
1.4% |
32% |
False |
False |
17,831 |
60 |
3,429.0 |
3,073.0 |
356.0 |
11.4% |
40.7 |
1.3% |
17% |
False |
False |
13,918 |
80 |
3,431.0 |
3,073.0 |
358.0 |
11.4% |
35.7 |
1.1% |
16% |
False |
False |
10,693 |
100 |
3,495.0 |
3,073.0 |
422.0 |
13.5% |
32.4 |
1.0% |
14% |
False |
False |
8,569 |
120 |
3,495.0 |
3,073.0 |
422.0 |
13.5% |
30.1 |
1.0% |
14% |
False |
False |
7,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,258.3 |
2.618 |
3,217.5 |
1.618 |
3,192.5 |
1.000 |
3,177.0 |
0.618 |
3,167.5 |
HIGH |
3,152.0 |
0.618 |
3,142.5 |
0.500 |
3,139.5 |
0.382 |
3,136.6 |
LOW |
3,127.0 |
0.618 |
3,111.6 |
1.000 |
3,102.0 |
1.618 |
3,086.6 |
2.618 |
3,061.6 |
4.250 |
3,020.8 |
|
|
Fisher Pivots for day following 05-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,139.5 |
3,171.5 |
PP |
3,137.0 |
3,158.3 |
S1 |
3,134.5 |
3,145.2 |
|