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 |
3,139.0 |
3,099.0 |
-40.0 |
-1.3% |
3,130.0 |
High |
3,152.0 |
3,105.0 |
-47.0 |
-1.5% |
3,186.0 |
Low |
3,127.0 |
3,013.0 |
-114.0 |
-3.6% |
3,130.0 |
Close |
3,132.0 |
3,016.0 |
-116.0 |
-3.7% |
3,150.0 |
Range |
25.0 |
92.0 |
67.0 |
268.0% |
56.0 |
ATR |
47.1 |
52.3 |
5.1 |
10.9% |
0.0 |
Volume |
176,468 |
78,058 |
-98,410 |
-55.8% |
30,834 |
|
Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,320.7 |
3,260.3 |
3,066.6 |
|
R3 |
3,228.7 |
3,168.3 |
3,041.3 |
|
R2 |
3,136.7 |
3,136.7 |
3,032.9 |
|
R1 |
3,076.3 |
3,076.3 |
3,024.4 |
3,060.5 |
PP |
3,044.7 |
3,044.7 |
3,044.7 |
3,036.8 |
S1 |
2,984.3 |
2,984.3 |
3,007.6 |
2,968.5 |
S2 |
2,952.7 |
2,952.7 |
2,999.1 |
|
S3 |
2,860.7 |
2,892.3 |
2,990.7 |
|
S4 |
2,768.7 |
2,800.3 |
2,965.4 |
|
|
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 |
3,013.0 |
212.0 |
7.0% |
50.4 |
1.7% |
1% |
False |
True |
72,505 |
10 |
3,225.0 |
3,013.0 |
212.0 |
7.0% |
41.7 |
1.4% |
1% |
False |
True |
40,484 |
20 |
3,226.0 |
3,013.0 |
213.0 |
7.1% |
43.2 |
1.4% |
1% |
False |
True |
30,808 |
40 |
3,258.0 |
3,013.0 |
245.0 |
8.1% |
45.7 |
1.5% |
1% |
False |
True |
18,530 |
60 |
3,429.0 |
3,013.0 |
416.0 |
13.8% |
41.8 |
1.4% |
1% |
False |
True |
15,193 |
80 |
3,431.0 |
3,013.0 |
418.0 |
13.9% |
36.7 |
1.2% |
1% |
False |
True |
11,669 |
100 |
3,495.0 |
3,013.0 |
482.0 |
16.0% |
33.2 |
1.1% |
1% |
False |
True |
9,349 |
120 |
3,495.0 |
3,013.0 |
482.0 |
16.0% |
30.5 |
1.0% |
1% |
False |
True |
7,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,496.0 |
2.618 |
3,345.9 |
1.618 |
3,253.9 |
1.000 |
3,197.0 |
0.618 |
3,161.9 |
HIGH |
3,105.0 |
0.618 |
3,069.9 |
0.500 |
3,059.0 |
0.382 |
3,048.1 |
LOW |
3,013.0 |
0.618 |
2,956.1 |
1.000 |
2,921.0 |
1.618 |
2,864.1 |
2.618 |
2,772.1 |
4.250 |
2,622.0 |
|
|
Fisher Pivots for day following 06-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
3,059.0 |
3,103.0 |
PP |
3,044.7 |
3,074.0 |
S1 |
3,030.3 |
3,045.0 |
|