| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
3,099.0 |
3,066.0 |
-33.0 |
-1.1% |
3,211.0 |
| High |
3,105.0 |
3,079.0 |
-26.0 |
-0.8% |
3,225.0 |
| Low |
3,013.0 |
3,016.0 |
3.0 |
0.1% |
3,013.0 |
| Close |
3,016.0 |
3,048.0 |
32.0 |
1.1% |
3,048.0 |
| Range |
92.0 |
63.0 |
-29.0 |
-31.5% |
212.0 |
| ATR |
52.3 |
53.0 |
0.8 |
1.5% |
0.0 |
| Volume |
78,058 |
92,440 |
14,382 |
18.4% |
450,634 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.7 |
3,205.3 |
3,082.7 |
|
| R3 |
3,173.7 |
3,142.3 |
3,065.3 |
|
| R2 |
3,110.7 |
3,110.7 |
3,059.6 |
|
| R1 |
3,079.3 |
3,079.3 |
3,053.8 |
3,063.5 |
| PP |
3,047.7 |
3,047.7 |
3,047.7 |
3,039.8 |
| S1 |
3,016.3 |
3,016.3 |
3,042.2 |
3,000.5 |
| S2 |
2,984.7 |
2,984.7 |
3,036.5 |
|
| S3 |
2,921.7 |
2,953.3 |
3,030.7 |
|
| S4 |
2,858.7 |
2,890.3 |
3,013.4 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,731.3 |
3,601.7 |
3,164.6 |
|
| R3 |
3,519.3 |
3,389.7 |
3,106.3 |
|
| R2 |
3,307.3 |
3,307.3 |
3,086.9 |
|
| R1 |
3,177.7 |
3,177.7 |
3,067.4 |
3,136.5 |
| PP |
3,095.3 |
3,095.3 |
3,095.3 |
3,074.8 |
| S1 |
2,965.7 |
2,965.7 |
3,028.6 |
2,924.5 |
| S2 |
2,883.3 |
2,883.3 |
3,009.1 |
|
| S3 |
2,671.3 |
2,753.7 |
2,989.7 |
|
| S4 |
2,459.3 |
2,541.7 |
2,931.4 |
|
|
| 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% |
58.0 |
1.9% |
17% |
False |
False |
90,126 |
| 10 |
3,225.0 |
3,013.0 |
212.0 |
7.0% |
45.3 |
1.5% |
17% |
False |
False |
48,146 |
| 20 |
3,226.0 |
3,013.0 |
213.0 |
7.0% |
44.9 |
1.5% |
16% |
False |
False |
35,425 |
| 40 |
3,258.0 |
3,013.0 |
245.0 |
8.0% |
45.5 |
1.5% |
14% |
False |
False |
20,591 |
| 60 |
3,429.0 |
3,013.0 |
416.0 |
13.6% |
42.6 |
1.4% |
8% |
False |
False |
16,733 |
| 80 |
3,431.0 |
3,013.0 |
418.0 |
13.7% |
37.1 |
1.2% |
8% |
False |
False |
12,824 |
| 100 |
3,495.0 |
3,013.0 |
482.0 |
15.8% |
33.6 |
1.1% |
7% |
False |
False |
10,274 |
| 120 |
3,495.0 |
3,013.0 |
482.0 |
15.8% |
30.9 |
1.0% |
7% |
False |
False |
8,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,346.8 |
|
2.618 |
3,243.9 |
|
1.618 |
3,180.9 |
|
1.000 |
3,142.0 |
|
0.618 |
3,117.9 |
|
HIGH |
3,079.0 |
|
0.618 |
3,054.9 |
|
0.500 |
3,047.5 |
|
0.382 |
3,040.1 |
|
LOW |
3,016.0 |
|
0.618 |
2,977.1 |
|
1.000 |
2,953.0 |
|
1.618 |
2,914.1 |
|
2.618 |
2,851.1 |
|
4.250 |
2,748.3 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,047.8 |
3,082.5 |
| PP |
3,047.7 |
3,071.0 |
| S1 |
3,047.5 |
3,059.5 |
|