| 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 |
6,931.00 |
7,040.50 |
109.50 |
1.6% |
6,561.75 |
| High |
6,995.00 |
7,169.00 |
174.00 |
2.5% |
6,995.00 |
| Low |
6,902.50 |
7,040.50 |
138.00 |
2.0% |
6,560.00 |
| Close |
6,978.50 |
7,087.75 |
109.25 |
1.6% |
6,978.50 |
| Range |
92.50 |
128.50 |
36.00 |
38.9% |
435.00 |
| ATR |
168.18 |
169.77 |
1.59 |
0.9% |
0.00 |
| Volume |
1,382 |
2,866 |
1,484 |
107.4% |
12,201 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,484.50 |
7,414.75 |
7,158.50 |
|
| R3 |
7,356.00 |
7,286.25 |
7,123.00 |
|
| R2 |
7,227.50 |
7,227.50 |
7,111.25 |
|
| R1 |
7,157.75 |
7,157.75 |
7,099.50 |
7,192.50 |
| PP |
7,099.00 |
7,099.00 |
7,099.00 |
7,116.50 |
| S1 |
7,029.25 |
7,029.25 |
7,076.00 |
7,064.00 |
| S2 |
6,970.50 |
6,970.50 |
7,064.25 |
|
| S3 |
6,842.00 |
6,900.75 |
7,052.50 |
|
| S4 |
6,713.50 |
6,772.25 |
7,017.00 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,149.50 |
7,999.00 |
7,217.75 |
|
| R3 |
7,714.50 |
7,564.00 |
7,098.00 |
|
| R2 |
7,279.50 |
7,279.50 |
7,058.25 |
|
| R1 |
7,129.00 |
7,129.00 |
7,018.50 |
7,204.25 |
| PP |
6,844.50 |
6,844.50 |
6,844.50 |
6,882.00 |
| S1 |
6,694.00 |
6,694.00 |
6,938.50 |
6,769.25 |
| S2 |
6,409.50 |
6,409.50 |
6,898.75 |
|
| S3 |
5,974.50 |
6,259.00 |
6,859.00 |
|
| S4 |
5,539.50 |
5,824.00 |
6,739.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,169.00 |
6,643.75 |
525.25 |
7.4% |
128.00 |
1.8% |
85% |
True |
False |
2,763 |
| 10 |
7,169.00 |
6,479.25 |
689.75 |
9.7% |
156.75 |
2.2% |
88% |
True |
False |
2,686 |
| 20 |
7,262.00 |
6,479.25 |
782.75 |
11.0% |
163.00 |
2.3% |
78% |
False |
False |
2,088 |
| 40 |
7,492.75 |
6,479.25 |
1,013.50 |
14.3% |
192.50 |
2.7% |
60% |
False |
False |
2,025 |
| 60 |
7,765.00 |
6,479.25 |
1,285.75 |
18.1% |
160.75 |
2.3% |
47% |
False |
False |
1,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,715.00 |
|
2.618 |
7,505.50 |
|
1.618 |
7,377.00 |
|
1.000 |
7,297.50 |
|
0.618 |
7,248.50 |
|
HIGH |
7,169.00 |
|
0.618 |
7,120.00 |
|
0.500 |
7,104.75 |
|
0.382 |
7,089.50 |
|
LOW |
7,040.50 |
|
0.618 |
6,961.00 |
|
1.000 |
6,912.00 |
|
1.618 |
6,832.50 |
|
2.618 |
6,704.00 |
|
4.250 |
6,494.50 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,104.75 |
7,065.50 |
| PP |
7,099.00 |
7,043.50 |
| S1 |
7,093.50 |
7,021.50 |
|