| 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 |
7,040.50 |
7,086.50 |
46.00 |
0.7% |
6,561.75 |
| High |
7,169.00 |
7,086.50 |
-82.50 |
-1.2% |
6,995.00 |
| Low |
7,040.50 |
6,813.50 |
-227.00 |
-3.2% |
6,560.00 |
| Close |
7,087.75 |
6,831.75 |
-256.00 |
-3.6% |
6,978.50 |
| Range |
128.50 |
273.00 |
144.50 |
112.5% |
435.00 |
| ATR |
169.77 |
177.23 |
7.46 |
4.4% |
0.00 |
| Volume |
2,866 |
532 |
-2,334 |
-81.4% |
12,201 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,729.50 |
7,553.75 |
6,982.00 |
|
| R3 |
7,456.50 |
7,280.75 |
6,906.75 |
|
| R2 |
7,183.50 |
7,183.50 |
6,881.75 |
|
| R1 |
7,007.75 |
7,007.75 |
6,856.75 |
6,959.00 |
| PP |
6,910.50 |
6,910.50 |
6,910.50 |
6,886.25 |
| S1 |
6,734.75 |
6,734.75 |
6,806.75 |
6,686.00 |
| S2 |
6,637.50 |
6,637.50 |
6,781.75 |
|
| S3 |
6,364.50 |
6,461.75 |
6,756.75 |
|
| S4 |
6,091.50 |
6,188.75 |
6,681.50 |
|
|
| 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 |
6,738.50 |
430.50 |
6.3% |
161.00 |
2.4% |
22% |
False |
False |
2,393 |
| 10 |
7,169.00 |
6,479.25 |
689.75 |
10.1% |
153.75 |
2.3% |
51% |
False |
False |
2,422 |
| 20 |
7,262.00 |
6,479.25 |
782.75 |
11.5% |
170.25 |
2.5% |
45% |
False |
False |
2,055 |
| 40 |
7,492.75 |
6,479.25 |
1,013.50 |
14.8% |
195.25 |
2.9% |
35% |
False |
False |
2,008 |
| 60 |
7,765.00 |
6,479.25 |
1,285.75 |
18.8% |
164.25 |
2.4% |
27% |
False |
False |
1,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,246.75 |
|
2.618 |
7,801.25 |
|
1.618 |
7,528.25 |
|
1.000 |
7,359.50 |
|
0.618 |
7,255.25 |
|
HIGH |
7,086.50 |
|
0.618 |
6,982.25 |
|
0.500 |
6,950.00 |
|
0.382 |
6,917.75 |
|
LOW |
6,813.50 |
|
0.618 |
6,644.75 |
|
1.000 |
6,540.50 |
|
1.618 |
6,371.75 |
|
2.618 |
6,098.75 |
|
4.250 |
5,653.25 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,950.00 |
6,991.25 |
| PP |
6,910.50 |
6,938.00 |
| S1 |
6,871.25 |
6,885.00 |
|