| 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 |
6,825.25 |
6,858.00 |
32.75 |
0.5% |
6,561.75 |
| High |
6,888.50 |
6,880.75 |
-7.75 |
-0.1% |
6,995.00 |
| Low |
6,824.00 |
6,657.75 |
-166.25 |
-2.4% |
6,560.00 |
| Close |
6,831.75 |
6,851.00 |
19.25 |
0.3% |
6,978.50 |
| Range |
64.50 |
223.00 |
158.50 |
245.7% |
435.00 |
| ATR |
169.18 |
173.02 |
3.84 |
2.3% |
0.00 |
| Volume |
532 |
8,011 |
7,479 |
1,405.8% |
12,201 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,465.50 |
7,381.25 |
6,973.75 |
|
| R3 |
7,242.50 |
7,158.25 |
6,912.25 |
|
| R2 |
7,019.50 |
7,019.50 |
6,892.00 |
|
| R1 |
6,935.25 |
6,935.25 |
6,871.50 |
6,866.00 |
| PP |
6,796.50 |
6,796.50 |
6,796.50 |
6,761.75 |
| S1 |
6,712.25 |
6,712.25 |
6,830.50 |
6,643.00 |
| S2 |
6,573.50 |
6,573.50 |
6,810.00 |
|
| S3 |
6,350.50 |
6,489.25 |
6,789.75 |
|
| S4 |
6,127.50 |
6,266.25 |
6,728.25 |
|
|
| 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 |
6,657.75 |
511.25 |
7.5% |
156.25 |
2.3% |
38% |
False |
True |
2,664 |
| 10 |
7,169.00 |
6,525.50 |
643.50 |
9.4% |
147.00 |
2.1% |
51% |
False |
False |
2,505 |
| 20 |
7,262.00 |
6,479.25 |
782.75 |
11.4% |
165.75 |
2.4% |
47% |
False |
False |
2,350 |
| 40 |
7,403.25 |
6,479.25 |
924.00 |
13.5% |
189.25 |
2.8% |
40% |
False |
False |
2,111 |
| 60 |
7,765.00 |
6,479.25 |
1,285.75 |
18.8% |
165.75 |
2.4% |
29% |
False |
False |
1,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,828.50 |
|
2.618 |
7,464.50 |
|
1.618 |
7,241.50 |
|
1.000 |
7,103.75 |
|
0.618 |
7,018.50 |
|
HIGH |
6,880.75 |
|
0.618 |
6,795.50 |
|
0.500 |
6,769.25 |
|
0.382 |
6,743.00 |
|
LOW |
6,657.75 |
|
0.618 |
6,520.00 |
|
1.000 |
6,434.75 |
|
1.618 |
6,297.00 |
|
2.618 |
6,074.00 |
|
4.250 |
5,710.00 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,823.75 |
6,872.00 |
| PP |
6,796.50 |
6,865.00 |
| S1 |
6,769.25 |
6,858.00 |
|