| 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 |
6,858.00 |
6,859.25 |
1.25 |
0.0% |
7,040.50 |
| High |
6,880.75 |
6,881.00 |
0.25 |
0.0% |
7,169.00 |
| Low |
6,657.75 |
6,620.75 |
-37.00 |
-0.6% |
6,620.75 |
| Close |
6,851.00 |
6,648.75 |
-202.25 |
-3.0% |
6,648.75 |
| Range |
223.00 |
260.25 |
37.25 |
16.7% |
548.25 |
| ATR |
173.02 |
179.26 |
6.23 |
3.6% |
0.00 |
| Volume |
8,011 |
5,631 |
-2,380 |
-29.7% |
17,572 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,497.50 |
7,333.50 |
6,792.00 |
|
| R3 |
7,237.25 |
7,073.25 |
6,720.25 |
|
| R2 |
6,977.00 |
6,977.00 |
6,696.50 |
|
| R1 |
6,813.00 |
6,813.00 |
6,672.50 |
6,765.00 |
| PP |
6,716.75 |
6,716.75 |
6,716.75 |
6,692.75 |
| S1 |
6,552.75 |
6,552.75 |
6,625.00 |
6,504.50 |
| S2 |
6,456.50 |
6,456.50 |
6,601.00 |
|
| S3 |
6,196.25 |
6,292.50 |
6,577.25 |
|
| S4 |
5,936.00 |
6,032.25 |
6,505.50 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,457.50 |
8,101.50 |
6,950.25 |
|
| R3 |
7,909.25 |
7,553.25 |
6,799.50 |
|
| R2 |
7,361.00 |
7,361.00 |
6,749.25 |
|
| R1 |
7,005.00 |
7,005.00 |
6,699.00 |
6,909.00 |
| PP |
6,812.75 |
6,812.75 |
6,812.75 |
6,764.75 |
| S1 |
6,456.75 |
6,456.75 |
6,598.50 |
6,360.50 |
| S2 |
6,264.50 |
6,264.50 |
6,548.25 |
|
| S3 |
5,716.25 |
5,908.50 |
6,498.00 |
|
| S4 |
5,168.00 |
5,360.25 |
6,347.25 |
|
|
| 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 |
6,620.75 |
548.25 |
8.2% |
189.75 |
2.9% |
5% |
False |
True |
3,514 |
| 10 |
7,169.00 |
6,560.00 |
609.00 |
9.2% |
162.50 |
2.4% |
15% |
False |
False |
2,977 |
| 20 |
7,197.25 |
6,479.25 |
718.00 |
10.8% |
174.00 |
2.6% |
24% |
False |
False |
2,571 |
| 40 |
7,403.25 |
6,479.25 |
924.00 |
13.9% |
190.00 |
2.9% |
18% |
False |
False |
2,148 |
| 60 |
7,765.00 |
6,479.25 |
1,285.75 |
19.3% |
168.50 |
2.5% |
13% |
False |
False |
1,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,987.00 |
|
2.618 |
7,562.25 |
|
1.618 |
7,302.00 |
|
1.000 |
7,141.25 |
|
0.618 |
7,041.75 |
|
HIGH |
6,881.00 |
|
0.618 |
6,781.50 |
|
0.500 |
6,751.00 |
|
0.382 |
6,720.25 |
|
LOW |
6,620.75 |
|
0.618 |
6,460.00 |
|
1.000 |
6,360.50 |
|
1.618 |
6,199.75 |
|
2.618 |
5,939.50 |
|
4.250 |
5,514.75 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,751.00 |
6,754.50 |
| PP |
6,716.75 |
6,719.25 |
| S1 |
6,682.75 |
6,684.00 |
|