| 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 |
2,747.75 |
2,792.00 |
44.25 |
1.6% |
2,639.25 |
| High |
2,770.00 |
2,819.00 |
49.00 |
1.8% |
2,770.00 |
| Low |
2,734.50 |
2,779.00 |
44.50 |
1.6% |
2,633.50 |
| Close |
2,763.50 |
2,796.00 |
32.50 |
1.2% |
2,763.50 |
| Range |
35.50 |
40.00 |
4.50 |
12.7% |
136.50 |
| ATR |
47.66 |
48.22 |
0.56 |
1.2% |
0.00 |
| Volume |
20,018 |
21,402 |
1,384 |
6.9% |
97,003 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.00 |
2,897.00 |
2,818.00 |
|
| R3 |
2,878.00 |
2,857.00 |
2,807.00 |
|
| R2 |
2,838.00 |
2,838.00 |
2,803.25 |
|
| R1 |
2,817.00 |
2,817.00 |
2,799.75 |
2,827.50 |
| PP |
2,798.00 |
2,798.00 |
2,798.00 |
2,803.25 |
| S1 |
2,777.00 |
2,777.00 |
2,792.25 |
2,787.50 |
| S2 |
2,758.00 |
2,758.00 |
2,788.75 |
|
| S3 |
2,718.00 |
2,737.00 |
2,785.00 |
|
| S4 |
2,678.00 |
2,697.00 |
2,774.00 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.75 |
3,084.25 |
2,838.50 |
|
| R3 |
2,995.25 |
2,947.75 |
2,801.00 |
|
| R2 |
2,858.75 |
2,858.75 |
2,788.50 |
|
| R1 |
2,811.25 |
2,811.25 |
2,776.00 |
2,835.00 |
| PP |
2,722.25 |
2,722.25 |
2,722.25 |
2,734.25 |
| S1 |
2,674.75 |
2,674.75 |
2,751.00 |
2,698.50 |
| S2 |
2,585.75 |
2,585.75 |
2,738.50 |
|
| S3 |
2,449.25 |
2,538.25 |
2,726.00 |
|
| S4 |
2,312.75 |
2,401.75 |
2,688.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,819.00 |
2,660.00 |
159.00 |
5.7% |
40.50 |
1.5% |
86% |
True |
False |
21,303 |
| 10 |
2,819.00 |
2,630.75 |
188.25 |
6.7% |
45.00 |
1.6% |
88% |
True |
False |
15,623 |
| 20 |
2,824.50 |
2,630.75 |
193.75 |
6.9% |
46.75 |
1.7% |
85% |
False |
False |
14,805 |
| 40 |
2,908.50 |
2,609.50 |
299.00 |
10.7% |
53.25 |
1.9% |
62% |
False |
False |
14,329 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.4% |
42.75 |
1.5% |
54% |
False |
False |
11,252 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.4% |
37.00 |
1.3% |
54% |
False |
False |
8,616 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.4% |
33.00 |
1.2% |
54% |
False |
False |
6,919 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.4% |
31.75 |
1.1% |
54% |
False |
False |
6,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,989.00 |
|
2.618 |
2,923.75 |
|
1.618 |
2,883.75 |
|
1.000 |
2,859.00 |
|
0.618 |
2,843.75 |
|
HIGH |
2,819.00 |
|
0.618 |
2,803.75 |
|
0.500 |
2,799.00 |
|
0.382 |
2,794.25 |
|
LOW |
2,779.00 |
|
0.618 |
2,754.25 |
|
1.000 |
2,739.00 |
|
1.618 |
2,714.25 |
|
2.618 |
2,674.25 |
|
4.250 |
2,609.00 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,799.00 |
2,788.50 |
| PP |
2,798.00 |
2,781.25 |
| S1 |
2,797.00 |
2,774.00 |
|