| 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 |
2,704.25 |
2,718.50 |
14.25 |
0.5% |
2,639.25 |
| High |
2,725.75 |
2,718.75 |
-7.00 |
-0.3% |
2,770.00 |
| Low |
2,702.25 |
2,625.50 |
-76.75 |
-2.8% |
2,633.50 |
| Close |
2,706.50 |
2,695.50 |
-11.00 |
-0.4% |
2,763.50 |
| Range |
23.50 |
93.25 |
69.75 |
296.8% |
136.50 |
| ATR |
49.59 |
52.71 |
3.12 |
6.3% |
0.00 |
| Volume |
5,100 |
82,478 |
77,378 |
1,517.2% |
97,003 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.75 |
2,920.75 |
2,746.75 |
|
| R3 |
2,866.50 |
2,827.50 |
2,721.25 |
|
| R2 |
2,773.25 |
2,773.25 |
2,712.50 |
|
| R1 |
2,734.25 |
2,734.25 |
2,704.00 |
2,707.00 |
| PP |
2,680.00 |
2,680.00 |
2,680.00 |
2,666.25 |
| S1 |
2,641.00 |
2,641.00 |
2,687.00 |
2,614.00 |
| S2 |
2,586.75 |
2,586.75 |
2,678.50 |
|
| S3 |
2,493.50 |
2,547.75 |
2,669.75 |
|
| S4 |
2,400.25 |
2,454.50 |
2,644.25 |
|
|
| 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 |
2,625.50 |
193.50 |
7.2% |
57.50 |
2.1% |
36% |
False |
True |
26,819 |
| 10 |
2,819.00 |
2,625.50 |
193.50 |
7.2% |
49.25 |
1.8% |
36% |
False |
True |
21,492 |
| 20 |
2,824.50 |
2,625.50 |
199.00 |
7.4% |
50.50 |
1.9% |
35% |
False |
True |
17,464 |
| 40 |
2,831.50 |
2,609.50 |
222.00 |
8.2% |
54.25 |
2.0% |
39% |
False |
False |
15,651 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
45.25 |
1.7% |
25% |
False |
False |
12,749 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
39.00 |
1.4% |
25% |
False |
False |
9,772 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
34.75 |
1.3% |
25% |
False |
False |
7,841 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
33.00 |
1.2% |
25% |
False |
False |
6,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,115.00 |
|
2.618 |
2,963.00 |
|
1.618 |
2,869.75 |
|
1.000 |
2,812.00 |
|
0.618 |
2,776.50 |
|
HIGH |
2,718.75 |
|
0.618 |
2,683.25 |
|
0.500 |
2,672.00 |
|
0.382 |
2,661.00 |
|
LOW |
2,625.50 |
|
0.618 |
2,567.75 |
|
1.000 |
2,532.25 |
|
1.618 |
2,474.50 |
|
2.618 |
2,381.25 |
|
4.250 |
2,229.25 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,687.75 |
2,710.50 |
| PP |
2,680.00 |
2,705.50 |
| S1 |
2,672.00 |
2,700.50 |
|