| 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 |
2,718.50 |
2,698.75 |
-19.75 |
-0.7% |
2,792.00 |
| High |
2,718.75 |
2,713.75 |
-5.00 |
-0.2% |
2,819.00 |
| Low |
2,625.50 |
2,627.25 |
1.75 |
0.1% |
2,625.50 |
| Close |
2,695.50 |
2,640.00 |
-55.50 |
-2.1% |
2,640.00 |
| Range |
93.25 |
86.50 |
-6.75 |
-7.2% |
193.50 |
| ATR |
52.71 |
55.12 |
2.41 |
4.6% |
0.00 |
| Volume |
82,478 |
61,064 |
-21,414 |
-26.0% |
175,144 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.75 |
2,866.50 |
2,687.50 |
|
| R3 |
2,833.25 |
2,780.00 |
2,663.75 |
|
| R2 |
2,746.75 |
2,746.75 |
2,655.75 |
|
| R1 |
2,693.50 |
2,693.50 |
2,648.00 |
2,677.00 |
| PP |
2,660.25 |
2,660.25 |
2,660.25 |
2,652.00 |
| S1 |
2,607.00 |
2,607.00 |
2,632.00 |
2,590.50 |
| S2 |
2,573.75 |
2,573.75 |
2,624.25 |
|
| S3 |
2,487.25 |
2,520.50 |
2,616.25 |
|
| S4 |
2,400.75 |
2,434.00 |
2,592.50 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,275.25 |
3,151.25 |
2,746.50 |
|
| R3 |
3,081.75 |
2,957.75 |
2,693.25 |
|
| R2 |
2,888.25 |
2,888.25 |
2,675.50 |
|
| R1 |
2,764.25 |
2,764.25 |
2,657.75 |
2,729.50 |
| PP |
2,694.75 |
2,694.75 |
2,694.75 |
2,677.50 |
| S1 |
2,570.75 |
2,570.75 |
2,622.25 |
2,536.00 |
| S2 |
2,501.25 |
2,501.25 |
2,604.50 |
|
| S3 |
2,307.75 |
2,377.25 |
2,586.75 |
|
| S4 |
2,114.25 |
2,183.75 |
2,533.50 |
|
|
| 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 |
7.3% |
67.50 |
2.6% |
7% |
False |
False |
35,028 |
| 10 |
2,819.00 |
2,625.50 |
193.50 |
7.3% |
55.00 |
2.1% |
7% |
False |
False |
27,214 |
| 20 |
2,819.00 |
2,625.50 |
193.50 |
7.3% |
53.75 |
2.0% |
7% |
False |
False |
20,198 |
| 40 |
2,831.50 |
2,609.50 |
222.00 |
8.4% |
54.25 |
2.1% |
14% |
False |
False |
16,665 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
46.50 |
1.8% |
9% |
False |
False |
13,750 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
39.50 |
1.5% |
9% |
False |
False |
10,529 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
35.50 |
1.3% |
9% |
False |
False |
8,451 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
33.50 |
1.3% |
9% |
False |
False |
7,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,081.50 |
|
2.618 |
2,940.25 |
|
1.618 |
2,853.75 |
|
1.000 |
2,800.25 |
|
0.618 |
2,767.25 |
|
HIGH |
2,713.75 |
|
0.618 |
2,680.75 |
|
0.500 |
2,670.50 |
|
0.382 |
2,660.25 |
|
LOW |
2,627.25 |
|
0.618 |
2,573.75 |
|
1.000 |
2,540.75 |
|
1.618 |
2,487.25 |
|
2.618 |
2,400.75 |
|
4.250 |
2,259.50 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,670.50 |
2,675.50 |
| PP |
2,660.25 |
2,663.75 |
| S1 |
2,650.25 |
2,652.00 |
|