| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
11,543.5 |
11,405.0 |
-138.5 |
-1.2% |
11,237.5 |
| High |
11,558.0 |
11,426.5 |
-131.5 |
-1.1% |
11,420.0 |
| Low |
11,422.0 |
11,151.5 |
-270.5 |
-2.4% |
11,203.5 |
| Close |
11,461.0 |
11,321.0 |
-140.0 |
-1.2% |
11,242.5 |
| Range |
136.0 |
275.0 |
139.0 |
102.2% |
216.5 |
| ATR |
176.4 |
185.9 |
9.5 |
5.4% |
0.0 |
| Volume |
1,986 |
274 |
-1,712 |
-86.2% |
1,655 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,124.7 |
11,997.8 |
11,472.3 |
|
| R3 |
11,849.7 |
11,722.8 |
11,396.6 |
|
| R2 |
11,574.7 |
11,574.7 |
11,371.4 |
|
| R1 |
11,447.8 |
11,447.8 |
11,346.2 |
11,373.8 |
| PP |
11,299.7 |
11,299.7 |
11,299.7 |
11,262.6 |
| S1 |
11,172.8 |
11,172.8 |
11,295.8 |
11,098.8 |
| S2 |
11,024.7 |
11,024.7 |
11,270.6 |
|
| S3 |
10,749.7 |
10,897.8 |
11,245.4 |
|
| S4 |
10,474.7 |
10,622.8 |
11,169.8 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,938.2 |
11,806.8 |
11,361.6 |
|
| R3 |
11,721.7 |
11,590.3 |
11,302.0 |
|
| R2 |
11,505.2 |
11,505.2 |
11,282.2 |
|
| R1 |
11,373.8 |
11,373.8 |
11,262.3 |
11,439.5 |
| PP |
11,288.7 |
11,288.7 |
11,288.7 |
11,321.5 |
| S1 |
11,157.3 |
11,157.3 |
11,222.7 |
11,223.0 |
| S2 |
11,072.2 |
11,072.2 |
11,202.8 |
|
| S3 |
10,855.7 |
10,940.8 |
11,183.0 |
|
| S4 |
10,639.2 |
10,724.3 |
11,123.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,558.0 |
11,151.5 |
406.5 |
3.6% |
151.6 |
1.3% |
42% |
False |
True |
674 |
| 10 |
11,558.0 |
11,102.0 |
456.0 |
4.0% |
141.0 |
1.2% |
48% |
False |
False |
463 |
| 20 |
11,632.0 |
11,000.0 |
632.0 |
5.6% |
162.3 |
1.4% |
51% |
False |
False |
303 |
| 40 |
11,973.0 |
11,000.0 |
973.0 |
8.6% |
176.1 |
1.6% |
33% |
False |
False |
269 |
| 60 |
12,436.0 |
11,000.0 |
1,436.0 |
12.7% |
152.7 |
1.3% |
22% |
False |
False |
248 |
| 80 |
12,542.0 |
11,000.0 |
1,542.0 |
13.6% |
135.3 |
1.2% |
21% |
False |
False |
210 |
| 100 |
12,840.5 |
11,000.0 |
1,840.5 |
16.3% |
112.2 |
1.0% |
17% |
False |
False |
169 |
| 120 |
12,840.5 |
11,000.0 |
1,840.5 |
16.3% |
97.3 |
0.9% |
17% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,595.3 |
|
2.618 |
12,146.5 |
|
1.618 |
11,871.5 |
|
1.000 |
11,701.5 |
|
0.618 |
11,596.5 |
|
HIGH |
11,426.5 |
|
0.618 |
11,321.5 |
|
0.500 |
11,289.0 |
|
0.382 |
11,256.6 |
|
LOW |
11,151.5 |
|
0.618 |
10,981.6 |
|
1.000 |
10,876.5 |
|
1.618 |
10,706.6 |
|
2.618 |
10,431.6 |
|
4.250 |
9,982.8 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,310.3 |
11,354.8 |
| PP |
11,299.7 |
11,343.5 |
| S1 |
11,289.0 |
11,332.3 |
|