| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
11,405.0 |
11,228.5 |
-176.5 |
-1.5% |
11,237.5 |
| High |
11,426.5 |
11,245.0 |
-181.5 |
-1.6% |
11,420.0 |
| Low |
11,151.5 |
11,167.0 |
15.5 |
0.1% |
11,203.5 |
| Close |
11,321.0 |
11,186.0 |
-135.0 |
-1.2% |
11,242.5 |
| Range |
275.0 |
78.0 |
-197.0 |
-71.6% |
216.5 |
| ATR |
185.9 |
183.6 |
-2.3 |
-1.2% |
0.0 |
| Volume |
274 |
1,373 |
1,099 |
401.1% |
1,655 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,433.3 |
11,387.7 |
11,228.9 |
|
| R3 |
11,355.3 |
11,309.7 |
11,207.5 |
|
| R2 |
11,277.3 |
11,277.3 |
11,200.3 |
|
| R1 |
11,231.7 |
11,231.7 |
11,193.2 |
11,215.5 |
| PP |
11,199.3 |
11,199.3 |
11,199.3 |
11,191.3 |
| S1 |
11,153.7 |
11,153.7 |
11,178.9 |
11,137.5 |
| S2 |
11,121.3 |
11,121.3 |
11,171.7 |
|
| S3 |
11,043.3 |
11,075.7 |
11,164.6 |
|
| S4 |
10,965.3 |
10,997.7 |
11,143.1 |
|
|
| 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% |
140.7 |
1.3% |
8% |
False |
False |
904 |
| 10 |
11,558.0 |
11,102.0 |
456.0 |
4.1% |
136.0 |
1.2% |
18% |
False |
False |
593 |
| 20 |
11,608.5 |
11,000.0 |
608.5 |
5.4% |
159.9 |
1.4% |
31% |
False |
False |
367 |
| 40 |
11,814.5 |
11,000.0 |
814.5 |
7.3% |
169.3 |
1.5% |
23% |
False |
False |
297 |
| 60 |
12,436.0 |
11,000.0 |
1,436.0 |
12.8% |
152.6 |
1.4% |
13% |
False |
False |
266 |
| 80 |
12,542.0 |
11,000.0 |
1,542.0 |
13.8% |
134.5 |
1.2% |
12% |
False |
False |
226 |
| 100 |
12,840.5 |
11,000.0 |
1,840.5 |
16.5% |
113.0 |
1.0% |
10% |
False |
False |
183 |
| 120 |
12,840.5 |
11,000.0 |
1,840.5 |
16.5% |
97.9 |
0.9% |
10% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,576.5 |
|
2.618 |
11,449.2 |
|
1.618 |
11,371.2 |
|
1.000 |
11,323.0 |
|
0.618 |
11,293.2 |
|
HIGH |
11,245.0 |
|
0.618 |
11,215.2 |
|
0.500 |
11,206.0 |
|
0.382 |
11,196.8 |
|
LOW |
11,167.0 |
|
0.618 |
11,118.8 |
|
1.000 |
11,089.0 |
|
1.618 |
11,040.8 |
|
2.618 |
10,962.8 |
|
4.250 |
10,835.5 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,206.0 |
11,354.8 |
| PP |
11,199.3 |
11,298.5 |
| S1 |
11,192.7 |
11,242.3 |
|