| 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 |
11,228.5 |
11,037.0 |
-191.5 |
-1.7% |
11,237.5 |
| High |
11,245.0 |
11,077.5 |
-167.5 |
-1.5% |
11,420.0 |
| Low |
11,167.0 |
10,750.0 |
-417.0 |
-3.7% |
11,203.5 |
| Close |
11,186.0 |
10,754.5 |
-431.5 |
-3.9% |
11,242.5 |
| Range |
78.0 |
327.5 |
249.5 |
319.9% |
216.5 |
| ATR |
183.6 |
201.7 |
18.0 |
9.8% |
0.0 |
| Volume |
1,373 |
980 |
-393 |
-28.6% |
1,655 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,843.2 |
11,626.3 |
10,934.6 |
|
| R3 |
11,515.7 |
11,298.8 |
10,844.6 |
|
| R2 |
11,188.2 |
11,188.2 |
10,814.5 |
|
| R1 |
10,971.3 |
10,971.3 |
10,784.5 |
10,916.0 |
| PP |
10,860.7 |
10,860.7 |
10,860.7 |
10,833.0 |
| S1 |
10,643.8 |
10,643.8 |
10,724.5 |
10,588.5 |
| S2 |
10,533.2 |
10,533.2 |
10,694.5 |
|
| S3 |
10,205.7 |
10,316.3 |
10,664.4 |
|
| S4 |
9,878.2 |
9,988.8 |
10,574.4 |
|
|
| 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 |
10,750.0 |
808.0 |
7.5% |
185.0 |
1.7% |
1% |
False |
True |
1,078 |
| 10 |
11,558.0 |
10,750.0 |
808.0 |
7.5% |
154.6 |
1.4% |
1% |
False |
True |
643 |
| 20 |
11,568.0 |
10,750.0 |
818.0 |
7.6% |
170.4 |
1.6% |
1% |
False |
True |
413 |
| 40 |
11,814.5 |
10,750.0 |
1,064.5 |
9.9% |
171.1 |
1.6% |
0% |
False |
True |
317 |
| 60 |
12,436.0 |
10,750.0 |
1,686.0 |
15.7% |
157.1 |
1.5% |
0% |
False |
True |
278 |
| 80 |
12,542.0 |
10,750.0 |
1,792.0 |
16.7% |
136.0 |
1.3% |
0% |
False |
True |
239 |
| 100 |
12,840.5 |
10,750.0 |
2,090.5 |
19.4% |
116.3 |
1.1% |
0% |
False |
True |
192 |
| 120 |
12,840.5 |
10,750.0 |
2,090.5 |
19.4% |
100.7 |
0.9% |
0% |
False |
True |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,469.4 |
|
2.618 |
11,934.9 |
|
1.618 |
11,607.4 |
|
1.000 |
11,405.0 |
|
0.618 |
11,279.9 |
|
HIGH |
11,077.5 |
|
0.618 |
10,952.4 |
|
0.500 |
10,913.8 |
|
0.382 |
10,875.1 |
|
LOW |
10,750.0 |
|
0.618 |
10,547.6 |
|
1.000 |
10,422.5 |
|
1.618 |
10,220.1 |
|
2.618 |
9,892.6 |
|
4.250 |
9,358.1 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,913.8 |
11,088.3 |
| PP |
10,860.7 |
10,977.0 |
| S1 |
10,807.6 |
10,865.8 |
|