| 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 |
11,037.0 |
10,922.0 |
-115.0 |
-1.0% |
11,543.5 |
| High |
11,077.5 |
10,922.0 |
-155.5 |
-1.4% |
11,558.0 |
| Low |
10,750.0 |
10,675.5 |
-74.5 |
-0.7% |
10,675.5 |
| Close |
10,754.5 |
10,809.0 |
54.5 |
0.5% |
10,809.0 |
| Range |
327.5 |
246.5 |
-81.0 |
-24.7% |
882.5 |
| ATR |
201.7 |
204.9 |
3.2 |
1.6% |
0.0 |
| Volume |
980 |
1,485 |
505 |
51.5% |
6,098 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,541.7 |
11,421.8 |
10,944.6 |
|
| R3 |
11,295.2 |
11,175.3 |
10,876.8 |
|
| R2 |
11,048.7 |
11,048.7 |
10,854.2 |
|
| R1 |
10,928.8 |
10,928.8 |
10,831.6 |
10,865.5 |
| PP |
10,802.2 |
10,802.2 |
10,802.2 |
10,770.5 |
| S1 |
10,682.3 |
10,682.3 |
10,786.4 |
10,619.0 |
| S2 |
10,555.7 |
10,555.7 |
10,763.8 |
|
| S3 |
10,309.2 |
10,435.8 |
10,741.2 |
|
| S4 |
10,062.7 |
10,189.3 |
10,673.4 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,661.7 |
13,117.8 |
11,294.4 |
|
| R3 |
12,779.2 |
12,235.3 |
11,051.7 |
|
| R2 |
11,896.7 |
11,896.7 |
10,970.8 |
|
| R1 |
11,352.8 |
11,352.8 |
10,889.9 |
11,183.5 |
| PP |
11,014.2 |
11,014.2 |
11,014.2 |
10,929.5 |
| S1 |
10,470.3 |
10,470.3 |
10,728.1 |
10,301.0 |
| S2 |
10,131.7 |
10,131.7 |
10,647.2 |
|
| S3 |
9,249.2 |
9,587.8 |
10,566.3 |
|
| S4 |
8,366.7 |
8,705.3 |
10,323.6 |
|
|
| 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 |
10,675.5 |
882.5 |
8.2% |
212.6 |
2.0% |
15% |
False |
True |
1,219 |
| 10 |
11,558.0 |
10,675.5 |
882.5 |
8.2% |
170.9 |
1.6% |
15% |
False |
True |
775 |
| 20 |
11,568.0 |
10,675.5 |
892.5 |
8.3% |
177.3 |
1.6% |
15% |
False |
True |
483 |
| 40 |
11,814.5 |
10,675.5 |
1,139.0 |
10.5% |
171.3 |
1.6% |
12% |
False |
True |
350 |
| 60 |
12,436.0 |
10,675.5 |
1,760.5 |
16.3% |
159.5 |
1.5% |
8% |
False |
True |
299 |
| 80 |
12,542.0 |
10,675.5 |
1,866.5 |
17.3% |
138.6 |
1.3% |
7% |
False |
True |
257 |
| 100 |
12,840.5 |
10,675.5 |
2,165.0 |
20.0% |
118.5 |
1.1% |
6% |
False |
True |
207 |
| 120 |
12,840.5 |
10,675.5 |
2,165.0 |
20.0% |
102.7 |
1.0% |
6% |
False |
True |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,969.6 |
|
2.618 |
11,567.3 |
|
1.618 |
11,320.8 |
|
1.000 |
11,168.5 |
|
0.618 |
11,074.3 |
|
HIGH |
10,922.0 |
|
0.618 |
10,827.8 |
|
0.500 |
10,798.8 |
|
0.382 |
10,769.7 |
|
LOW |
10,675.5 |
|
0.618 |
10,523.2 |
|
1.000 |
10,429.0 |
|
1.618 |
10,276.7 |
|
2.618 |
10,030.2 |
|
4.250 |
9,627.9 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,805.6 |
10,960.3 |
| PP |
10,802.2 |
10,909.8 |
| S1 |
10,798.8 |
10,859.4 |
|