| 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 |
1,233.3 |
1,242.5 |
9.2 |
0.7% |
1,235.5 |
| High |
1,246.2 |
1,253.3 |
7.1 |
0.6% |
1,240.5 |
| Low |
1,233.0 |
1,241.9 |
8.9 |
0.7% |
1,222.8 |
| Close |
1,245.5 |
1,252.5 |
7.0 |
0.6% |
1,231.8 |
| Range |
13.2 |
11.4 |
-1.8 |
-13.6% |
17.7 |
| ATR |
10.8 |
10.8 |
0.0 |
0.4% |
0.0 |
| Volume |
2,377 |
3,672 |
1,295 |
54.5% |
28,830 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.4 |
1,279.4 |
1,258.8 |
|
| R3 |
1,272.0 |
1,268.0 |
1,255.6 |
|
| R2 |
1,260.6 |
1,260.6 |
1,254.6 |
|
| R1 |
1,256.6 |
1,256.6 |
1,253.5 |
1,258.6 |
| PP |
1,249.2 |
1,249.2 |
1,249.2 |
1,250.3 |
| S1 |
1,245.2 |
1,245.2 |
1,251.5 |
1,247.2 |
| S2 |
1,237.8 |
1,237.8 |
1,250.4 |
|
| S3 |
1,226.4 |
1,233.8 |
1,249.4 |
|
| S4 |
1,215.0 |
1,222.4 |
1,246.2 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.8 |
1,276.0 |
1,241.5 |
|
| R3 |
1,267.1 |
1,258.3 |
1,236.7 |
|
| R2 |
1,249.4 |
1,249.4 |
1,235.0 |
|
| R1 |
1,240.6 |
1,240.6 |
1,233.4 |
1,236.2 |
| PP |
1,231.7 |
1,231.7 |
1,231.7 |
1,229.5 |
| S1 |
1,222.9 |
1,222.9 |
1,230.2 |
1,218.5 |
| S2 |
1,214.0 |
1,214.0 |
1,228.6 |
|
| S3 |
1,196.3 |
1,205.2 |
1,226.9 |
|
| S4 |
1,178.6 |
1,187.5 |
1,222.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,253.3 |
1,222.8 |
30.5 |
2.4% |
11.5 |
0.9% |
97% |
True |
False |
4,755 |
| 10 |
1,253.3 |
1,222.8 |
30.5 |
2.4% |
10.4 |
0.8% |
97% |
True |
False |
4,191 |
| 20 |
1,253.3 |
1,209.3 |
44.0 |
3.5% |
10.5 |
0.8% |
98% |
True |
False |
3,538 |
| 40 |
1,257.3 |
1,199.2 |
58.1 |
4.6% |
10.4 |
0.8% |
92% |
False |
False |
2,525 |
| 60 |
1,257.3 |
1,195.7 |
61.6 |
4.9% |
10.5 |
0.8% |
92% |
False |
False |
2,088 |
| 80 |
1,257.3 |
1,182.7 |
74.6 |
6.0% |
10.3 |
0.8% |
94% |
False |
False |
1,712 |
| 100 |
1,267.3 |
1,182.7 |
84.6 |
6.8% |
9.7 |
0.8% |
83% |
False |
False |
1,502 |
| 120 |
1,322.1 |
1,182.7 |
139.4 |
11.1% |
9.1 |
0.7% |
50% |
False |
False |
1,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.8 |
|
2.618 |
1,283.1 |
|
1.618 |
1,271.7 |
|
1.000 |
1,264.7 |
|
0.618 |
1,260.3 |
|
HIGH |
1,253.3 |
|
0.618 |
1,248.9 |
|
0.500 |
1,247.6 |
|
0.382 |
1,246.3 |
|
LOW |
1,241.9 |
|
0.618 |
1,234.9 |
|
1.000 |
1,230.5 |
|
1.618 |
1,223.5 |
|
2.618 |
1,212.1 |
|
4.250 |
1,193.5 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,250.9 |
1,248.5 |
| PP |
1,249.2 |
1,244.5 |
| S1 |
1,247.6 |
1,240.6 |
|