| Trading Metrics calculated at close of trading on 03-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1,241.8 |
1,242.5 |
0.7 |
0.1% |
1,240.8 |
| High |
1,242.5 |
1,252.3 |
9.8 |
0.8% |
1,246.4 |
| Low |
1,233.9 |
1,239.4 |
5.5 |
0.4% |
1,228.9 |
| Close |
1,237.9 |
1,251.6 |
13.7 |
1.1% |
1,237.9 |
| Range |
8.6 |
12.9 |
4.3 |
50.0% |
17.5 |
| ATR |
10.3 |
10.6 |
0.3 |
2.8% |
0.0 |
| Volume |
1,267 |
1,522 |
255 |
20.1% |
12,919 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.5 |
1,281.9 |
1,258.7 |
|
| R3 |
1,273.6 |
1,269.0 |
1,255.1 |
|
| R2 |
1,260.7 |
1,260.7 |
1,254.0 |
|
| R1 |
1,256.1 |
1,256.1 |
1,252.8 |
1,258.4 |
| PP |
1,247.8 |
1,247.8 |
1,247.8 |
1,248.9 |
| S1 |
1,243.2 |
1,243.2 |
1,250.4 |
1,245.5 |
| S2 |
1,234.9 |
1,234.9 |
1,249.2 |
|
| S3 |
1,222.0 |
1,230.3 |
1,248.1 |
|
| S4 |
1,209.1 |
1,217.4 |
1,244.5 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.2 |
1,281.6 |
1,247.5 |
|
| R3 |
1,272.7 |
1,264.1 |
1,242.7 |
|
| R2 |
1,255.2 |
1,255.2 |
1,241.1 |
|
| R1 |
1,246.6 |
1,246.6 |
1,239.5 |
1,242.2 |
| PP |
1,237.7 |
1,237.7 |
1,237.7 |
1,235.5 |
| S1 |
1,229.1 |
1,229.1 |
1,236.3 |
1,224.7 |
| S2 |
1,220.2 |
1,220.2 |
1,234.7 |
|
| S3 |
1,202.7 |
1,211.6 |
1,233.1 |
|
| S4 |
1,185.2 |
1,194.1 |
1,228.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,252.3 |
1,228.9 |
23.4 |
1.9% |
11.3 |
0.9% |
97% |
True |
False |
2,163 |
| 10 |
1,252.3 |
1,228.9 |
23.4 |
1.9% |
9.6 |
0.8% |
97% |
True |
False |
2,236 |
| 20 |
1,256.6 |
1,215.0 |
41.6 |
3.3% |
10.1 |
0.8% |
88% |
False |
False |
3,150 |
| 40 |
1,264.0 |
1,205.0 |
59.0 |
4.7% |
10.9 |
0.9% |
79% |
False |
False |
2,178 |
| 60 |
1,264.0 |
1,201.6 |
62.4 |
5.0% |
10.7 |
0.9% |
80% |
False |
False |
1,803 |
| 80 |
1,264.0 |
1,184.8 |
79.2 |
6.3% |
10.3 |
0.8% |
84% |
False |
False |
1,463 |
| 100 |
1,273.4 |
1,184.8 |
88.6 |
7.1% |
9.5 |
0.8% |
75% |
False |
False |
1,240 |
| 120 |
1,340.9 |
1,184.8 |
156.1 |
12.5% |
8.9 |
0.7% |
43% |
False |
False |
1,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,307.1 |
|
2.618 |
1,286.1 |
|
1.618 |
1,273.2 |
|
1.000 |
1,265.2 |
|
0.618 |
1,260.3 |
|
HIGH |
1,252.3 |
|
0.618 |
1,247.4 |
|
0.500 |
1,245.9 |
|
0.382 |
1,244.3 |
|
LOW |
1,239.4 |
|
0.618 |
1,231.4 |
|
1.000 |
1,226.5 |
|
1.618 |
1,218.5 |
|
2.618 |
1,205.6 |
|
4.250 |
1,184.6 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,249.7 |
1,248.8 |
| PP |
1,247.8 |
1,245.9 |
| S1 |
1,245.9 |
1,243.1 |
|