| 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 |
1,242.5 |
1,248.0 |
5.5 |
0.4% |
1,240.8 |
| High |
1,252.3 |
1,259.1 |
6.8 |
0.5% |
1,246.4 |
| Low |
1,239.4 |
1,248.0 |
8.6 |
0.7% |
1,228.9 |
| Close |
1,251.6 |
1,258.8 |
7.2 |
0.6% |
1,237.9 |
| Range |
12.9 |
11.1 |
-1.8 |
-14.0% |
17.5 |
| ATR |
10.6 |
10.7 |
0.0 |
0.3% |
0.0 |
| Volume |
1,522 |
1,165 |
-357 |
-23.5% |
12,919 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,288.6 |
1,284.8 |
1,264.9 |
|
| R3 |
1,277.5 |
1,273.7 |
1,261.9 |
|
| R2 |
1,266.4 |
1,266.4 |
1,260.8 |
|
| R1 |
1,262.6 |
1,262.6 |
1,259.8 |
1,264.5 |
| PP |
1,255.3 |
1,255.3 |
1,255.3 |
1,256.3 |
| S1 |
1,251.5 |
1,251.5 |
1,257.8 |
1,253.4 |
| S2 |
1,244.2 |
1,244.2 |
1,256.8 |
|
| S3 |
1,233.1 |
1,240.4 |
1,255.7 |
|
| S4 |
1,222.0 |
1,229.3 |
1,252.7 |
|
|
| 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 |
1,259.1 |
1,228.9 |
30.2 |
2.4% |
10.9 |
0.9% |
99% |
True |
False |
1,778 |
| 10 |
1,259.1 |
1,228.9 |
30.2 |
2.4% |
10.0 |
0.8% |
99% |
True |
False |
2,094 |
| 20 |
1,259.1 |
1,215.0 |
44.1 |
3.5% |
10.3 |
0.8% |
99% |
True |
False |
3,115 |
| 40 |
1,264.0 |
1,205.4 |
58.6 |
4.7% |
10.8 |
0.9% |
91% |
False |
False |
2,158 |
| 60 |
1,264.0 |
1,201.6 |
62.4 |
5.0% |
10.8 |
0.9% |
92% |
False |
False |
1,810 |
| 80 |
1,264.0 |
1,184.8 |
79.2 |
6.3% |
10.4 |
0.8% |
93% |
False |
False |
1,476 |
| 100 |
1,273.4 |
1,184.8 |
88.6 |
7.0% |
9.6 |
0.8% |
84% |
False |
False |
1,242 |
| 120 |
1,337.5 |
1,184.8 |
152.7 |
12.1% |
9.0 |
0.7% |
48% |
False |
False |
1,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,306.3 |
|
2.618 |
1,288.2 |
|
1.618 |
1,277.1 |
|
1.000 |
1,270.2 |
|
0.618 |
1,266.0 |
|
HIGH |
1,259.1 |
|
0.618 |
1,254.9 |
|
0.500 |
1,253.6 |
|
0.382 |
1,252.2 |
|
LOW |
1,248.0 |
|
0.618 |
1,241.1 |
|
1.000 |
1,236.9 |
|
1.618 |
1,230.0 |
|
2.618 |
1,218.9 |
|
4.250 |
1,200.8 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,257.1 |
1,254.7 |
| PP |
1,255.3 |
1,250.6 |
| S1 |
1,253.6 |
1,246.5 |
|