| 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 |
1,256.1 |
1,255.0 |
-1.1 |
-0.1% |
1,240.8 |
| High |
1,256.5 |
1,261.8 |
5.3 |
0.4% |
1,246.4 |
| Low |
1,251.1 |
1,252.6 |
1.5 |
0.1% |
1,228.9 |
| Close |
1,254.8 |
1,255.9 |
1.1 |
0.1% |
1,237.9 |
| Range |
5.4 |
9.2 |
3.8 |
70.4% |
17.5 |
| ATR |
10.5 |
10.4 |
-0.1 |
-0.9% |
0.0 |
| Volume |
762 |
1,397 |
635 |
83.3% |
12,919 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.4 |
1,279.3 |
1,261.0 |
|
| R3 |
1,275.2 |
1,270.1 |
1,258.4 |
|
| R2 |
1,266.0 |
1,266.0 |
1,257.6 |
|
| R1 |
1,260.9 |
1,260.9 |
1,256.7 |
1,263.5 |
| PP |
1,256.8 |
1,256.8 |
1,256.8 |
1,258.0 |
| S1 |
1,251.7 |
1,251.7 |
1,255.1 |
1,254.3 |
| S2 |
1,247.6 |
1,247.6 |
1,254.2 |
|
| S3 |
1,238.4 |
1,242.5 |
1,253.4 |
|
| S4 |
1,229.2 |
1,233.3 |
1,250.8 |
|
|
| 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 |
1,261.8 |
1,233.9 |
27.9 |
2.2% |
9.4 |
0.8% |
79% |
True |
False |
1,222 |
| 10 |
1,261.8 |
1,228.9 |
32.9 |
2.6% |
9.7 |
0.8% |
82% |
True |
False |
1,884 |
| 20 |
1,261.8 |
1,215.0 |
46.8 |
3.7% |
9.8 |
0.8% |
87% |
True |
False |
3,136 |
| 40 |
1,264.0 |
1,212.7 |
51.3 |
4.1% |
10.7 |
0.9% |
84% |
False |
False |
2,141 |
| 60 |
1,264.0 |
1,201.6 |
62.4 |
5.0% |
10.6 |
0.8% |
87% |
False |
False |
1,804 |
| 80 |
1,264.0 |
1,184.8 |
79.2 |
6.3% |
10.4 |
0.8% |
90% |
False |
False |
1,496 |
| 100 |
1,264.0 |
1,184.8 |
79.2 |
6.3% |
9.5 |
0.8% |
90% |
False |
False |
1,254 |
| 120 |
1,317.2 |
1,184.8 |
132.4 |
10.5% |
8.8 |
0.7% |
54% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,300.9 |
|
2.618 |
1,285.9 |
|
1.618 |
1,276.7 |
|
1.000 |
1,271.0 |
|
0.618 |
1,267.5 |
|
HIGH |
1,261.8 |
|
0.618 |
1,258.3 |
|
0.500 |
1,257.2 |
|
0.382 |
1,256.1 |
|
LOW |
1,252.6 |
|
0.618 |
1,246.9 |
|
1.000 |
1,243.4 |
|
1.618 |
1,237.7 |
|
2.618 |
1,228.5 |
|
4.250 |
1,213.5 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,257.2 |
1,255.6 |
| PP |
1,256.8 |
1,255.2 |
| S1 |
1,256.3 |
1,254.9 |
|