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 |
1,224.22 |
1,221.41 |
-2.81 |
-0.2% |
1,223.69 |
High |
1,225.31 |
1,234.33 |
9.02 |
0.7% |
1,231.40 |
Low |
1,216.82 |
1,221.30 |
4.48 |
0.4% |
1,211.24 |
Close |
1,221.71 |
1,230.59 |
8.88 |
0.7% |
1,221.71 |
Range |
8.49 |
13.03 |
4.54 |
53.5% |
20.16 |
ATR |
10.38 |
10.57 |
0.19 |
1.8% |
0.00 |
Volume |
11,401 |
11,188 |
-213 |
-1.9% |
56,968 |
|
Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.83 |
1,262.24 |
1,237.76 |
|
R3 |
1,254.80 |
1,249.21 |
1,234.17 |
|
R2 |
1,241.77 |
1,241.77 |
1,232.98 |
|
R1 |
1,236.18 |
1,236.18 |
1,231.78 |
1,238.98 |
PP |
1,228.74 |
1,228.74 |
1,228.74 |
1,230.14 |
S1 |
1,223.15 |
1,223.15 |
1,229.40 |
1,225.95 |
S2 |
1,215.71 |
1,215.71 |
1,228.20 |
|
S3 |
1,202.68 |
1,210.12 |
1,227.01 |
|
S4 |
1,189.65 |
1,197.09 |
1,223.42 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.93 |
1,271.98 |
1,232.80 |
|
R3 |
1,261.77 |
1,251.82 |
1,227.25 |
|
R2 |
1,241.61 |
1,241.61 |
1,225.41 |
|
R1 |
1,231.66 |
1,231.66 |
1,223.56 |
1,226.56 |
PP |
1,221.45 |
1,221.45 |
1,221.45 |
1,218.90 |
S1 |
1,211.50 |
1,211.50 |
1,219.86 |
1,206.40 |
S2 |
1,201.29 |
1,201.29 |
1,218.01 |
|
S3 |
1,181.13 |
1,191.34 |
1,216.17 |
|
S4 |
1,160.97 |
1,171.18 |
1,210.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.33 |
1,211.24 |
23.09 |
1.9% |
12.33 |
1.0% |
84% |
True |
False |
11,491 |
10 |
1,234.33 |
1,211.24 |
23.09 |
1.9% |
9.75 |
0.8% |
84% |
True |
False |
11,007 |
20 |
1,235.60 |
1,196.39 |
39.21 |
3.2% |
10.36 |
0.8% |
87% |
False |
False |
11,008 |
40 |
1,241.88 |
1,184.50 |
57.38 |
4.7% |
11.01 |
0.9% |
80% |
False |
False |
10,501 |
60 |
1,241.88 |
1,181.06 |
60.82 |
4.9% |
11.24 |
0.9% |
81% |
False |
False |
10,298 |
80 |
1,241.88 |
1,160.75 |
81.13 |
6.6% |
11.24 |
0.9% |
86% |
False |
False |
10,282 |
100 |
1,244.62 |
1,160.75 |
83.87 |
6.8% |
11.33 |
0.9% |
83% |
False |
False |
10,261 |
120 |
1,283.80 |
1,160.75 |
123.05 |
10.0% |
11.10 |
0.9% |
57% |
False |
False |
10,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.71 |
2.618 |
1,268.44 |
1.618 |
1,255.41 |
1.000 |
1,247.36 |
0.618 |
1,242.38 |
HIGH |
1,234.33 |
0.618 |
1,229.35 |
0.500 |
1,227.82 |
0.382 |
1,226.28 |
LOW |
1,221.30 |
0.618 |
1,213.25 |
1.000 |
1,208.27 |
1.618 |
1,200.22 |
2.618 |
1,187.19 |
4.250 |
1,165.92 |
|
|
Fisher Pivots for day following 03-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
1,229.67 |
1,228.92 |
PP |
1,228.74 |
1,227.25 |
S1 |
1,227.82 |
1,225.58 |
|