| Trading Metrics calculated at close of trading on 05-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2019 |
05-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
8,291.86 |
8,321.19 |
29.33 |
0.4% |
8,309.55 |
| High |
8,316.46 |
8,321.19 |
4.73 |
0.1% |
8,445.61 |
| Low |
8,285.88 |
8,272.83 |
-13.05 |
-0.2% |
8,309.55 |
| Close |
8,296.53 |
8,308.40 |
11.87 |
0.1% |
8,403.68 |
| Range |
30.58 |
48.36 |
17.78 |
58.1% |
136.06 |
| ATR |
76.02 |
74.04 |
-1.98 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,445.89 |
8,425.50 |
8,335.00 |
|
| R3 |
8,397.53 |
8,377.14 |
8,321.70 |
|
| R2 |
8,349.17 |
8,349.17 |
8,317.27 |
|
| R1 |
8,328.78 |
8,328.78 |
8,312.83 |
8,314.80 |
| PP |
8,300.81 |
8,300.81 |
8,300.81 |
8,293.81 |
| S1 |
8,280.42 |
8,280.42 |
8,303.97 |
8,266.44 |
| S2 |
8,252.45 |
8,252.45 |
8,299.53 |
|
| S3 |
8,204.09 |
8,232.06 |
8,295.10 |
|
| S4 |
8,155.73 |
8,183.70 |
8,281.80 |
|
|
| Weekly Pivots for week ending 29-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,794.46 |
8,735.13 |
8,478.51 |
|
| R3 |
8,658.40 |
8,599.07 |
8,441.10 |
|
| R2 |
8,522.34 |
8,522.34 |
8,428.62 |
|
| R1 |
8,463.01 |
8,463.01 |
8,416.15 |
8,492.68 |
| PP |
8,386.28 |
8,386.28 |
8,386.28 |
8,401.11 |
| S1 |
8,326.95 |
8,326.95 |
8,391.21 |
8,356.62 |
| S2 |
8,250.22 |
8,250.22 |
8,378.74 |
|
| S3 |
8,114.16 |
8,190.89 |
8,366.26 |
|
| S4 |
7,978.10 |
8,054.83 |
8,328.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,435.96 |
8,168.82 |
267.14 |
3.2% |
67.52 |
0.8% |
52% |
False |
False |
|
| 10 |
8,445.61 |
8,168.82 |
276.79 |
3.3% |
58.35 |
0.7% |
50% |
False |
False |
|
| 20 |
8,445.61 |
8,168.82 |
276.79 |
3.3% |
58.85 |
0.7% |
50% |
False |
False |
|
| 40 |
8,445.61 |
7,682.61 |
763.00 |
9.2% |
62.02 |
0.7% |
82% |
False |
False |
|
| 60 |
8,445.61 |
7,463.57 |
982.04 |
11.8% |
74.35 |
0.9% |
86% |
False |
False |
|
| 80 |
8,445.61 |
7,429.36 |
1,016.25 |
12.2% |
78.44 |
0.9% |
86% |
False |
False |
|
| 100 |
8,445.61 |
7,356.27 |
1,089.34 |
13.1% |
85.62 |
1.0% |
87% |
False |
False |
|
| 120 |
8,445.61 |
7,356.27 |
1,089.34 |
13.1% |
82.06 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,526.72 |
|
2.618 |
8,447.80 |
|
1.618 |
8,399.44 |
|
1.000 |
8,369.55 |
|
0.618 |
8,351.08 |
|
HIGH |
8,321.19 |
|
0.618 |
8,302.72 |
|
0.500 |
8,297.01 |
|
0.382 |
8,291.30 |
|
LOW |
8,272.83 |
|
0.618 |
8,242.94 |
|
1.000 |
8,224.47 |
|
1.618 |
8,194.58 |
|
2.618 |
8,146.22 |
|
4.250 |
8,067.30 |
|
|
| Fisher Pivots for day following 05-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,304.60 |
8,287.27 |
| PP |
8,300.81 |
8,266.14 |
| S1 |
8,297.01 |
8,245.01 |
|