| 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 |
1,238.5 |
1,237.5 |
-1.0 |
-0.1% |
1,223.9 |
| High |
1,238.8 |
1,244.4 |
5.6 |
0.5% |
1,228.7 |
| Low |
1,234.9 |
1,234.8 |
-0.1 |
0.0% |
1,210.5 |
| Close |
1,237.1 |
1,238.1 |
1.0 |
0.1% |
1,220.2 |
| Range |
3.9 |
9.6 |
5.7 |
146.2% |
18.2 |
| ATR |
11.3 |
11.2 |
-0.1 |
-1.1% |
0.0 |
| Volume |
125 |
434 |
309 |
247.2% |
879,916 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.9 |
1,262.6 |
1,243.4 |
|
| R3 |
1,258.3 |
1,253.0 |
1,240.7 |
|
| R2 |
1,248.7 |
1,248.7 |
1,239.9 |
|
| R1 |
1,243.4 |
1,243.4 |
1,239.0 |
1,246.1 |
| PP |
1,239.1 |
1,239.1 |
1,239.1 |
1,240.4 |
| S1 |
1,233.8 |
1,233.8 |
1,237.2 |
1,236.5 |
| S2 |
1,229.5 |
1,229.5 |
1,236.3 |
|
| S3 |
1,219.9 |
1,224.2 |
1,235.5 |
|
| S4 |
1,210.3 |
1,214.6 |
1,232.8 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.4 |
1,265.5 |
1,230.2 |
|
| R3 |
1,256.2 |
1,247.3 |
1,225.2 |
|
| R2 |
1,238.0 |
1,238.0 |
1,223.5 |
|
| R1 |
1,229.1 |
1,229.1 |
1,221.9 |
1,224.5 |
| PP |
1,219.8 |
1,219.8 |
1,219.8 |
1,217.5 |
| S1 |
1,210.9 |
1,210.9 |
1,218.5 |
1,206.3 |
| S2 |
1,201.6 |
1,201.6 |
1,216.9 |
|
| S3 |
1,183.4 |
1,192.7 |
1,215.2 |
|
| S4 |
1,165.2 |
1,174.5 |
1,210.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,244.4 |
1,216.1 |
28.3 |
2.3% |
9.2 |
0.7% |
78% |
True |
False |
768 |
| 10 |
1,244.4 |
1,210.5 |
33.9 |
2.7% |
10.2 |
0.8% |
81% |
True |
False |
112,205 |
| 20 |
1,244.4 |
1,196.6 |
47.8 |
3.9% |
10.8 |
0.9% |
87% |
True |
False |
179,512 |
| 40 |
1,246.0 |
1,194.7 |
51.3 |
4.1% |
12.0 |
1.0% |
85% |
False |
False |
220,019 |
| 60 |
1,246.0 |
1,184.3 |
61.7 |
5.0% |
12.1 |
1.0% |
87% |
False |
False |
237,678 |
| 80 |
1,246.0 |
1,167.1 |
78.9 |
6.4% |
12.3 |
1.0% |
90% |
False |
False |
246,280 |
| 100 |
1,246.0 |
1,167.1 |
78.9 |
6.4% |
12.3 |
1.0% |
90% |
False |
False |
233,758 |
| 120 |
1,298.5 |
1,167.1 |
131.4 |
10.6% |
12.1 |
1.0% |
54% |
False |
False |
198,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.2 |
|
2.618 |
1,269.5 |
|
1.618 |
1,259.9 |
|
1.000 |
1,254.0 |
|
0.618 |
1,250.3 |
|
HIGH |
1,244.4 |
|
0.618 |
1,240.7 |
|
0.500 |
1,239.6 |
|
0.382 |
1,238.5 |
|
LOW |
1,234.8 |
|
0.618 |
1,228.9 |
|
1.000 |
1,225.2 |
|
1.618 |
1,219.3 |
|
2.618 |
1,209.7 |
|
4.250 |
1,194.0 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,239.6 |
1,237.9 |
| PP |
1,239.1 |
1,237.6 |
| S1 |
1,238.6 |
1,237.4 |
|