| 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 |
3,153.0 |
3,105.0 |
-48.0 |
-1.5% |
3,144.0 |
| High |
3,166.0 |
3,120.0 |
-46.0 |
-1.5% |
3,198.0 |
| Low |
3,139.0 |
3,027.0 |
-112.0 |
-3.6% |
3,142.0 |
| Close |
3,145.0 |
3,029.0 |
-116.0 |
-3.7% |
3,163.0 |
| Range |
27.0 |
93.0 |
66.0 |
244.4% |
56.0 |
| ATR |
51.5 |
56.2 |
4.8 |
9.2% |
0.0 |
| Volume |
2,183,988 |
1,469,053 |
-714,935 |
-32.7% |
5,051,751 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,337.7 |
3,276.3 |
3,080.2 |
|
| R3 |
3,244.7 |
3,183.3 |
3,054.6 |
|
| R2 |
3,151.7 |
3,151.7 |
3,046.1 |
|
| R1 |
3,090.3 |
3,090.3 |
3,037.5 |
3,074.5 |
| PP |
3,058.7 |
3,058.7 |
3,058.7 |
3,050.8 |
| S1 |
2,997.3 |
2,997.3 |
3,020.5 |
2,981.5 |
| S2 |
2,965.7 |
2,965.7 |
3,012.0 |
|
| S3 |
2,872.7 |
2,904.3 |
3,003.4 |
|
| S4 |
2,779.7 |
2,811.3 |
2,977.9 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,335.7 |
3,305.3 |
3,193.8 |
|
| R3 |
3,279.7 |
3,249.3 |
3,178.4 |
|
| R2 |
3,223.7 |
3,223.7 |
3,173.3 |
|
| R1 |
3,193.3 |
3,193.3 |
3,168.1 |
3,208.5 |
| PP |
3,167.7 |
3,167.7 |
3,167.7 |
3,175.3 |
| S1 |
3,137.3 |
3,137.3 |
3,157.9 |
3,152.5 |
| S2 |
3,111.7 |
3,111.7 |
3,152.7 |
|
| S3 |
3,055.7 |
3,081.3 |
3,147.6 |
|
| S4 |
2,999.7 |
3,025.3 |
3,132.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,239.0 |
3,027.0 |
212.0 |
7.0% |
52.4 |
1.7% |
1% |
False |
True |
1,378,725 |
| 10 |
3,239.0 |
3,027.0 |
212.0 |
7.0% |
44.7 |
1.5% |
1% |
False |
True |
1,174,042 |
| 20 |
3,256.0 |
3,027.0 |
229.0 |
7.6% |
47.4 |
1.6% |
1% |
False |
True |
1,159,627 |
| 40 |
3,271.0 |
3,027.0 |
244.0 |
8.1% |
52.1 |
1.7% |
1% |
False |
True |
1,214,008 |
| 60 |
3,442.0 |
3,027.0 |
415.0 |
13.7% |
47.5 |
1.6% |
0% |
False |
True |
1,154,725 |
| 80 |
3,444.0 |
3,027.0 |
417.0 |
13.8% |
43.7 |
1.4% |
0% |
False |
True |
876,519 |
| 100 |
3,515.0 |
3,027.0 |
488.0 |
16.1% |
40.4 |
1.3% |
0% |
False |
True |
701,377 |
| 120 |
3,515.0 |
3,027.0 |
488.0 |
16.1% |
39.4 |
1.3% |
0% |
False |
True |
584,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,515.3 |
|
2.618 |
3,363.5 |
|
1.618 |
3,270.5 |
|
1.000 |
3,213.0 |
|
0.618 |
3,177.5 |
|
HIGH |
3,120.0 |
|
0.618 |
3,084.5 |
|
0.500 |
3,073.5 |
|
0.382 |
3,062.5 |
|
LOW |
3,027.0 |
|
0.618 |
2,969.5 |
|
1.000 |
2,934.0 |
|
1.618 |
2,876.5 |
|
2.618 |
2,783.5 |
|
4.250 |
2,631.8 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,073.5 |
3,116.5 |
| PP |
3,058.7 |
3,087.3 |
| S1 |
3,043.8 |
3,058.2 |
|