| 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 |
11,331.0 |
11,536.5 |
205.5 |
1.8% |
11,249.0 |
| High |
11,331.0 |
11,566.5 |
235.5 |
2.1% |
11,440.0 |
| Low |
11,203.5 |
11,427.5 |
224.0 |
2.0% |
11,203.5 |
| Close |
11,248.0 |
11,467.0 |
219.0 |
1.9% |
11,248.0 |
| Range |
127.5 |
139.0 |
11.5 |
9.0% |
236.5 |
| ATR |
190.1 |
199.2 |
9.2 |
4.8% |
0.0 |
| Volume |
105,842 |
118,772 |
12,930 |
12.2% |
507,842 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,904.0 |
11,824.5 |
11,543.5 |
|
| R3 |
11,765.0 |
11,685.5 |
11,505.2 |
|
| R2 |
11,626.0 |
11,626.0 |
11,492.5 |
|
| R1 |
11,546.5 |
11,546.5 |
11,479.7 |
11,516.8 |
| PP |
11,487.0 |
11,487.0 |
11,487.0 |
11,472.1 |
| S1 |
11,407.5 |
11,407.5 |
11,454.3 |
11,377.8 |
| S2 |
11,348.0 |
11,348.0 |
11,441.5 |
|
| S3 |
11,209.0 |
11,268.5 |
11,428.8 |
|
| S4 |
11,070.0 |
11,129.5 |
11,390.6 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,006.7 |
11,863.8 |
11,378.1 |
|
| R3 |
11,770.2 |
11,627.3 |
11,313.0 |
|
| R2 |
11,533.7 |
11,533.7 |
11,291.4 |
|
| R1 |
11,390.8 |
11,390.8 |
11,269.7 |
11,344.0 |
| PP |
11,297.2 |
11,297.2 |
11,297.2 |
11,273.8 |
| S1 |
11,154.3 |
11,154.3 |
11,226.3 |
11,107.5 |
| S2 |
11,060.7 |
11,060.7 |
11,204.6 |
|
| S3 |
10,824.2 |
10,917.8 |
11,183.0 |
|
| S4 |
10,587.7 |
10,681.3 |
11,117.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,566.5 |
11,203.5 |
363.0 |
3.2% |
144.1 |
1.3% |
73% |
True |
False |
105,011 |
| 10 |
11,566.5 |
11,002.0 |
564.5 |
4.9% |
155.6 |
1.4% |
82% |
True |
False |
105,262 |
| 20 |
11,653.0 |
11,002.0 |
651.0 |
5.7% |
170.5 |
1.5% |
71% |
False |
False |
107,151 |
| 40 |
12,112.0 |
11,002.0 |
1,110.0 |
9.7% |
203.2 |
1.8% |
42% |
False |
False |
121,492 |
| 60 |
12,447.0 |
11,002.0 |
1,445.0 |
12.6% |
175.5 |
1.5% |
32% |
False |
False |
100,822 |
| 80 |
12,591.5 |
11,002.0 |
1,589.5 |
13.9% |
162.4 |
1.4% |
29% |
False |
False |
75,711 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.2% |
150.8 |
1.3% |
25% |
False |
False |
60,586 |
| 120 |
13,102.5 |
11,002.0 |
2,100.5 |
18.3% |
148.6 |
1.3% |
22% |
False |
False |
50,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,157.3 |
|
2.618 |
11,930.4 |
|
1.618 |
11,791.4 |
|
1.000 |
11,705.5 |
|
0.618 |
11,652.4 |
|
HIGH |
11,566.5 |
|
0.618 |
11,513.4 |
|
0.500 |
11,497.0 |
|
0.382 |
11,480.6 |
|
LOW |
11,427.5 |
|
0.618 |
11,341.6 |
|
1.000 |
11,288.5 |
|
1.618 |
11,202.6 |
|
2.618 |
11,063.6 |
|
4.250 |
10,836.8 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,497.0 |
11,439.7 |
| PP |
11,487.0 |
11,412.3 |
| S1 |
11,477.0 |
11,385.0 |
|