| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,792.00 |
2,795.25 |
3.25 |
0.1% |
2,639.25 |
| High |
2,819.00 |
2,795.25 |
-23.75 |
-0.8% |
2,770.00 |
| Low |
2,779.00 |
2,700.50 |
-78.50 |
-2.8% |
2,633.50 |
| Close |
2,796.00 |
2,706.50 |
-89.50 |
-3.2% |
2,763.50 |
| Range |
40.00 |
94.75 |
54.75 |
136.9% |
136.50 |
| ATR |
48.22 |
51.60 |
3.38 |
7.0% |
0.00 |
| Volume |
21,402 |
5,100 |
-16,302 |
-76.2% |
97,003 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,018.25 |
2,957.25 |
2,758.50 |
|
| R3 |
2,923.50 |
2,862.50 |
2,732.50 |
|
| R2 |
2,828.75 |
2,828.75 |
2,723.75 |
|
| R1 |
2,767.75 |
2,767.75 |
2,715.25 |
2,751.00 |
| PP |
2,734.00 |
2,734.00 |
2,734.00 |
2,725.75 |
| S1 |
2,673.00 |
2,673.00 |
2,697.75 |
2,656.00 |
| S2 |
2,639.25 |
2,639.25 |
2,689.25 |
|
| S3 |
2,544.50 |
2,578.25 |
2,680.50 |
|
| S4 |
2,449.75 |
2,483.50 |
2,654.50 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.75 |
3,084.25 |
2,838.50 |
|
| R3 |
2,995.25 |
2,947.75 |
2,801.00 |
|
| R2 |
2,858.75 |
2,858.75 |
2,788.50 |
|
| R1 |
2,811.25 |
2,811.25 |
2,776.00 |
2,835.00 |
| PP |
2,722.25 |
2,722.25 |
2,722.25 |
2,734.25 |
| S1 |
2,674.75 |
2,674.75 |
2,751.00 |
2,698.50 |
| S2 |
2,585.75 |
2,585.75 |
2,738.50 |
|
| S3 |
2,449.25 |
2,538.25 |
2,726.00 |
|
| S4 |
2,312.75 |
2,401.75 |
2,688.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,819.00 |
2,687.00 |
132.00 |
4.9% |
53.00 |
2.0% |
15% |
False |
False |
18,114 |
| 10 |
2,819.00 |
2,630.75 |
188.25 |
7.0% |
48.00 |
1.8% |
40% |
False |
False |
15,213 |
| 20 |
2,824.50 |
2,630.75 |
193.75 |
7.2% |
50.00 |
1.8% |
39% |
False |
False |
14,639 |
| 40 |
2,908.50 |
2,609.50 |
299.00 |
11.0% |
55.00 |
2.0% |
32% |
False |
False |
14,203 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
44.00 |
1.6% |
28% |
False |
False |
11,324 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
38.00 |
1.4% |
28% |
False |
False |
8,679 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
34.00 |
1.3% |
28% |
False |
False |
6,970 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
32.50 |
1.2% |
28% |
False |
False |
6,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.00 |
|
2.618 |
3,043.25 |
|
1.618 |
2,948.50 |
|
1.000 |
2,890.00 |
|
0.618 |
2,853.75 |
|
HIGH |
2,795.25 |
|
0.618 |
2,759.00 |
|
0.500 |
2,748.00 |
|
0.382 |
2,736.75 |
|
LOW |
2,700.50 |
|
0.618 |
2,642.00 |
|
1.000 |
2,605.75 |
|
1.618 |
2,547.25 |
|
2.618 |
2,452.50 |
|
4.250 |
2,297.75 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.00 |
2,759.75 |
| PP |
2,734.00 |
2,742.00 |
| S1 |
2,720.25 |
2,724.25 |
|