| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,795.25 |
2,704.25 |
-91.00 |
-3.3% |
2,639.25 |
| High |
2,795.25 |
2,725.75 |
-69.50 |
-2.5% |
2,770.00 |
| Low |
2,700.50 |
2,702.25 |
1.75 |
0.1% |
2,633.50 |
| Close |
2,706.50 |
2,706.50 |
0.00 |
0.0% |
2,763.50 |
| Range |
94.75 |
23.50 |
-71.25 |
-75.2% |
136.50 |
| ATR |
51.60 |
49.59 |
-2.01 |
-3.9% |
0.00 |
| Volume |
5,100 |
5,100 |
0 |
0.0% |
97,003 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.00 |
2,767.75 |
2,719.50 |
|
| R3 |
2,758.50 |
2,744.25 |
2,713.00 |
|
| R2 |
2,735.00 |
2,735.00 |
2,710.75 |
|
| R1 |
2,720.75 |
2,720.75 |
2,708.75 |
2,728.00 |
| PP |
2,711.50 |
2,711.50 |
2,711.50 |
2,715.00 |
| S1 |
2,697.25 |
2,697.25 |
2,704.25 |
2,704.50 |
| S2 |
2,688.00 |
2,688.00 |
2,702.25 |
|
| S3 |
2,664.50 |
2,673.75 |
2,700.00 |
|
| S4 |
2,641.00 |
2,650.25 |
2,693.50 |
|
|
| 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 |
2,700.50 |
118.50 |
4.4% |
45.00 |
1.7% |
5% |
False |
False |
13,082 |
| 10 |
2,819.00 |
2,630.75 |
188.25 |
7.0% |
43.75 |
1.6% |
40% |
False |
False |
14,392 |
| 20 |
2,824.50 |
2,630.75 |
193.75 |
7.2% |
49.50 |
1.8% |
39% |
False |
False |
14,372 |
| 40 |
2,899.75 |
2,609.50 |
290.25 |
10.7% |
54.75 |
2.0% |
33% |
False |
False |
14,115 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
44.00 |
1.6% |
28% |
False |
False |
11,393 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
38.00 |
1.4% |
28% |
False |
False |
8,743 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
34.00 |
1.3% |
28% |
False |
False |
7,018 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
32.50 |
1.2% |
28% |
False |
False |
6,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,825.50 |
|
2.618 |
2,787.25 |
|
1.618 |
2,763.75 |
|
1.000 |
2,749.25 |
|
0.618 |
2,740.25 |
|
HIGH |
2,725.75 |
|
0.618 |
2,716.75 |
|
0.500 |
2,714.00 |
|
0.382 |
2,711.25 |
|
LOW |
2,702.25 |
|
0.618 |
2,687.75 |
|
1.000 |
2,678.75 |
|
1.618 |
2,664.25 |
|
2.618 |
2,640.75 |
|
4.250 |
2,602.50 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,714.00 |
2,759.75 |
| PP |
2,711.50 |
2,742.00 |
| S1 |
2,709.00 |
2,724.25 |
|