| 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 |
11,312.0 |
11,543.5 |
231.5 |
2.0% |
11,237.5 |
| High |
11,312.0 |
11,558.0 |
246.0 |
2.2% |
11,420.0 |
| Low |
11,203.5 |
11,422.0 |
218.5 |
2.0% |
11,203.5 |
| Close |
11,242.5 |
11,461.0 |
218.5 |
1.9% |
11,242.5 |
| Range |
108.5 |
136.0 |
27.5 |
25.3% |
216.5 |
| ATR |
165.7 |
176.4 |
10.7 |
6.5% |
0.0 |
| Volume |
777 |
1,986 |
1,209 |
155.6% |
1,655 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,888.3 |
11,810.7 |
11,535.8 |
|
| R3 |
11,752.3 |
11,674.7 |
11,498.4 |
|
| R2 |
11,616.3 |
11,616.3 |
11,485.9 |
|
| R1 |
11,538.7 |
11,538.7 |
11,473.5 |
11,509.5 |
| PP |
11,480.3 |
11,480.3 |
11,480.3 |
11,465.8 |
| S1 |
11,402.7 |
11,402.7 |
11,448.5 |
11,373.5 |
| S2 |
11,344.3 |
11,344.3 |
11,436.1 |
|
| S3 |
11,208.3 |
11,266.7 |
11,423.6 |
|
| S4 |
11,072.3 |
11,130.7 |
11,386.2 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,938.2 |
11,806.8 |
11,361.6 |
|
| R3 |
11,721.7 |
11,590.3 |
11,302.0 |
|
| R2 |
11,505.2 |
11,505.2 |
11,282.2 |
|
| R1 |
11,373.8 |
11,373.8 |
11,262.3 |
11,439.5 |
| PP |
11,288.7 |
11,288.7 |
11,288.7 |
11,321.5 |
| S1 |
11,157.3 |
11,157.3 |
11,222.7 |
11,223.0 |
| S2 |
11,072.2 |
11,072.2 |
11,202.8 |
|
| S3 |
10,855.7 |
10,940.8 |
11,183.0 |
|
| S4 |
10,639.2 |
10,724.3 |
11,123.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,558.0 |
11,203.5 |
354.5 |
3.1% |
127.9 |
1.1% |
73% |
True |
False |
654 |
| 10 |
11,558.0 |
11,000.0 |
558.0 |
4.9% |
131.1 |
1.1% |
83% |
True |
False |
443 |
| 20 |
11,632.0 |
11,000.0 |
632.0 |
5.5% |
153.3 |
1.3% |
73% |
False |
False |
295 |
| 40 |
11,973.0 |
11,000.0 |
973.0 |
8.5% |
173.5 |
1.5% |
47% |
False |
False |
274 |
| 60 |
12,436.0 |
11,000.0 |
1,436.0 |
12.5% |
149.4 |
1.3% |
32% |
False |
False |
245 |
| 80 |
12,542.0 |
11,000.0 |
1,542.0 |
13.5% |
132.5 |
1.2% |
30% |
False |
False |
207 |
| 100 |
12,840.5 |
11,000.0 |
1,840.5 |
16.1% |
109.5 |
1.0% |
25% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,136.0 |
|
2.618 |
11,914.0 |
|
1.618 |
11,778.0 |
|
1.000 |
11,694.0 |
|
0.618 |
11,642.0 |
|
HIGH |
11,558.0 |
|
0.618 |
11,506.0 |
|
0.500 |
11,490.0 |
|
0.382 |
11,474.0 |
|
LOW |
11,422.0 |
|
0.618 |
11,338.0 |
|
1.000 |
11,286.0 |
|
1.618 |
11,202.0 |
|
2.618 |
11,066.0 |
|
4.250 |
10,844.0 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,490.0 |
11,434.3 |
| PP |
11,480.3 |
11,407.5 |
| S1 |
11,470.7 |
11,380.8 |
|