| Trading Metrics calculated at close of trading on 02-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2019 |
02-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
8,422.02 |
8,409.87 |
-12.15 |
-0.1% |
8,309.55 |
| High |
8,435.96 |
8,409.87 |
-26.09 |
-0.3% |
8,445.61 |
| Low |
8,402.13 |
8,274.61 |
-127.52 |
-1.5% |
8,309.55 |
| Close |
8,403.68 |
8,309.26 |
-94.42 |
-1.1% |
8,403.68 |
| Range |
33.83 |
135.26 |
101.43 |
299.8% |
136.06 |
| ATR |
67.40 |
72.25 |
4.85 |
7.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,737.03 |
8,658.40 |
8,383.65 |
|
| R3 |
8,601.77 |
8,523.14 |
8,346.46 |
|
| R2 |
8,466.51 |
8,466.51 |
8,334.06 |
|
| R1 |
8,387.88 |
8,387.88 |
8,321.66 |
8,359.57 |
| PP |
8,331.25 |
8,331.25 |
8,331.25 |
8,317.09 |
| S1 |
8,252.62 |
8,252.62 |
8,296.86 |
8,224.31 |
| S2 |
8,195.99 |
8,195.99 |
8,284.46 |
|
| S3 |
8,060.73 |
8,117.36 |
8,272.06 |
|
| S4 |
7,925.47 |
7,982.10 |
8,234.87 |
|
|
| Weekly Pivots for week ending 29-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,794.46 |
8,735.13 |
8,478.51 |
|
| R3 |
8,658.40 |
8,599.07 |
8,441.10 |
|
| R2 |
8,522.34 |
8,522.34 |
8,428.62 |
|
| R1 |
8,463.01 |
8,463.01 |
8,416.15 |
8,492.68 |
| PP |
8,386.28 |
8,386.28 |
8,386.28 |
8,401.11 |
| S1 |
8,326.95 |
8,326.95 |
8,391.21 |
8,356.62 |
| S2 |
8,250.22 |
8,250.22 |
8,378.74 |
|
| S3 |
8,114.16 |
8,190.89 |
8,366.26 |
|
| S4 |
7,978.10 |
8,054.83 |
8,328.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,445.61 |
8,274.61 |
171.00 |
2.1% |
62.45 |
0.8% |
20% |
False |
True |
|
| 10 |
8,445.61 |
8,226.25 |
219.36 |
2.6% |
64.33 |
0.8% |
38% |
False |
False |
|
| 20 |
8,445.61 |
8,157.36 |
288.25 |
3.5% |
56.23 |
0.7% |
53% |
False |
False |
|
| 40 |
8,445.61 |
7,603.89 |
841.72 |
10.1% |
63.75 |
0.8% |
84% |
False |
False |
|
| 60 |
8,445.61 |
7,463.57 |
982.04 |
11.8% |
75.41 |
0.9% |
86% |
False |
False |
|
| 80 |
8,445.61 |
7,429.36 |
1,016.25 |
12.2% |
81.80 |
1.0% |
87% |
False |
False |
|
| 100 |
8,445.61 |
7,356.27 |
1,089.34 |
13.1% |
85.27 |
1.0% |
87% |
False |
False |
|
| 120 |
8,445.61 |
7,356.27 |
1,089.34 |
13.1% |
81.86 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,984.73 |
|
2.618 |
8,763.98 |
|
1.618 |
8,628.72 |
|
1.000 |
8,545.13 |
|
0.618 |
8,493.46 |
|
HIGH |
8,409.87 |
|
0.618 |
8,358.20 |
|
0.500 |
8,342.24 |
|
0.382 |
8,326.28 |
|
LOW |
8,274.61 |
|
0.618 |
8,191.02 |
|
1.000 |
8,139.35 |
|
1.618 |
8,055.76 |
|
2.618 |
7,920.50 |
|
4.250 |
7,699.76 |
|
|
| Fisher Pivots for day following 02-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,342.24 |
8,360.11 |
| PP |
8,331.25 |
8,343.16 |
| S1 |
8,320.25 |
8,326.21 |
|