| Trading Metrics calculated at close of trading on 03-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2019 |
03-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
8,409.87 |
8,201.63 |
-208.24 |
-2.5% |
8,309.55 |
| High |
8,409.87 |
8,258.40 |
-151.47 |
-1.8% |
8,445.61 |
| Low |
8,274.61 |
8,168.82 |
-105.79 |
-1.3% |
8,309.55 |
| Close |
8,309.26 |
8,254.74 |
-54.52 |
-0.7% |
8,403.68 |
| Range |
135.26 |
89.58 |
-45.68 |
-33.8% |
136.06 |
| ATR |
72.25 |
77.12 |
4.87 |
6.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,496.06 |
8,464.98 |
8,304.01 |
|
| R3 |
8,406.48 |
8,375.40 |
8,279.37 |
|
| R2 |
8,316.90 |
8,316.90 |
8,271.16 |
|
| R1 |
8,285.82 |
8,285.82 |
8,262.95 |
8,301.36 |
| PP |
8,227.32 |
8,227.32 |
8,227.32 |
8,235.09 |
| S1 |
8,196.24 |
8,196.24 |
8,246.53 |
8,211.78 |
| S2 |
8,137.74 |
8,137.74 |
8,238.32 |
|
| S3 |
8,048.16 |
8,106.66 |
8,230.11 |
|
| S4 |
7,958.58 |
8,017.08 |
8,205.47 |
|
|
| 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 |
8,168.82 |
276.79 |
3.4% |
67.72 |
0.8% |
31% |
False |
True |
|
| 10 |
8,445.61 |
8,168.82 |
276.79 |
3.4% |
66.71 |
0.8% |
31% |
False |
True |
|
| 20 |
8,445.61 |
8,157.36 |
288.25 |
3.5% |
59.15 |
0.7% |
34% |
False |
False |
|
| 40 |
8,445.61 |
7,603.89 |
841.72 |
10.2% |
64.19 |
0.8% |
77% |
False |
False |
|
| 60 |
8,445.61 |
7,463.57 |
982.04 |
11.9% |
75.54 |
0.9% |
81% |
False |
False |
|
| 80 |
8,445.61 |
7,429.36 |
1,016.25 |
12.3% |
81.44 |
1.0% |
81% |
False |
False |
|
| 100 |
8,445.61 |
7,356.27 |
1,089.34 |
13.2% |
85.73 |
1.0% |
82% |
False |
False |
|
| 120 |
8,445.61 |
7,356.27 |
1,089.34 |
13.2% |
82.24 |
1.0% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,639.12 |
|
2.618 |
8,492.92 |
|
1.618 |
8,403.34 |
|
1.000 |
8,347.98 |
|
0.618 |
8,313.76 |
|
HIGH |
8,258.40 |
|
0.618 |
8,224.18 |
|
0.500 |
8,213.61 |
|
0.382 |
8,203.04 |
|
LOW |
8,168.82 |
|
0.618 |
8,113.46 |
|
1.000 |
8,079.24 |
|
1.618 |
8,023.88 |
|
2.618 |
7,934.30 |
|
4.250 |
7,788.11 |
|
|
| Fisher Pivots for day following 03-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,241.03 |
8,302.39 |
| PP |
8,227.32 |
8,286.51 |
| S1 |
8,213.61 |
8,270.62 |
|