| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
6,791.0 |
6,723.5 |
-67.5 |
-1.0% |
7,026.5 |
| High |
6,801.0 |
6,797.5 |
-3.5 |
-0.1% |
7,080.0 |
| Low |
6,610.5 |
6,682.5 |
72.0 |
1.1% |
6,610.5 |
| Close |
6,611.5 |
6,727.5 |
116.0 |
1.8% |
6,727.5 |
| Range |
190.5 |
115.0 |
-75.5 |
-39.6% |
469.5 |
| ATR |
94.8 |
101.3 |
6.5 |
6.9% |
0.0 |
| Volume |
1,038 |
2,357 |
1,319 |
127.1% |
6,275 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,081.0 |
7,019.0 |
6,791.0 |
|
| R3 |
6,966.0 |
6,904.0 |
6,759.0 |
|
| R2 |
6,851.0 |
6,851.0 |
6,748.5 |
|
| R1 |
6,789.0 |
6,789.0 |
6,738.0 |
6,820.0 |
| PP |
6,736.0 |
6,736.0 |
6,736.0 |
6,751.0 |
| S1 |
6,674.0 |
6,674.0 |
6,717.0 |
6,705.0 |
| S2 |
6,621.0 |
6,621.0 |
6,706.5 |
|
| S3 |
6,506.0 |
6,559.0 |
6,696.0 |
|
| S4 |
6,391.0 |
6,444.0 |
6,664.0 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,214.5 |
7,940.5 |
6,985.5 |
|
| R3 |
7,745.0 |
7,471.0 |
6,856.5 |
|
| R2 |
7,275.5 |
7,275.5 |
6,813.5 |
|
| R1 |
7,001.5 |
7,001.5 |
6,770.5 |
6,904.0 |
| PP |
6,806.0 |
6,806.0 |
6,806.0 |
6,757.0 |
| S1 |
6,532.0 |
6,532.0 |
6,684.5 |
6,434.0 |
| S2 |
6,336.5 |
6,336.5 |
6,641.5 |
|
| S3 |
5,867.0 |
6,062.5 |
6,598.5 |
|
| S4 |
5,397.5 |
5,593.0 |
6,469.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,080.0 |
6,610.5 |
469.5 |
7.0% |
115.5 |
1.7% |
25% |
False |
False |
1,255 |
| 10 |
7,080.0 |
6,610.5 |
469.5 |
7.0% |
85.0 |
1.3% |
25% |
False |
False |
6,154 |
| 20 |
7,080.0 |
6,610.5 |
469.5 |
7.0% |
69.0 |
1.0% |
25% |
False |
False |
3,510 |
| 40 |
7,082.5 |
6,610.5 |
472.0 |
7.0% |
53.5 |
0.8% |
25% |
False |
False |
1,769 |
| 60 |
7,453.5 |
6,610.5 |
843.0 |
12.5% |
40.5 |
0.6% |
14% |
False |
False |
1,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,286.0 |
|
2.618 |
7,098.5 |
|
1.618 |
6,983.5 |
|
1.000 |
6,912.5 |
|
0.618 |
6,868.5 |
|
HIGH |
6,797.5 |
|
0.618 |
6,753.5 |
|
0.500 |
6,740.0 |
|
0.382 |
6,726.5 |
|
LOW |
6,682.5 |
|
0.618 |
6,611.5 |
|
1.000 |
6,567.5 |
|
1.618 |
6,496.5 |
|
2.618 |
6,381.5 |
|
4.250 |
6,194.0 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,740.0 |
6,762.0 |
| PP |
6,736.0 |
6,750.5 |
| S1 |
6,731.5 |
6,739.0 |
|