Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,283.1 |
1,274.1 |
-9.0 |
-0.7% |
1,288.0 |
High |
1,284.5 |
1,288.6 |
4.1 |
0.3% |
1,299.0 |
Low |
1,269.7 |
1,271.0 |
1.3 |
0.1% |
1,269.7 |
Close |
1,273.2 |
1,278.8 |
5.6 |
0.4% |
1,278.8 |
Range |
14.8 |
17.6 |
2.8 |
18.9% |
29.3 |
ATR |
12.9 |
13.2 |
0.3 |
2.6% |
0.0 |
Volume |
3,049 |
823 |
-2,226 |
-73.0% |
647,906 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.3 |
1,323.1 |
1,288.5 |
|
R3 |
1,314.7 |
1,305.5 |
1,283.6 |
|
R2 |
1,297.1 |
1,297.1 |
1,282.0 |
|
R1 |
1,287.9 |
1,287.9 |
1,280.4 |
1,292.5 |
PP |
1,279.5 |
1,279.5 |
1,279.5 |
1,281.8 |
S1 |
1,270.3 |
1,270.3 |
1,277.2 |
1,274.9 |
S2 |
1,261.9 |
1,261.9 |
1,275.6 |
|
S3 |
1,244.3 |
1,252.7 |
1,274.0 |
|
S4 |
1,226.7 |
1,235.1 |
1,269.1 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.4 |
1,353.9 |
1,294.9 |
|
R3 |
1,341.1 |
1,324.6 |
1,286.9 |
|
R2 |
1,311.8 |
1,311.8 |
1,284.2 |
|
R1 |
1,295.3 |
1,295.3 |
1,281.5 |
1,288.9 |
PP |
1,282.5 |
1,282.5 |
1,282.5 |
1,279.3 |
S1 |
1,266.0 |
1,266.0 |
1,276.1 |
1,259.6 |
S2 |
1,253.2 |
1,253.2 |
1,273.4 |
|
S3 |
1,223.9 |
1,236.7 |
1,270.7 |
|
S4 |
1,194.6 |
1,207.4 |
1,262.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,299.0 |
1,269.7 |
29.3 |
2.3% |
13.4 |
1.1% |
31% |
False |
False |
129,581 |
10 |
1,299.0 |
1,269.7 |
29.3 |
2.3% |
14.1 |
1.1% |
31% |
False |
False |
252,756 |
20 |
1,299.0 |
1,265.9 |
33.1 |
2.6% |
12.9 |
1.0% |
39% |
False |
False |
299,204 |
40 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.6 |
1.0% |
35% |
False |
False |
305,013 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.1 |
1.0% |
16% |
False |
False |
306,334 |
80 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.6 |
1.1% |
16% |
False |
False |
309,803 |
100 |
1,362.4 |
1,221.0 |
141.4 |
11.1% |
13.2 |
1.0% |
41% |
False |
False |
273,984 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
45% |
False |
False |
230,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.4 |
2.618 |
1,334.7 |
1.618 |
1,317.1 |
1.000 |
1,306.2 |
0.618 |
1,299.5 |
HIGH |
1,288.6 |
0.618 |
1,281.9 |
0.500 |
1,279.8 |
0.382 |
1,277.7 |
LOW |
1,271.0 |
0.618 |
1,260.1 |
1.000 |
1,253.4 |
1.618 |
1,242.5 |
2.618 |
1,224.9 |
4.250 |
1,196.2 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,279.8 |
1,283.0 |
PP |
1,279.5 |
1,281.6 |
S1 |
1,279.1 |
1,280.2 |
|