Trading Metrics calculated at close of trading on 04-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,274.1 |
1,272.5 |
-1.6 |
-0.1% |
1,288.0 |
High |
1,288.6 |
1,276.1 |
-12.5 |
-1.0% |
1,299.0 |
Low |
1,271.0 |
1,270.3 |
-0.7 |
-0.1% |
1,269.7 |
Close |
1,278.8 |
1,274.3 |
-4.5 |
-0.4% |
1,278.8 |
Range |
17.6 |
5.8 |
-11.8 |
-67.0% |
29.3 |
ATR |
13.2 |
12.9 |
-0.3 |
-2.5% |
0.0 |
Volume |
823 |
850 |
27 |
3.3% |
647,906 |
|
Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.0 |
1,288.4 |
1,277.5 |
|
R3 |
1,285.2 |
1,282.6 |
1,275.9 |
|
R2 |
1,279.4 |
1,279.4 |
1,275.4 |
|
R1 |
1,276.8 |
1,276.8 |
1,274.8 |
1,278.1 |
PP |
1,273.6 |
1,273.6 |
1,273.6 |
1,274.2 |
S1 |
1,271.0 |
1,271.0 |
1,273.8 |
1,272.3 |
S2 |
1,267.8 |
1,267.8 |
1,273.2 |
|
S3 |
1,262.0 |
1,265.2 |
1,272.7 |
|
S4 |
1,256.2 |
1,259.4 |
1,271.1 |
|
|
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 |
1,297.0 |
1,269.7 |
27.3 |
2.1% |
12.0 |
0.9% |
17% |
False |
False |
65,481 |
10 |
1,299.0 |
1,269.7 |
29.3 |
2.3% |
12.7 |
1.0% |
16% |
False |
False |
214,140 |
20 |
1,299.0 |
1,266.4 |
32.6 |
2.6% |
12.5 |
1.0% |
24% |
False |
False |
280,576 |
40 |
1,308.4 |
1,263.8 |
44.6 |
3.5% |
12.4 |
1.0% |
24% |
False |
False |
295,691 |
60 |
1,344.6 |
1,262.8 |
81.8 |
6.4% |
12.9 |
1.0% |
14% |
False |
False |
299,904 |
80 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.5 |
1.1% |
12% |
False |
False |
306,440 |
100 |
1,362.4 |
1,221.0 |
141.4 |
11.1% |
13.2 |
1.0% |
38% |
False |
False |
273,508 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
12.9 |
1.0% |
42% |
False |
False |
230,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.8 |
2.618 |
1,291.3 |
1.618 |
1,285.5 |
1.000 |
1,281.9 |
0.618 |
1,279.7 |
HIGH |
1,276.1 |
0.618 |
1,273.9 |
0.500 |
1,273.2 |
0.382 |
1,272.5 |
LOW |
1,270.3 |
0.618 |
1,266.7 |
1.000 |
1,264.5 |
1.618 |
1,260.9 |
2.618 |
1,255.1 |
4.250 |
1,245.7 |
|
|
Fisher Pivots for day following 04-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,273.9 |
1,279.2 |
PP |
1,273.6 |
1,277.5 |
S1 |
1,273.2 |
1,275.9 |
|