Trading Metrics calculated at close of trading on 05-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,272.5 |
1,275.4 |
2.9 |
0.2% |
1,288.0 |
High |
1,276.1 |
1,275.8 |
-0.3 |
0.0% |
1,299.0 |
Low |
1,270.3 |
1,260.0 |
-10.3 |
-0.8% |
1,269.7 |
Close |
1,274.3 |
1,261.6 |
-12.7 |
-1.0% |
1,278.8 |
Range |
5.8 |
15.8 |
10.0 |
172.4% |
29.3 |
ATR |
12.9 |
13.1 |
0.2 |
1.6% |
0.0 |
Volume |
850 |
1,499 |
649 |
76.4% |
647,906 |
|
Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.2 |
1,303.2 |
1,270.3 |
|
R3 |
1,297.4 |
1,287.4 |
1,265.9 |
|
R2 |
1,281.6 |
1,281.6 |
1,264.5 |
|
R1 |
1,271.6 |
1,271.6 |
1,263.0 |
1,268.7 |
PP |
1,265.8 |
1,265.8 |
1,265.8 |
1,264.4 |
S1 |
1,255.8 |
1,255.8 |
1,260.2 |
1,252.9 |
S2 |
1,250.0 |
1,250.0 |
1,258.7 |
|
S3 |
1,234.2 |
1,240.0 |
1,257.3 |
|
S4 |
1,218.4 |
1,224.2 |
1,252.9 |
|
|
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 |
1,296.2 |
1,260.0 |
36.2 |
2.9% |
13.8 |
1.1% |
4% |
False |
True |
10,693 |
10 |
1,299.0 |
1,260.0 |
39.0 |
3.1% |
12.2 |
1.0% |
4% |
False |
True |
171,774 |
20 |
1,299.0 |
1,260.0 |
39.0 |
3.1% |
12.4 |
1.0% |
4% |
False |
True |
262,912 |
40 |
1,308.4 |
1,260.0 |
48.4 |
3.8% |
12.5 |
1.0% |
3% |
False |
True |
290,703 |
60 |
1,340.5 |
1,260.0 |
80.5 |
6.4% |
13.0 |
1.0% |
2% |
False |
True |
294,877 |
80 |
1,362.4 |
1,260.0 |
102.4 |
8.1% |
13.5 |
1.1% |
2% |
False |
True |
303,142 |
100 |
1,362.4 |
1,234.9 |
127.5 |
10.1% |
13.2 |
1.0% |
21% |
False |
False |
273,174 |
120 |
1,362.4 |
1,211.1 |
151.3 |
12.0% |
12.9 |
1.0% |
33% |
False |
False |
230,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.0 |
2.618 |
1,317.2 |
1.618 |
1,301.4 |
1.000 |
1,291.6 |
0.618 |
1,285.6 |
HIGH |
1,275.8 |
0.618 |
1,269.8 |
0.500 |
1,267.9 |
0.382 |
1,266.0 |
LOW |
1,260.0 |
0.618 |
1,250.2 |
1.000 |
1,244.2 |
1.618 |
1,234.4 |
2.618 |
1,218.6 |
4.250 |
1,192.9 |
|
|
Fisher Pivots for day following 05-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,267.9 |
1,274.3 |
PP |
1,265.8 |
1,270.1 |
S1 |
1,263.7 |
1,265.8 |
|