Trading Metrics calculated at close of trading on 06-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,275.4 |
1,264.9 |
-10.5 |
-0.8% |
1,288.0 |
High |
1,275.8 |
1,267.8 |
-8.0 |
-0.6% |
1,299.0 |
Low |
1,260.0 |
1,261.6 |
1.6 |
0.1% |
1,269.7 |
Close |
1,261.6 |
1,262.8 |
1.2 |
0.1% |
1,278.8 |
Range |
15.8 |
6.2 |
-9.6 |
-60.8% |
29.3 |
ATR |
13.1 |
12.6 |
-0.5 |
-3.8% |
0.0 |
Volume |
1,499 |
373 |
-1,126 |
-75.1% |
647,906 |
|
Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.7 |
1,278.9 |
1,266.2 |
|
R3 |
1,276.5 |
1,272.7 |
1,264.5 |
|
R2 |
1,270.3 |
1,270.3 |
1,263.9 |
|
R1 |
1,266.5 |
1,266.5 |
1,263.4 |
1,265.3 |
PP |
1,264.1 |
1,264.1 |
1,264.1 |
1,263.5 |
S1 |
1,260.3 |
1,260.3 |
1,262.2 |
1,259.1 |
S2 |
1,257.9 |
1,257.9 |
1,261.7 |
|
S3 |
1,251.7 |
1,254.1 |
1,261.1 |
|
S4 |
1,245.5 |
1,247.9 |
1,259.4 |
|
|
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 |
1,288.6 |
1,260.0 |
28.6 |
2.3% |
12.0 |
1.0% |
10% |
False |
False |
1,318 |
10 |
1,299.0 |
1,260.0 |
39.0 |
3.1% |
11.9 |
0.9% |
7% |
False |
False |
138,796 |
20 |
1,299.0 |
1,260.0 |
39.0 |
3.1% |
12.2 |
1.0% |
7% |
False |
False |
246,067 |
40 |
1,308.4 |
1,260.0 |
48.4 |
3.8% |
12.4 |
1.0% |
6% |
False |
False |
282,798 |
60 |
1,340.5 |
1,260.0 |
80.5 |
6.4% |
12.9 |
1.0% |
3% |
False |
False |
290,087 |
80 |
1,362.4 |
1,260.0 |
102.4 |
8.1% |
13.4 |
1.1% |
3% |
False |
False |
300,171 |
100 |
1,362.4 |
1,239.1 |
123.3 |
9.8% |
13.1 |
1.0% |
19% |
False |
False |
273,038 |
120 |
1,362.4 |
1,211.1 |
151.3 |
12.0% |
12.9 |
1.0% |
34% |
False |
False |
230,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.2 |
2.618 |
1,284.0 |
1.618 |
1,277.8 |
1.000 |
1,274.0 |
0.618 |
1,271.6 |
HIGH |
1,267.8 |
0.618 |
1,265.4 |
0.500 |
1,264.7 |
0.382 |
1,264.0 |
LOW |
1,261.6 |
0.618 |
1,257.8 |
1.000 |
1,255.4 |
1.618 |
1,251.6 |
2.618 |
1,245.4 |
4.250 |
1,235.3 |
|
|
Fisher Pivots for day following 06-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,264.7 |
1,268.1 |
PP |
1,264.1 |
1,266.3 |
S1 |
1,263.4 |
1,264.6 |
|