Trading Metrics calculated at close of trading on 07-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,264.9 |
1,262.3 |
-2.6 |
-0.2% |
1,288.0 |
High |
1,267.8 |
1,262.4 |
-5.4 |
-0.4% |
1,299.0 |
Low |
1,261.6 |
1,243.9 |
-17.7 |
-1.4% |
1,269.7 |
Close |
1,262.8 |
1,249.8 |
-13.0 |
-1.0% |
1,278.8 |
Range |
6.2 |
18.5 |
12.3 |
198.4% |
29.3 |
ATR |
12.6 |
13.0 |
0.5 |
3.6% |
0.0 |
Volume |
373 |
358 |
-15 |
-4.0% |
647,906 |
|
Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.5 |
1,297.2 |
1,260.0 |
|
R3 |
1,289.0 |
1,278.7 |
1,254.9 |
|
R2 |
1,270.5 |
1,270.5 |
1,253.2 |
|
R1 |
1,260.2 |
1,260.2 |
1,251.5 |
1,256.1 |
PP |
1,252.0 |
1,252.0 |
1,252.0 |
1,250.0 |
S1 |
1,241.7 |
1,241.7 |
1,248.1 |
1,237.6 |
S2 |
1,233.5 |
1,233.5 |
1,246.4 |
|
S3 |
1,215.0 |
1,223.2 |
1,244.7 |
|
S4 |
1,196.5 |
1,204.7 |
1,239.6 |
|
|
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 |
1,243.9 |
44.7 |
3.6% |
12.8 |
1.0% |
13% |
False |
True |
780 |
10 |
1,299.0 |
1,243.9 |
55.1 |
4.4% |
12.2 |
1.0% |
11% |
False |
True |
99,801 |
20 |
1,299.0 |
1,243.9 |
55.1 |
4.4% |
12.5 |
1.0% |
11% |
False |
True |
228,179 |
40 |
1,308.4 |
1,243.9 |
64.5 |
5.2% |
12.6 |
1.0% |
9% |
False |
True |
276,273 |
60 |
1,338.2 |
1,243.9 |
94.3 |
7.5% |
12.9 |
1.0% |
6% |
False |
True |
284,987 |
80 |
1,362.4 |
1,243.9 |
118.5 |
9.5% |
13.5 |
1.1% |
5% |
False |
True |
296,581 |
100 |
1,362.4 |
1,241.5 |
120.9 |
9.7% |
13.2 |
1.1% |
7% |
False |
False |
272,740 |
120 |
1,362.4 |
1,211.1 |
151.3 |
12.1% |
13.0 |
1.0% |
26% |
False |
False |
230,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.0 |
2.618 |
1,310.8 |
1.618 |
1,292.3 |
1.000 |
1,280.9 |
0.618 |
1,273.8 |
HIGH |
1,262.4 |
0.618 |
1,255.3 |
0.500 |
1,253.2 |
0.382 |
1,251.0 |
LOW |
1,243.9 |
0.618 |
1,232.5 |
1.000 |
1,225.4 |
1.618 |
1,214.0 |
2.618 |
1,195.5 |
4.250 |
1,165.3 |
|
|
Fisher Pivots for day following 07-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,253.2 |
1,259.9 |
PP |
1,252.0 |
1,256.5 |
S1 |
1,250.9 |
1,253.2 |
|