Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,246.3 |
1,248.4 |
2.1 |
0.2% |
1,272.5 |
High |
1,249.3 |
1,249.2 |
-0.1 |
0.0% |
1,276.1 |
Low |
1,241.5 |
1,239.9 |
-1.6 |
-0.1% |
1,241.5 |
Close |
1,245.2 |
1,243.7 |
-1.5 |
-0.1% |
1,245.2 |
Range |
7.8 |
9.3 |
1.5 |
19.2% |
34.6 |
ATR |
12.7 |
12.5 |
-0.2 |
-1.9% |
0.0 |
Volume |
157 |
146 |
-11 |
-7.0% |
3,237 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.2 |
1,267.2 |
1,248.8 |
|
R3 |
1,262.9 |
1,257.9 |
1,246.3 |
|
R2 |
1,253.6 |
1,253.6 |
1,245.4 |
|
R1 |
1,248.6 |
1,248.6 |
1,244.6 |
1,246.5 |
PP |
1,244.3 |
1,244.3 |
1,244.3 |
1,243.2 |
S1 |
1,239.3 |
1,239.3 |
1,242.8 |
1,237.2 |
S2 |
1,235.0 |
1,235.0 |
1,242.0 |
|
S3 |
1,225.7 |
1,230.0 |
1,241.1 |
|
S4 |
1,216.4 |
1,220.7 |
1,238.6 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.1 |
1,336.2 |
1,264.2 |
|
R3 |
1,323.5 |
1,301.6 |
1,254.7 |
|
R2 |
1,288.9 |
1,288.9 |
1,251.5 |
|
R1 |
1,267.0 |
1,267.0 |
1,248.4 |
1,260.7 |
PP |
1,254.3 |
1,254.3 |
1,254.3 |
1,251.1 |
S1 |
1,232.4 |
1,232.4 |
1,242.0 |
1,226.1 |
S2 |
1,219.7 |
1,219.7 |
1,238.9 |
|
S3 |
1,185.1 |
1,197.8 |
1,235.7 |
|
S4 |
1,150.5 |
1,163.2 |
1,226.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,275.8 |
1,239.9 |
35.9 |
2.9% |
11.5 |
0.9% |
11% |
False |
True |
506 |
10 |
1,297.0 |
1,239.9 |
57.1 |
4.6% |
11.8 |
0.9% |
7% |
False |
True |
32,994 |
20 |
1,299.0 |
1,239.9 |
59.1 |
4.8% |
12.2 |
1.0% |
6% |
False |
True |
190,756 |
40 |
1,308.4 |
1,239.9 |
68.5 |
5.5% |
12.5 |
1.0% |
6% |
False |
True |
262,689 |
60 |
1,324.0 |
1,239.9 |
84.1 |
6.8% |
12.7 |
1.0% |
5% |
False |
True |
274,041 |
80 |
1,362.4 |
1,239.9 |
122.5 |
9.8% |
13.4 |
1.1% |
3% |
False |
True |
289,047 |
100 |
1,362.4 |
1,239.9 |
122.5 |
9.8% |
13.2 |
1.1% |
3% |
False |
True |
272,026 |
120 |
1,362.4 |
1,211.1 |
151.3 |
12.2% |
13.0 |
1.0% |
22% |
False |
False |
230,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.7 |
2.618 |
1,273.5 |
1.618 |
1,264.2 |
1.000 |
1,258.5 |
0.618 |
1,254.9 |
HIGH |
1,249.2 |
0.618 |
1,245.6 |
0.500 |
1,244.6 |
0.382 |
1,243.5 |
LOW |
1,239.9 |
0.618 |
1,234.2 |
1.000 |
1,230.6 |
1.618 |
1,224.9 |
2.618 |
1,215.6 |
4.250 |
1,200.4 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,244.6 |
1,251.2 |
PP |
1,244.3 |
1,248.7 |
S1 |
1,244.0 |
1,246.2 |
|