Trading Metrics calculated at close of trading on 12-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,248.4 |
1,241.3 |
-7.1 |
-0.6% |
1,272.5 |
High |
1,249.2 |
1,244.4 |
-4.8 |
-0.4% |
1,276.1 |
Low |
1,239.9 |
1,236.5 |
-3.4 |
-0.3% |
1,241.5 |
Close |
1,243.7 |
1,238.5 |
-5.2 |
-0.4% |
1,245.2 |
Range |
9.3 |
7.9 |
-1.4 |
-15.1% |
34.6 |
ATR |
12.5 |
12.1 |
-0.3 |
-2.6% |
0.0 |
Volume |
146 |
692 |
546 |
374.0% |
3,237 |
|
Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.5 |
1,258.9 |
1,242.8 |
|
R3 |
1,255.6 |
1,251.0 |
1,240.7 |
|
R2 |
1,247.7 |
1,247.7 |
1,239.9 |
|
R1 |
1,243.1 |
1,243.1 |
1,239.2 |
1,241.5 |
PP |
1,239.8 |
1,239.8 |
1,239.8 |
1,239.0 |
S1 |
1,235.2 |
1,235.2 |
1,237.8 |
1,233.6 |
S2 |
1,231.9 |
1,231.9 |
1,237.1 |
|
S3 |
1,224.0 |
1,227.3 |
1,236.3 |
|
S4 |
1,216.1 |
1,219.4 |
1,234.2 |
|
|
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 |
1,267.8 |
1,236.5 |
31.3 |
2.5% |
9.9 |
0.8% |
6% |
False |
True |
345 |
10 |
1,296.2 |
1,236.5 |
59.7 |
4.8% |
11.9 |
1.0% |
3% |
False |
True |
5,519 |
20 |
1,299.0 |
1,236.5 |
62.5 |
5.0% |
12.3 |
1.0% |
3% |
False |
True |
179,745 |
40 |
1,299.0 |
1,236.5 |
62.5 |
5.0% |
12.3 |
1.0% |
3% |
False |
True |
255,925 |
60 |
1,319.8 |
1,236.5 |
83.3 |
6.7% |
12.6 |
1.0% |
2% |
False |
True |
269,530 |
80 |
1,362.4 |
1,236.5 |
125.9 |
10.2% |
13.2 |
1.1% |
2% |
False |
True |
284,099 |
100 |
1,362.4 |
1,236.5 |
125.9 |
10.2% |
13.1 |
1.1% |
2% |
False |
True |
271,521 |
120 |
1,362.4 |
1,211.1 |
151.3 |
12.2% |
13.0 |
1.0% |
18% |
False |
False |
230,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.0 |
2.618 |
1,265.1 |
1.618 |
1,257.2 |
1.000 |
1,252.3 |
0.618 |
1,249.3 |
HIGH |
1,244.4 |
0.618 |
1,241.4 |
0.500 |
1,240.5 |
0.382 |
1,239.5 |
LOW |
1,236.5 |
0.618 |
1,231.6 |
1.000 |
1,228.6 |
1.618 |
1,223.7 |
2.618 |
1,215.8 |
4.250 |
1,202.9 |
|
|
Fisher Pivots for day following 12-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,240.5 |
1,242.9 |
PP |
1,239.8 |
1,241.4 |
S1 |
1,239.2 |
1,240.0 |
|