Trading Metrics calculated at close of trading on 13-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,241.3 |
1,245.4 |
4.1 |
0.3% |
1,272.5 |
High |
1,244.4 |
1,254.5 |
10.1 |
0.8% |
1,276.1 |
Low |
1,236.5 |
1,239.8 |
3.3 |
0.3% |
1,241.5 |
Close |
1,238.5 |
1,245.4 |
6.9 |
0.6% |
1,245.2 |
Range |
7.9 |
14.7 |
6.8 |
86.1% |
34.6 |
ATR |
12.1 |
12.4 |
0.3 |
2.3% |
0.0 |
Volume |
692 |
349 |
-343 |
-49.6% |
3,237 |
|
Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.7 |
1,282.7 |
1,253.5 |
|
R3 |
1,276.0 |
1,268.0 |
1,249.4 |
|
R2 |
1,261.3 |
1,261.3 |
1,248.1 |
|
R1 |
1,253.3 |
1,253.3 |
1,246.7 |
1,252.8 |
PP |
1,246.6 |
1,246.6 |
1,246.6 |
1,246.3 |
S1 |
1,238.6 |
1,238.6 |
1,244.1 |
1,238.1 |
S2 |
1,231.9 |
1,231.9 |
1,242.7 |
|
S3 |
1,217.2 |
1,223.9 |
1,241.4 |
|
S4 |
1,202.5 |
1,209.2 |
1,237.3 |
|
|
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 |
1,262.4 |
1,236.5 |
25.9 |
2.1% |
11.6 |
0.9% |
34% |
False |
False |
340 |
10 |
1,288.6 |
1,236.5 |
52.1 |
4.2% |
11.8 |
1.0% |
17% |
False |
False |
829 |
20 |
1,299.0 |
1,236.5 |
62.5 |
5.0% |
12.3 |
1.0% |
14% |
False |
False |
162,003 |
40 |
1,299.0 |
1,236.5 |
62.5 |
5.0% |
12.3 |
1.0% |
14% |
False |
False |
247,373 |
60 |
1,319.8 |
1,236.5 |
83.3 |
6.7% |
12.7 |
1.0% |
11% |
False |
False |
264,948 |
80 |
1,362.4 |
1,236.5 |
125.9 |
10.1% |
13.3 |
1.1% |
7% |
False |
False |
280,835 |
100 |
1,362.4 |
1,236.5 |
125.9 |
10.1% |
13.2 |
1.1% |
7% |
False |
False |
270,883 |
120 |
1,362.4 |
1,211.1 |
151.3 |
12.1% |
13.0 |
1.0% |
23% |
False |
False |
230,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.0 |
2.618 |
1,293.0 |
1.618 |
1,278.3 |
1.000 |
1,269.2 |
0.618 |
1,263.6 |
HIGH |
1,254.5 |
0.618 |
1,248.9 |
0.500 |
1,247.2 |
0.382 |
1,245.4 |
LOW |
1,239.8 |
0.618 |
1,230.7 |
1.000 |
1,225.1 |
1.618 |
1,216.0 |
2.618 |
1,201.3 |
4.250 |
1,177.3 |
|
|
Fisher Pivots for day following 13-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,247.2 |
1,245.5 |
PP |
1,246.6 |
1,245.5 |
S1 |
1,246.0 |
1,245.4 |
|