Trading Metrics calculated at close of trading on 14-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,245.4 |
1,252.9 |
7.5 |
0.6% |
1,272.5 |
High |
1,254.5 |
1,257.7 |
3.2 |
0.3% |
1,276.1 |
Low |
1,239.8 |
1,250.3 |
10.5 |
0.8% |
1,241.5 |
Close |
1,245.4 |
1,253.8 |
8.4 |
0.7% |
1,245.2 |
Range |
14.7 |
7.4 |
-7.3 |
-49.7% |
34.6 |
ATR |
12.4 |
12.4 |
0.0 |
-0.1% |
0.0 |
Volume |
349 |
139 |
-210 |
-60.2% |
3,237 |
|
Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.1 |
1,272.4 |
1,257.9 |
|
R3 |
1,268.7 |
1,265.0 |
1,255.8 |
|
R2 |
1,261.3 |
1,261.3 |
1,255.2 |
|
R1 |
1,257.6 |
1,257.6 |
1,254.5 |
1,259.5 |
PP |
1,253.9 |
1,253.9 |
1,253.9 |
1,254.9 |
S1 |
1,250.2 |
1,250.2 |
1,253.1 |
1,252.1 |
S2 |
1,246.5 |
1,246.5 |
1,252.4 |
|
S3 |
1,239.1 |
1,242.8 |
1,251.8 |
|
S4 |
1,231.7 |
1,235.4 |
1,249.7 |
|
|
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 |
1,257.7 |
1,236.5 |
21.2 |
1.7% |
9.4 |
0.8% |
82% |
True |
False |
296 |
10 |
1,288.6 |
1,236.5 |
52.1 |
4.2% |
11.1 |
0.9% |
33% |
False |
False |
538 |
20 |
1,299.0 |
1,236.5 |
62.5 |
5.0% |
12.0 |
1.0% |
28% |
False |
False |
140,327 |
40 |
1,299.0 |
1,236.5 |
62.5 |
5.0% |
12.2 |
1.0% |
28% |
False |
False |
240,913 |
60 |
1,317.1 |
1,236.5 |
80.6 |
6.4% |
12.5 |
1.0% |
21% |
False |
False |
259,093 |
80 |
1,362.4 |
1,236.5 |
125.9 |
10.0% |
13.2 |
1.1% |
14% |
False |
False |
277,474 |
100 |
1,362.4 |
1,236.5 |
125.9 |
10.0% |
13.2 |
1.1% |
14% |
False |
False |
270,261 |
120 |
1,362.4 |
1,211.1 |
151.3 |
12.1% |
12.9 |
1.0% |
28% |
False |
False |
230,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.2 |
2.618 |
1,277.1 |
1.618 |
1,269.7 |
1.000 |
1,265.1 |
0.618 |
1,262.3 |
HIGH |
1,257.7 |
0.618 |
1,254.9 |
0.500 |
1,254.0 |
0.382 |
1,253.1 |
LOW |
1,250.3 |
0.618 |
1,245.7 |
1.000 |
1,242.9 |
1.618 |
1,238.3 |
2.618 |
1,230.9 |
4.250 |
1,218.9 |
|
|
Fisher Pivots for day following 14-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,254.0 |
1,251.6 |
PP |
1,253.9 |
1,249.3 |
S1 |
1,253.9 |
1,247.1 |
|