Trading Metrics calculated at close of trading on 15-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,252.9 |
1,253.1 |
0.2 |
0.0% |
1,248.4 |
High |
1,257.7 |
1,260.3 |
2.6 |
0.2% |
1,260.3 |
Low |
1,250.3 |
1,253.1 |
2.8 |
0.2% |
1,236.5 |
Close |
1,253.8 |
1,254.3 |
0.5 |
0.0% |
1,254.3 |
Range |
7.4 |
7.2 |
-0.2 |
-2.7% |
23.8 |
ATR |
12.4 |
12.0 |
-0.4 |
-3.0% |
0.0 |
Volume |
139 |
578 |
439 |
315.8% |
1,904 |
|
Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.5 |
1,273.1 |
1,258.3 |
|
R3 |
1,270.3 |
1,265.9 |
1,256.3 |
|
R2 |
1,263.1 |
1,263.1 |
1,255.6 |
|
R1 |
1,258.7 |
1,258.7 |
1,255.0 |
1,260.9 |
PP |
1,255.9 |
1,255.9 |
1,255.9 |
1,257.0 |
S1 |
1,251.5 |
1,251.5 |
1,253.6 |
1,253.7 |
S2 |
1,248.7 |
1,248.7 |
1,253.0 |
|
S3 |
1,241.5 |
1,244.3 |
1,252.3 |
|
S4 |
1,234.3 |
1,237.1 |
1,250.3 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.8 |
1,311.8 |
1,267.4 |
|
R3 |
1,298.0 |
1,288.0 |
1,260.8 |
|
R2 |
1,274.2 |
1,274.2 |
1,258.7 |
|
R1 |
1,264.2 |
1,264.2 |
1,256.5 |
1,269.2 |
PP |
1,250.4 |
1,250.4 |
1,250.4 |
1,252.9 |
S1 |
1,240.4 |
1,240.4 |
1,252.1 |
1,245.4 |
S2 |
1,226.6 |
1,226.6 |
1,249.9 |
|
S3 |
1,202.8 |
1,216.6 |
1,247.8 |
|
S4 |
1,179.0 |
1,192.8 |
1,241.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,260.3 |
1,236.5 |
23.8 |
1.9% |
9.3 |
0.7% |
75% |
True |
False |
380 |
10 |
1,276.1 |
1,236.5 |
39.6 |
3.2% |
10.1 |
0.8% |
45% |
False |
False |
514 |
20 |
1,299.0 |
1,236.5 |
62.5 |
5.0% |
12.1 |
1.0% |
28% |
False |
False |
126,635 |
40 |
1,299.0 |
1,236.5 |
62.5 |
5.0% |
12.0 |
1.0% |
28% |
False |
False |
232,035 |
60 |
1,317.1 |
1,236.5 |
80.6 |
6.4% |
12.4 |
1.0% |
22% |
False |
False |
252,399 |
80 |
1,362.4 |
1,236.5 |
125.9 |
10.0% |
13.2 |
1.1% |
14% |
False |
False |
274,535 |
100 |
1,362.4 |
1,236.5 |
125.9 |
10.0% |
13.1 |
1.0% |
14% |
False |
False |
269,309 |
120 |
1,362.4 |
1,211.1 |
151.3 |
12.1% |
12.9 |
1.0% |
29% |
False |
False |
230,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.9 |
2.618 |
1,279.1 |
1.618 |
1,271.9 |
1.000 |
1,267.5 |
0.618 |
1,264.7 |
HIGH |
1,260.3 |
0.618 |
1,257.5 |
0.500 |
1,256.7 |
0.382 |
1,255.9 |
LOW |
1,253.1 |
0.618 |
1,248.7 |
1.000 |
1,245.9 |
1.618 |
1,241.5 |
2.618 |
1,234.3 |
4.250 |
1,222.5 |
|
|
Fisher Pivots for day following 15-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,256.7 |
1,252.9 |
PP |
1,255.9 |
1,251.5 |
S1 |
1,255.1 |
1,250.1 |
|