Trading Metrics calculated at close of trading on 18-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,253.1 |
1,256.2 |
3.1 |
0.2% |
1,248.4 |
High |
1,260.3 |
1,262.4 |
2.1 |
0.2% |
1,260.3 |
Low |
1,253.1 |
1,255.7 |
2.6 |
0.2% |
1,236.5 |
Close |
1,254.3 |
1,262.2 |
7.9 |
0.6% |
1,254.3 |
Range |
7.2 |
6.7 |
-0.5 |
-6.9% |
23.8 |
ATR |
12.0 |
11.7 |
-0.3 |
-2.3% |
0.0 |
Volume |
578 |
45 |
-533 |
-92.2% |
1,904 |
|
Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.2 |
1,277.9 |
1,265.9 |
|
R3 |
1,273.5 |
1,271.2 |
1,264.0 |
|
R2 |
1,266.8 |
1,266.8 |
1,263.4 |
|
R1 |
1,264.5 |
1,264.5 |
1,262.8 |
1,265.7 |
PP |
1,260.1 |
1,260.1 |
1,260.1 |
1,260.7 |
S1 |
1,257.8 |
1,257.8 |
1,261.6 |
1,259.0 |
S2 |
1,253.4 |
1,253.4 |
1,261.0 |
|
S3 |
1,246.7 |
1,251.1 |
1,260.4 |
|
S4 |
1,240.0 |
1,244.4 |
1,258.5 |
|
|
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 |
1,262.4 |
1,236.5 |
25.9 |
2.1% |
8.8 |
0.7% |
99% |
True |
False |
360 |
10 |
1,275.8 |
1,236.5 |
39.3 |
3.1% |
10.2 |
0.8% |
65% |
False |
False |
433 |
20 |
1,299.0 |
1,236.5 |
62.5 |
5.0% |
11.4 |
0.9% |
41% |
False |
False |
107,286 |
40 |
1,299.0 |
1,236.5 |
62.5 |
5.0% |
11.8 |
0.9% |
41% |
False |
False |
224,166 |
60 |
1,317.1 |
1,236.5 |
80.6 |
6.4% |
12.4 |
1.0% |
32% |
False |
False |
247,992 |
80 |
1,362.4 |
1,236.5 |
125.9 |
10.0% |
13.2 |
1.0% |
20% |
False |
False |
271,452 |
100 |
1,362.4 |
1,236.5 |
125.9 |
10.0% |
13.0 |
1.0% |
20% |
False |
False |
267,695 |
120 |
1,362.4 |
1,211.1 |
151.3 |
12.0% |
12.9 |
1.0% |
34% |
False |
False |
230,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.9 |
2.618 |
1,279.9 |
1.618 |
1,273.2 |
1.000 |
1,269.1 |
0.618 |
1,266.5 |
HIGH |
1,262.4 |
0.618 |
1,259.8 |
0.500 |
1,259.1 |
0.382 |
1,258.3 |
LOW |
1,255.7 |
0.618 |
1,251.6 |
1.000 |
1,249.0 |
1.618 |
1,244.9 |
2.618 |
1,238.2 |
4.250 |
1,227.2 |
|
|
Fisher Pivots for day following 18-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,261.2 |
1,260.3 |
PP |
1,260.1 |
1,258.3 |
S1 |
1,259.1 |
1,256.4 |
|