Trading Metrics calculated at close of trading on 20-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,261.1 |
1,261.3 |
0.2 |
0.0% |
1,248.4 |
High |
1,264.3 |
1,266.6 |
2.3 |
0.2% |
1,260.3 |
Low |
1,259.5 |
1,261.3 |
1.8 |
0.1% |
1,236.5 |
Close |
1,260.7 |
1,266.1 |
5.4 |
0.4% |
1,254.3 |
Range |
4.8 |
5.3 |
0.5 |
10.4% |
23.8 |
ATR |
11.3 |
10.9 |
-0.4 |
-3.4% |
0.0 |
Volume |
329 |
63 |
-266 |
-80.9% |
1,904 |
|
Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.6 |
1,278.6 |
1,269.0 |
|
R3 |
1,275.3 |
1,273.3 |
1,267.6 |
|
R2 |
1,270.0 |
1,270.0 |
1,267.1 |
|
R1 |
1,268.0 |
1,268.0 |
1,266.6 |
1,269.0 |
PP |
1,264.7 |
1,264.7 |
1,264.7 |
1,265.2 |
S1 |
1,262.7 |
1,262.7 |
1,265.6 |
1,263.7 |
S2 |
1,259.4 |
1,259.4 |
1,265.1 |
|
S3 |
1,254.1 |
1,257.4 |
1,264.6 |
|
S4 |
1,248.8 |
1,252.1 |
1,263.2 |
|
|
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 |
1,266.6 |
1,250.3 |
16.3 |
1.3% |
6.3 |
0.5% |
97% |
True |
False |
230 |
10 |
1,266.6 |
1,236.5 |
30.1 |
2.4% |
9.0 |
0.7% |
98% |
True |
False |
285 |
20 |
1,299.0 |
1,236.5 |
62.5 |
4.9% |
10.4 |
0.8% |
47% |
False |
False |
69,541 |
40 |
1,299.0 |
1,236.5 |
62.5 |
4.9% |
11.5 |
0.9% |
47% |
False |
False |
210,341 |
60 |
1,308.4 |
1,236.5 |
71.9 |
5.7% |
11.8 |
0.9% |
41% |
False |
False |
235,527 |
80 |
1,362.4 |
1,236.5 |
125.9 |
9.9% |
12.8 |
1.0% |
24% |
False |
False |
262,952 |
100 |
1,362.4 |
1,236.5 |
125.9 |
9.9% |
12.9 |
1.0% |
24% |
False |
False |
263,539 |
120 |
1,362.4 |
1,211.1 |
151.3 |
12.0% |
12.8 |
1.0% |
36% |
False |
False |
229,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.1 |
2.618 |
1,280.5 |
1.618 |
1,275.2 |
1.000 |
1,271.9 |
0.618 |
1,269.9 |
HIGH |
1,266.6 |
0.618 |
1,264.6 |
0.500 |
1,264.0 |
0.382 |
1,263.3 |
LOW |
1,261.3 |
0.618 |
1,258.0 |
1.000 |
1,256.0 |
1.618 |
1,252.7 |
2.618 |
1,247.4 |
4.250 |
1,238.8 |
|
|
Fisher Pivots for day following 20-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,265.4 |
1,264.5 |
PP |
1,264.7 |
1,262.8 |
S1 |
1,264.0 |
1,261.2 |
|