Trading Metrics calculated at close of trading on 21-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,261.3 |
1,266.4 |
5.1 |
0.4% |
1,248.4 |
High |
1,266.6 |
1,267.4 |
0.8 |
0.1% |
1,260.3 |
Low |
1,261.3 |
1,264.3 |
3.0 |
0.2% |
1,236.5 |
Close |
1,266.1 |
1,267.3 |
1.2 |
0.1% |
1,254.3 |
Range |
5.3 |
3.1 |
-2.2 |
-41.5% |
23.8 |
ATR |
10.9 |
10.3 |
-0.6 |
-5.1% |
0.0 |
Volume |
63 |
226 |
163 |
258.7% |
1,904 |
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.6 |
1,274.6 |
1,269.0 |
|
R3 |
1,272.5 |
1,271.5 |
1,268.2 |
|
R2 |
1,269.4 |
1,269.4 |
1,267.9 |
|
R1 |
1,268.4 |
1,268.4 |
1,267.6 |
1,268.9 |
PP |
1,266.3 |
1,266.3 |
1,266.3 |
1,266.6 |
S1 |
1,265.3 |
1,265.3 |
1,267.0 |
1,265.8 |
S2 |
1,263.2 |
1,263.2 |
1,266.7 |
|
S3 |
1,260.1 |
1,262.2 |
1,266.4 |
|
S4 |
1,257.0 |
1,259.1 |
1,265.6 |
|
|
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 |
1,267.4 |
1,253.1 |
14.3 |
1.1% |
5.4 |
0.4% |
99% |
True |
False |
248 |
10 |
1,267.4 |
1,236.5 |
30.9 |
2.4% |
7.4 |
0.6% |
100% |
True |
False |
272 |
20 |
1,299.0 |
1,236.5 |
62.5 |
4.9% |
9.8 |
0.8% |
49% |
False |
False |
50,036 |
40 |
1,299.0 |
1,236.5 |
62.5 |
4.9% |
11.3 |
0.9% |
49% |
False |
False |
200,861 |
60 |
1,308.4 |
1,236.5 |
71.9 |
5.7% |
11.6 |
0.9% |
43% |
False |
False |
229,284 |
80 |
1,362.4 |
1,236.5 |
125.9 |
9.9% |
12.5 |
1.0% |
24% |
False |
False |
257,199 |
100 |
1,362.4 |
1,236.5 |
125.9 |
9.9% |
12.8 |
1.0% |
24% |
False |
False |
261,406 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
12.6 |
1.0% |
37% |
False |
False |
229,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.6 |
2.618 |
1,275.5 |
1.618 |
1,272.4 |
1.000 |
1,270.5 |
0.618 |
1,269.3 |
HIGH |
1,267.4 |
0.618 |
1,266.2 |
0.500 |
1,265.9 |
0.382 |
1,265.5 |
LOW |
1,264.3 |
0.618 |
1,262.4 |
1.000 |
1,261.2 |
1.618 |
1,259.3 |
2.618 |
1,256.2 |
4.250 |
1,251.1 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,266.8 |
1,266.0 |
PP |
1,266.3 |
1,264.7 |
S1 |
1,265.9 |
1,263.5 |
|