Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,050.0 |
13,055.5 |
5.5 |
0.0% |
13,033.0 |
High |
13,177.5 |
13,073.0 |
-104.5 |
-0.8% |
13,197.0 |
Low |
13,019.0 |
12,806.0 |
-213.0 |
-1.6% |
12,806.0 |
Close |
13,052.5 |
12,863.0 |
-189.5 |
-1.5% |
12,863.0 |
Range |
158.5 |
267.0 |
108.5 |
68.5% |
391.0 |
ATR |
149.5 |
157.9 |
8.4 |
5.6% |
0.0 |
Volume |
159,209 |
104,404 |
-54,805 |
-34.4% |
569,758 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,715.0 |
13,556.0 |
13,009.9 |
|
R3 |
13,448.0 |
13,289.0 |
12,936.4 |
|
R2 |
13,181.0 |
13,181.0 |
12,912.0 |
|
R1 |
13,022.0 |
13,022.0 |
12,887.5 |
12,968.0 |
PP |
12,914.0 |
12,914.0 |
12,914.0 |
12,887.0 |
S1 |
12,755.0 |
12,755.0 |
12,838.5 |
12,701.0 |
S2 |
12,647.0 |
12,647.0 |
12,814.1 |
|
S3 |
12,380.0 |
12,488.0 |
12,789.6 |
|
S4 |
12,113.0 |
12,221.0 |
12,716.2 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,128.3 |
13,886.7 |
13,078.1 |
|
R3 |
13,737.3 |
13,495.7 |
12,970.5 |
|
R2 |
13,346.3 |
13,346.3 |
12,934.7 |
|
R1 |
13,104.7 |
13,104.7 |
12,898.8 |
13,030.0 |
PP |
12,955.3 |
12,955.3 |
12,955.3 |
12,918.0 |
S1 |
12,713.7 |
12,713.7 |
12,827.2 |
12,639.0 |
S2 |
12,564.3 |
12,564.3 |
12,791.3 |
|
S3 |
12,173.3 |
12,322.7 |
12,755.5 |
|
S4 |
11,782.3 |
11,931.7 |
12,648.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,197.0 |
12,806.0 |
391.0 |
3.0% |
179.1 |
1.4% |
15% |
False |
True |
113,951 |
10 |
13,209.0 |
12,806.0 |
403.0 |
3.1% |
185.2 |
1.4% |
14% |
False |
True |
102,507 |
20 |
13,533.0 |
12,806.0 |
727.0 |
5.7% |
162.3 |
1.3% |
8% |
False |
True |
97,566 |
40 |
13,533.0 |
12,806.0 |
727.0 |
5.7% |
125.0 |
1.0% |
8% |
False |
True |
81,814 |
60 |
13,533.0 |
12,235.0 |
1,298.0 |
10.1% |
109.1 |
0.8% |
48% |
False |
False |
73,150 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
13.0% |
112.2 |
0.9% |
60% |
False |
False |
55,121 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
13.0% |
112.8 |
0.9% |
60% |
False |
False |
44,161 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
13.0% |
114.6 |
0.9% |
60% |
False |
False |
36,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,207.8 |
2.618 |
13,772.0 |
1.618 |
13,505.0 |
1.000 |
13,340.0 |
0.618 |
13,238.0 |
HIGH |
13,073.0 |
0.618 |
12,971.0 |
0.500 |
12,939.5 |
0.382 |
12,908.0 |
LOW |
12,806.0 |
0.618 |
12,641.0 |
1.000 |
12,539.0 |
1.618 |
12,374.0 |
2.618 |
12,107.0 |
4.250 |
11,671.3 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
12,939.5 |
13,001.5 |
PP |
12,914.0 |
12,955.3 |
S1 |
12,888.5 |
12,909.2 |
|