Trading Metrics calculated at close of trading on 04-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,055.5 |
13,012.5 |
-43.0 |
-0.3% |
13,033.0 |
High |
13,073.0 |
13,118.5 |
45.5 |
0.3% |
13,197.0 |
Low |
12,806.0 |
12,971.5 |
165.5 |
1.3% |
12,806.0 |
Close |
12,863.0 |
13,049.5 |
186.5 |
1.4% |
12,863.0 |
Range |
267.0 |
147.0 |
-120.0 |
-44.9% |
391.0 |
ATR |
157.9 |
164.9 |
7.0 |
4.4% |
0.0 |
Volume |
104,404 |
93,423 |
-10,981 |
-10.5% |
569,758 |
|
Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,487.5 |
13,415.5 |
13,130.4 |
|
R3 |
13,340.5 |
13,268.5 |
13,089.9 |
|
R2 |
13,193.5 |
13,193.5 |
13,076.5 |
|
R1 |
13,121.5 |
13,121.5 |
13,063.0 |
13,157.5 |
PP |
13,046.5 |
13,046.5 |
13,046.5 |
13,064.5 |
S1 |
12,974.5 |
12,974.5 |
13,036.0 |
13,010.5 |
S2 |
12,899.5 |
12,899.5 |
13,022.6 |
|
S3 |
12,752.5 |
12,827.5 |
13,009.1 |
|
S4 |
12,605.5 |
12,680.5 |
12,968.7 |
|
|
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% |
181.9 |
1.4% |
62% |
False |
False |
114,311 |
10 |
13,209.0 |
12,806.0 |
403.0 |
3.1% |
187.5 |
1.4% |
60% |
False |
False |
102,473 |
20 |
13,533.0 |
12,806.0 |
727.0 |
5.6% |
165.8 |
1.3% |
33% |
False |
False |
99,639 |
40 |
13,533.0 |
12,806.0 |
727.0 |
5.6% |
127.3 |
1.0% |
33% |
False |
False |
83,001 |
60 |
13,533.0 |
12,355.5 |
1,177.5 |
9.0% |
110.3 |
0.8% |
59% |
False |
False |
74,110 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
111.3 |
0.9% |
71% |
False |
False |
56,286 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
113.8 |
0.9% |
71% |
False |
False |
45,094 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
114.2 |
0.9% |
71% |
False |
False |
37,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,743.3 |
2.618 |
13,503.3 |
1.618 |
13,356.3 |
1.000 |
13,265.5 |
0.618 |
13,209.3 |
HIGH |
13,118.5 |
0.618 |
13,062.3 |
0.500 |
13,045.0 |
0.382 |
13,027.7 |
LOW |
12,971.5 |
0.618 |
12,880.7 |
1.000 |
12,824.5 |
1.618 |
12,733.7 |
2.618 |
12,586.7 |
4.250 |
12,346.8 |
|
|
Fisher Pivots for day following 04-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,048.0 |
13,030.3 |
PP |
13,046.5 |
13,011.0 |
S1 |
13,045.0 |
12,991.8 |
|