Trading Metrics calculated at close of trading on 05-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,012.5 |
13,064.5 |
52.0 |
0.4% |
13,033.0 |
High |
13,118.5 |
13,096.0 |
-22.5 |
-0.2% |
13,197.0 |
Low |
12,971.5 |
12,957.5 |
-14.0 |
-0.1% |
12,806.0 |
Close |
13,049.5 |
13,065.0 |
15.5 |
0.1% |
12,863.0 |
Range |
147.0 |
138.5 |
-8.5 |
-5.8% |
391.0 |
ATR |
164.9 |
163.0 |
-1.9 |
-1.1% |
0.0 |
Volume |
93,423 |
111,879 |
18,456 |
19.8% |
569,758 |
|
Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,455.0 |
13,398.5 |
13,141.2 |
|
R3 |
13,316.5 |
13,260.0 |
13,103.1 |
|
R2 |
13,178.0 |
13,178.0 |
13,090.4 |
|
R1 |
13,121.5 |
13,121.5 |
13,077.7 |
13,149.8 |
PP |
13,039.5 |
13,039.5 |
13,039.5 |
13,053.6 |
S1 |
12,983.0 |
12,983.0 |
13,052.3 |
13,011.3 |
S2 |
12,901.0 |
12,901.0 |
13,039.6 |
|
S3 |
12,762.5 |
12,844.5 |
13,026.9 |
|
S4 |
12,624.0 |
12,706.0 |
12,988.8 |
|
|
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% |
175.9 |
1.3% |
66% |
False |
False |
113,915 |
10 |
13,209.0 |
12,806.0 |
403.0 |
3.1% |
178.3 |
1.4% |
64% |
False |
False |
104,599 |
20 |
13,533.0 |
12,806.0 |
727.0 |
5.6% |
170.5 |
1.3% |
36% |
False |
False |
100,635 |
40 |
13,533.0 |
12,806.0 |
727.0 |
5.6% |
129.2 |
1.0% |
36% |
False |
False |
84,106 |
60 |
13,533.0 |
12,463.5 |
1,069.5 |
8.2% |
110.2 |
0.8% |
56% |
False |
False |
75,034 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
112.0 |
0.9% |
72% |
False |
False |
57,681 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
114.4 |
0.9% |
72% |
False |
False |
46,211 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
115.0 |
0.9% |
72% |
False |
False |
38,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,684.6 |
2.618 |
13,458.6 |
1.618 |
13,320.1 |
1.000 |
13,234.5 |
0.618 |
13,181.6 |
HIGH |
13,096.0 |
0.618 |
13,043.1 |
0.500 |
13,026.8 |
0.382 |
13,010.4 |
LOW |
12,957.5 |
0.618 |
12,871.9 |
1.000 |
12,819.0 |
1.618 |
12,733.4 |
2.618 |
12,594.9 |
4.250 |
12,368.9 |
|
|
Fisher Pivots for day following 05-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,052.3 |
13,030.8 |
PP |
13,039.5 |
12,996.5 |
S1 |
13,026.8 |
12,962.3 |
|