Trading Metrics calculated at close of trading on 06-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,064.5 |
12,962.5 |
-102.0 |
-0.8% |
13,033.0 |
High |
13,096.0 |
13,035.0 |
-61.0 |
-0.5% |
13,197.0 |
Low |
12,957.5 |
12,860.5 |
-97.0 |
-0.7% |
12,806.0 |
Close |
13,065.0 |
13,001.0 |
-64.0 |
-0.5% |
12,863.0 |
Range |
138.5 |
174.5 |
36.0 |
26.0% |
391.0 |
ATR |
163.0 |
165.9 |
3.0 |
1.8% |
0.0 |
Volume |
111,879 |
85,670 |
-26,209 |
-23.4% |
569,758 |
|
Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,489.0 |
13,419.5 |
13,097.0 |
|
R3 |
13,314.5 |
13,245.0 |
13,049.0 |
|
R2 |
13,140.0 |
13,140.0 |
13,033.0 |
|
R1 |
13,070.5 |
13,070.5 |
13,017.0 |
13,105.3 |
PP |
12,965.5 |
12,965.5 |
12,965.5 |
12,982.9 |
S1 |
12,896.0 |
12,896.0 |
12,985.0 |
12,930.8 |
S2 |
12,791.0 |
12,791.0 |
12,969.0 |
|
S3 |
12,616.5 |
12,721.5 |
12,953.0 |
|
S4 |
12,442.0 |
12,547.0 |
12,905.0 |
|
|
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 |
13,177.5 |
12,806.0 |
371.5 |
2.9% |
177.1 |
1.4% |
52% |
False |
False |
110,917 |
10 |
13,197.0 |
12,806.0 |
391.0 |
3.0% |
176.9 |
1.4% |
50% |
False |
False |
103,610 |
20 |
13,418.0 |
12,806.0 |
612.0 |
4.7% |
169.4 |
1.3% |
32% |
False |
False |
101,124 |
40 |
13,533.0 |
12,806.0 |
727.0 |
5.6% |
131.7 |
1.0% |
27% |
False |
False |
84,983 |
60 |
13,533.0 |
12,463.5 |
1,069.5 |
8.2% |
111.9 |
0.9% |
50% |
False |
False |
75,292 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
112.4 |
0.9% |
68% |
False |
False |
58,750 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
115.1 |
0.9% |
68% |
False |
False |
47,065 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
115.4 |
0.9% |
68% |
False |
False |
39,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,776.6 |
2.618 |
13,491.8 |
1.618 |
13,317.3 |
1.000 |
13,209.5 |
0.618 |
13,142.8 |
HIGH |
13,035.0 |
0.618 |
12,968.3 |
0.500 |
12,947.8 |
0.382 |
12,927.2 |
LOW |
12,860.5 |
0.618 |
12,752.7 |
1.000 |
12,686.0 |
1.618 |
12,578.2 |
2.618 |
12,403.7 |
4.250 |
12,118.9 |
|
|
Fisher Pivots for day following 06-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
12,983.3 |
12,997.2 |
PP |
12,965.5 |
12,993.3 |
S1 |
12,947.8 |
12,989.5 |
|