Trading Metrics calculated at close of trading on 07-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
12,962.5 |
13,040.5 |
78.0 |
0.6% |
13,033.0 |
High |
13,035.0 |
13,107.5 |
72.5 |
0.6% |
13,197.0 |
Low |
12,860.5 |
12,985.5 |
125.0 |
1.0% |
12,806.0 |
Close |
13,001.0 |
13,046.0 |
45.0 |
0.3% |
12,863.0 |
Range |
174.5 |
122.0 |
-52.5 |
-30.1% |
391.0 |
ATR |
165.9 |
162.8 |
-3.1 |
-1.9% |
0.0 |
Volume |
85,670 |
94,007 |
8,337 |
9.7% |
569,758 |
|
Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,412.3 |
13,351.2 |
13,113.1 |
|
R3 |
13,290.3 |
13,229.2 |
13,079.6 |
|
R2 |
13,168.3 |
13,168.3 |
13,068.4 |
|
R1 |
13,107.2 |
13,107.2 |
13,057.2 |
13,137.8 |
PP |
13,046.3 |
13,046.3 |
13,046.3 |
13,061.6 |
S1 |
12,985.2 |
12,985.2 |
13,034.8 |
13,015.8 |
S2 |
12,924.3 |
12,924.3 |
13,023.6 |
|
S3 |
12,802.3 |
12,863.2 |
13,012.5 |
|
S4 |
12,680.3 |
12,741.2 |
12,978.9 |
|
|
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 |
13,118.5 |
12,806.0 |
312.5 |
2.4% |
169.8 |
1.3% |
77% |
False |
False |
97,876 |
10 |
13,197.0 |
12,806.0 |
391.0 |
3.0% |
166.3 |
1.3% |
61% |
False |
False |
105,211 |
20 |
13,401.5 |
12,806.0 |
595.5 |
4.6% |
171.6 |
1.3% |
40% |
False |
False |
98,921 |
40 |
13,533.0 |
12,806.0 |
727.0 |
5.6% |
133.2 |
1.0% |
33% |
False |
False |
86,001 |
60 |
13,533.0 |
12,486.5 |
1,046.5 |
8.0% |
112.4 |
0.9% |
53% |
False |
False |
76,056 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
113.1 |
0.9% |
71% |
False |
False |
59,923 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
114.6 |
0.9% |
71% |
False |
False |
48,005 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
115.1 |
0.9% |
71% |
False |
False |
40,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,626.0 |
2.618 |
13,426.9 |
1.618 |
13,304.9 |
1.000 |
13,229.5 |
0.618 |
13,182.9 |
HIGH |
13,107.5 |
0.618 |
13,060.9 |
0.500 |
13,046.5 |
0.382 |
13,032.1 |
LOW |
12,985.5 |
0.618 |
12,910.1 |
1.000 |
12,863.5 |
1.618 |
12,788.1 |
2.618 |
12,666.1 |
4.250 |
12,467.0 |
|
|
Fisher Pivots for day following 07-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,046.5 |
13,025.3 |
PP |
13,046.3 |
13,004.7 |
S1 |
13,046.2 |
12,984.0 |
|