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 |
3,587.0 |
3,573.0 |
-14.0 |
-0.4% |
3,568.0 |
High |
3,612.0 |
3,573.0 |
-39.0 |
-1.1% |
3,617.0 |
Low |
3,565.0 |
3,511.0 |
-54.0 |
-1.5% |
3,511.0 |
Close |
3,573.0 |
3,523.0 |
-50.0 |
-1.4% |
3,523.0 |
Range |
47.0 |
62.0 |
15.0 |
31.9% |
106.0 |
ATR |
37.5 |
39.3 |
1.7 |
4.7% |
0.0 |
Volume |
1,243,797 |
1,843,790 |
599,993 |
48.2% |
5,871,298 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,721.7 |
3,684.3 |
3,557.1 |
|
R3 |
3,659.7 |
3,622.3 |
3,540.1 |
|
R2 |
3,597.7 |
3,597.7 |
3,534.4 |
|
R1 |
3,560.3 |
3,560.3 |
3,528.7 |
3,548.0 |
PP |
3,535.7 |
3,535.7 |
3,535.7 |
3,529.5 |
S1 |
3,498.3 |
3,498.3 |
3,517.3 |
3,486.0 |
S2 |
3,473.7 |
3,473.7 |
3,511.6 |
|
S3 |
3,411.7 |
3,436.3 |
3,506.0 |
|
S4 |
3,349.7 |
3,374.3 |
3,488.9 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,868.3 |
3,801.7 |
3,581.3 |
|
R3 |
3,762.3 |
3,695.7 |
3,552.2 |
|
R2 |
3,656.3 |
3,656.3 |
3,542.4 |
|
R1 |
3,589.7 |
3,589.7 |
3,532.7 |
3,570.0 |
PP |
3,550.3 |
3,550.3 |
3,550.3 |
3,540.5 |
S1 |
3,483.7 |
3,483.7 |
3,513.3 |
3,464.0 |
S2 |
3,444.3 |
3,444.3 |
3,503.6 |
|
S3 |
3,338.3 |
3,377.7 |
3,493.9 |
|
S4 |
3,232.3 |
3,271.7 |
3,464.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,617.0 |
3,511.0 |
106.0 |
3.0% |
45.8 |
1.3% |
11% |
False |
True |
1,174,259 |
10 |
3,617.0 |
3,511.0 |
106.0 |
3.0% |
42.0 |
1.2% |
11% |
False |
True |
1,035,434 |
20 |
3,694.0 |
3,511.0 |
183.0 |
5.2% |
40.3 |
1.1% |
7% |
False |
True |
1,025,091 |
40 |
3,703.0 |
3,511.0 |
192.0 |
5.4% |
33.5 |
1.0% |
6% |
False |
True |
885,891 |
60 |
3,703.0 |
3,419.0 |
284.0 |
8.1% |
29.9 |
0.8% |
37% |
False |
False |
849,373 |
80 |
3,703.0 |
3,348.0 |
355.0 |
10.1% |
30.5 |
0.9% |
49% |
False |
False |
644,749 |
100 |
3,703.0 |
3,348.0 |
355.0 |
10.1% |
31.2 |
0.9% |
49% |
False |
False |
516,331 |
120 |
3,703.0 |
3,348.0 |
355.0 |
10.1% |
32.2 |
0.9% |
49% |
False |
False |
430,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,836.5 |
2.618 |
3,735.3 |
1.618 |
3,673.3 |
1.000 |
3,635.0 |
0.618 |
3,611.3 |
HIGH |
3,573.0 |
0.618 |
3,549.3 |
0.500 |
3,542.0 |
0.382 |
3,534.7 |
LOW |
3,511.0 |
0.618 |
3,472.7 |
1.000 |
3,449.0 |
1.618 |
3,410.7 |
2.618 |
3,348.7 |
4.250 |
3,247.5 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,542.0 |
3,564.0 |
PP |
3,535.7 |
3,550.3 |
S1 |
3,529.3 |
3,536.7 |
|