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 |
3,573.0 |
3,564.0 |
-9.0 |
-0.3% |
3,568.0 |
High |
3,573.0 |
3,585.0 |
12.0 |
0.3% |
3,617.0 |
Low |
3,511.0 |
3,550.0 |
39.0 |
1.1% |
3,511.0 |
Close |
3,523.0 |
3,570.0 |
47.0 |
1.3% |
3,523.0 |
Range |
62.0 |
35.0 |
-27.0 |
-43.5% |
106.0 |
ATR |
39.3 |
40.9 |
1.6 |
4.1% |
0.0 |
Volume |
1,843,790 |
1,021,799 |
-821,991 |
-44.6% |
5,871,298 |
|
Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,673.3 |
3,656.7 |
3,589.3 |
|
R3 |
3,638.3 |
3,621.7 |
3,579.6 |
|
R2 |
3,603.3 |
3,603.3 |
3,576.4 |
|
R1 |
3,586.7 |
3,586.7 |
3,573.2 |
3,595.0 |
PP |
3,568.3 |
3,568.3 |
3,568.3 |
3,572.5 |
S1 |
3,551.7 |
3,551.7 |
3,566.8 |
3,560.0 |
S2 |
3,533.3 |
3,533.3 |
3,563.6 |
|
S3 |
3,498.3 |
3,516.7 |
3,560.4 |
|
S4 |
3,463.3 |
3,481.7 |
3,550.8 |
|
|
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% |
56% |
False |
False |
1,198,035 |
10 |
3,617.0 |
3,511.0 |
106.0 |
3.0% |
42.3 |
1.2% |
56% |
False |
False |
1,049,027 |
20 |
3,693.0 |
3,511.0 |
182.0 |
5.1% |
40.9 |
1.1% |
32% |
False |
False |
1,043,555 |
40 |
3,703.0 |
3,511.0 |
192.0 |
5.4% |
33.9 |
0.9% |
31% |
False |
False |
896,666 |
60 |
3,703.0 |
3,449.0 |
254.0 |
7.1% |
30.1 |
0.8% |
48% |
False |
False |
857,748 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.3 |
0.8% |
63% |
False |
False |
657,518 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.3 |
0.9% |
63% |
False |
False |
526,549 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
32.1 |
0.9% |
63% |
False |
False |
439,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,733.8 |
2.618 |
3,676.6 |
1.618 |
3,641.6 |
1.000 |
3,620.0 |
0.618 |
3,606.6 |
HIGH |
3,585.0 |
0.618 |
3,571.6 |
0.500 |
3,567.5 |
0.382 |
3,563.4 |
LOW |
3,550.0 |
0.618 |
3,528.4 |
1.000 |
3,515.0 |
1.618 |
3,493.4 |
2.618 |
3,458.4 |
4.250 |
3,401.3 |
|
|
Fisher Pivots for day following 04-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,569.2 |
3,567.2 |
PP |
3,568.3 |
3,564.3 |
S1 |
3,567.5 |
3,561.5 |
|