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 |
3,564.0 |
3,574.0 |
10.0 |
0.3% |
3,568.0 |
High |
3,585.0 |
3,581.0 |
-4.0 |
-0.1% |
3,617.0 |
Low |
3,550.0 |
3,550.0 |
0.0 |
0.0% |
3,511.0 |
Close |
3,570.0 |
3,573.0 |
3.0 |
0.1% |
3,523.0 |
Range |
35.0 |
31.0 |
-4.0 |
-11.4% |
106.0 |
ATR |
40.9 |
40.2 |
-0.7 |
-1.7% |
0.0 |
Volume |
1,021,799 |
915,991 |
-105,808 |
-10.4% |
5,871,298 |
|
Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,661.0 |
3,648.0 |
3,590.1 |
|
R3 |
3,630.0 |
3,617.0 |
3,581.5 |
|
R2 |
3,599.0 |
3,599.0 |
3,578.7 |
|
R1 |
3,586.0 |
3,586.0 |
3,575.8 |
3,577.0 |
PP |
3,568.0 |
3,568.0 |
3,568.0 |
3,563.5 |
S1 |
3,555.0 |
3,555.0 |
3,570.2 |
3,546.0 |
S2 |
3,537.0 |
3,537.0 |
3,567.3 |
|
S3 |
3,506.0 |
3,524.0 |
3,564.5 |
|
S4 |
3,475.0 |
3,493.0 |
3,556.0 |
|
|
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% |
42.4 |
1.2% |
58% |
False |
False |
1,213,785 |
10 |
3,617.0 |
3,511.0 |
106.0 |
3.0% |
41.3 |
1.2% |
58% |
False |
False |
1,053,743 |
20 |
3,693.0 |
3,511.0 |
182.0 |
5.1% |
41.5 |
1.2% |
34% |
False |
False |
1,060,175 |
40 |
3,703.0 |
3,511.0 |
192.0 |
5.4% |
34.1 |
1.0% |
32% |
False |
False |
908,557 |
60 |
3,703.0 |
3,487.0 |
216.0 |
6.0% |
29.9 |
0.8% |
40% |
False |
False |
854,949 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.4 |
0.8% |
63% |
False |
False |
668,959 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.4 |
0.9% |
63% |
False |
False |
535,656 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
32.2 |
0.9% |
63% |
False |
False |
446,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,712.8 |
2.618 |
3,662.2 |
1.618 |
3,631.2 |
1.000 |
3,612.0 |
0.618 |
3,600.2 |
HIGH |
3,581.0 |
0.618 |
3,569.2 |
0.500 |
3,565.5 |
0.382 |
3,561.8 |
LOW |
3,550.0 |
0.618 |
3,530.8 |
1.000 |
3,519.0 |
1.618 |
3,499.8 |
2.618 |
3,468.8 |
4.250 |
3,418.3 |
|
|
Fisher Pivots for day following 05-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,570.5 |
3,564.7 |
PP |
3,568.0 |
3,556.3 |
S1 |
3,565.5 |
3,548.0 |
|