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 |
3,574.0 |
3,546.0 |
-28.0 |
-0.8% |
3,568.0 |
High |
3,581.0 |
3,568.0 |
-13.0 |
-0.4% |
3,617.0 |
Low |
3,550.0 |
3,529.0 |
-21.0 |
-0.6% |
3,511.0 |
Close |
3,573.0 |
3,559.0 |
-14.0 |
-0.4% |
3,523.0 |
Range |
31.0 |
39.0 |
8.0 |
25.8% |
106.0 |
ATR |
40.2 |
40.4 |
0.3 |
0.7% |
0.0 |
Volume |
915,991 |
1,113,565 |
197,574 |
21.6% |
5,871,298 |
|
Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,669.0 |
3,653.0 |
3,580.5 |
|
R3 |
3,630.0 |
3,614.0 |
3,569.7 |
|
R2 |
3,591.0 |
3,591.0 |
3,566.2 |
|
R1 |
3,575.0 |
3,575.0 |
3,562.6 |
3,583.0 |
PP |
3,552.0 |
3,552.0 |
3,552.0 |
3,556.0 |
S1 |
3,536.0 |
3,536.0 |
3,555.4 |
3,544.0 |
S2 |
3,513.0 |
3,513.0 |
3,551.9 |
|
S3 |
3,474.0 |
3,497.0 |
3,548.3 |
|
S4 |
3,435.0 |
3,458.0 |
3,537.6 |
|
|
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 |
3,612.0 |
3,511.0 |
101.0 |
2.8% |
42.8 |
1.2% |
48% |
False |
False |
1,227,788 |
10 |
3,617.0 |
3,511.0 |
106.0 |
3.0% |
41.0 |
1.2% |
45% |
False |
False |
1,062,147 |
20 |
3,663.0 |
3,511.0 |
152.0 |
4.3% |
40.9 |
1.1% |
32% |
False |
False |
1,063,688 |
40 |
3,703.0 |
3,511.0 |
192.0 |
5.4% |
34.4 |
1.0% |
25% |
False |
False |
917,497 |
60 |
3,703.0 |
3,489.0 |
214.0 |
6.0% |
30.2 |
0.8% |
33% |
False |
False |
844,803 |
80 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
30.4 |
0.9% |
59% |
False |
False |
682,872 |
100 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
31.5 |
0.9% |
59% |
False |
False |
546,765 |
120 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
32.1 |
0.9% |
59% |
False |
False |
455,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,733.8 |
2.618 |
3,670.1 |
1.618 |
3,631.1 |
1.000 |
3,607.0 |
0.618 |
3,592.1 |
HIGH |
3,568.0 |
0.618 |
3,553.1 |
0.500 |
3,548.5 |
0.382 |
3,543.9 |
LOW |
3,529.0 |
0.618 |
3,504.9 |
1.000 |
3,490.0 |
1.618 |
3,465.9 |
2.618 |
3,426.9 |
4.250 |
3,363.3 |
|
|
Fisher Pivots for day following 06-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,555.5 |
3,558.3 |
PP |
3,552.0 |
3,557.7 |
S1 |
3,548.5 |
3,557.0 |
|