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 |
3,546.0 |
3,567.0 |
21.0 |
0.6% |
3,568.0 |
High |
3,568.0 |
3,580.0 |
12.0 |
0.3% |
3,617.0 |
Low |
3,529.0 |
3,556.0 |
27.0 |
0.8% |
3,511.0 |
Close |
3,559.0 |
3,572.0 |
13.0 |
0.4% |
3,523.0 |
Range |
39.0 |
24.0 |
-15.0 |
-38.5% |
106.0 |
ATR |
40.4 |
39.3 |
-1.2 |
-2.9% |
0.0 |
Volume |
1,113,565 |
1,007,907 |
-105,658 |
-9.5% |
5,871,298 |
|
Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,641.3 |
3,630.7 |
3,585.2 |
|
R3 |
3,617.3 |
3,606.7 |
3,578.6 |
|
R2 |
3,593.3 |
3,593.3 |
3,576.4 |
|
R1 |
3,582.7 |
3,582.7 |
3,574.2 |
3,588.0 |
PP |
3,569.3 |
3,569.3 |
3,569.3 |
3,572.0 |
S1 |
3,558.7 |
3,558.7 |
3,569.8 |
3,564.0 |
S2 |
3,545.3 |
3,545.3 |
3,567.6 |
|
S3 |
3,521.3 |
3,534.7 |
3,565.4 |
|
S4 |
3,497.3 |
3,510.7 |
3,558.8 |
|
|
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 |
3,585.0 |
3,511.0 |
74.0 |
2.1% |
38.2 |
1.1% |
82% |
False |
False |
1,180,610 |
10 |
3,617.0 |
3,511.0 |
106.0 |
3.0% |
39.3 |
1.1% |
58% |
False |
False |
1,083,145 |
20 |
3,655.0 |
3,511.0 |
144.0 |
4.0% |
40.8 |
1.1% |
42% |
False |
False |
1,063,613 |
40 |
3,703.0 |
3,511.0 |
192.0 |
5.4% |
34.5 |
1.0% |
32% |
False |
False |
926,739 |
60 |
3,703.0 |
3,493.0 |
210.0 |
5.9% |
30.2 |
0.8% |
38% |
False |
False |
835,520 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.5 |
0.9% |
63% |
False |
False |
695,468 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.3 |
0.9% |
63% |
False |
False |
556,843 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
32.0 |
0.9% |
63% |
False |
False |
464,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,682.0 |
2.618 |
3,642.8 |
1.618 |
3,618.8 |
1.000 |
3,604.0 |
0.618 |
3,594.8 |
HIGH |
3,580.0 |
0.618 |
3,570.8 |
0.500 |
3,568.0 |
0.382 |
3,565.2 |
LOW |
3,556.0 |
0.618 |
3,541.2 |
1.000 |
3,532.0 |
1.618 |
3,517.2 |
2.618 |
3,493.2 |
4.250 |
3,454.0 |
|
|
Fisher Pivots for day following 07-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,570.7 |
3,566.3 |
PP |
3,569.3 |
3,560.7 |
S1 |
3,568.0 |
3,555.0 |
|