Trading Metrics calculated at close of trading on 08-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,567.0 |
3,591.0 |
24.0 |
0.7% |
3,564.0 |
High |
3,580.0 |
3,612.0 |
32.0 |
0.9% |
3,612.0 |
Low |
3,556.0 |
3,587.0 |
31.0 |
0.9% |
3,529.0 |
Close |
3,572.0 |
3,594.0 |
22.0 |
0.6% |
3,594.0 |
Range |
24.0 |
25.0 |
1.0 |
4.2% |
83.0 |
ATR |
39.3 |
39.3 |
0.1 |
0.1% |
0.0 |
Volume |
1,007,907 |
1,290,154 |
282,247 |
28.0% |
5,349,416 |
|
Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,672.7 |
3,658.3 |
3,607.8 |
|
R3 |
3,647.7 |
3,633.3 |
3,600.9 |
|
R2 |
3,622.7 |
3,622.7 |
3,598.6 |
|
R1 |
3,608.3 |
3,608.3 |
3,596.3 |
3,615.5 |
PP |
3,597.7 |
3,597.7 |
3,597.7 |
3,601.3 |
S1 |
3,583.3 |
3,583.3 |
3,591.7 |
3,590.5 |
S2 |
3,572.7 |
3,572.7 |
3,589.4 |
|
S3 |
3,547.7 |
3,558.3 |
3,587.1 |
|
S4 |
3,522.7 |
3,533.3 |
3,580.3 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,827.3 |
3,793.7 |
3,639.7 |
|
R3 |
3,744.3 |
3,710.7 |
3,616.8 |
|
R2 |
3,661.3 |
3,661.3 |
3,609.2 |
|
R1 |
3,627.7 |
3,627.7 |
3,601.6 |
3,644.5 |
PP |
3,578.3 |
3,578.3 |
3,578.3 |
3,586.8 |
S1 |
3,544.7 |
3,544.7 |
3,586.4 |
3,561.5 |
S2 |
3,495.3 |
3,495.3 |
3,578.8 |
|
S3 |
3,412.3 |
3,461.7 |
3,571.2 |
|
S4 |
3,329.3 |
3,378.7 |
3,548.4 |
|
|
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 |
3,529.0 |
83.0 |
2.3% |
30.8 |
0.9% |
78% |
True |
False |
1,069,883 |
10 |
3,617.0 |
3,511.0 |
106.0 |
2.9% |
38.3 |
1.1% |
78% |
False |
False |
1,122,071 |
20 |
3,617.0 |
3,511.0 |
106.0 |
2.9% |
38.4 |
1.1% |
78% |
False |
False |
1,047,152 |
40 |
3,703.0 |
3,511.0 |
192.0 |
5.3% |
34.6 |
1.0% |
43% |
False |
False |
947,644 |
60 |
3,703.0 |
3,493.0 |
210.0 |
5.8% |
30.3 |
0.8% |
48% |
False |
False |
840,181 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.5 |
0.8% |
69% |
False |
False |
711,591 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.3 |
0.9% |
69% |
False |
False |
569,744 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.8 |
0.9% |
69% |
False |
False |
475,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,718.3 |
2.618 |
3,677.5 |
1.618 |
3,652.5 |
1.000 |
3,637.0 |
0.618 |
3,627.5 |
HIGH |
3,612.0 |
0.618 |
3,602.5 |
0.500 |
3,599.5 |
0.382 |
3,596.6 |
LOW |
3,587.0 |
0.618 |
3,571.6 |
1.000 |
3,562.0 |
1.618 |
3,546.6 |
2.618 |
3,521.6 |
4.250 |
3,480.8 |
|
|
Fisher Pivots for day following 08-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,599.5 |
3,586.2 |
PP |
3,597.7 |
3,578.3 |
S1 |
3,595.8 |
3,570.5 |
|