Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,591.0 |
3,601.0 |
10.0 |
0.3% |
3,564.0 |
High |
3,612.0 |
3,604.0 |
-8.0 |
-0.2% |
3,612.0 |
Low |
3,587.0 |
3,577.0 |
-10.0 |
-0.3% |
3,529.0 |
Close |
3,594.0 |
3,581.0 |
-13.0 |
-0.4% |
3,594.0 |
Range |
25.0 |
27.0 |
2.0 |
8.0% |
83.0 |
ATR |
39.3 |
38.4 |
-0.9 |
-2.2% |
0.0 |
Volume |
1,290,154 |
1,808,067 |
517,913 |
40.1% |
5,349,416 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,668.3 |
3,651.7 |
3,595.9 |
|
R3 |
3,641.3 |
3,624.7 |
3,588.4 |
|
R2 |
3,614.3 |
3,614.3 |
3,586.0 |
|
R1 |
3,597.7 |
3,597.7 |
3,583.5 |
3,592.5 |
PP |
3,587.3 |
3,587.3 |
3,587.3 |
3,584.8 |
S1 |
3,570.7 |
3,570.7 |
3,578.5 |
3,565.5 |
S2 |
3,560.3 |
3,560.3 |
3,576.1 |
|
S3 |
3,533.3 |
3,543.7 |
3,573.6 |
|
S4 |
3,506.3 |
3,516.7 |
3,566.2 |
|
|
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% |
29.2 |
0.8% |
63% |
False |
False |
1,227,136 |
10 |
3,617.0 |
3,511.0 |
106.0 |
3.0% |
37.5 |
1.0% |
66% |
False |
False |
1,212,586 |
20 |
3,617.0 |
3,511.0 |
106.0 |
3.0% |
38.1 |
1.1% |
66% |
False |
False |
1,084,093 |
40 |
3,703.0 |
3,511.0 |
192.0 |
5.4% |
34.8 |
1.0% |
36% |
False |
False |
976,884 |
60 |
3,703.0 |
3,506.0 |
197.0 |
5.5% |
30.3 |
0.8% |
38% |
False |
False |
853,991 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.2 |
0.8% |
66% |
False |
False |
734,125 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.2 |
0.9% |
66% |
False |
False |
587,816 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.8 |
0.9% |
66% |
False |
False |
490,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,718.8 |
2.618 |
3,674.7 |
1.618 |
3,647.7 |
1.000 |
3,631.0 |
0.618 |
3,620.7 |
HIGH |
3,604.0 |
0.618 |
3,593.7 |
0.500 |
3,590.5 |
0.382 |
3,587.3 |
LOW |
3,577.0 |
0.618 |
3,560.3 |
1.000 |
3,550.0 |
1.618 |
3,533.3 |
2.618 |
3,506.3 |
4.250 |
3,462.3 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,590.5 |
3,584.0 |
PP |
3,587.3 |
3,583.0 |
S1 |
3,584.2 |
3,582.0 |
|