Trading Metrics calculated at close of trading on 04-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
22,895 |
22,810 |
-85 |
-0.4% |
22,675 |
High |
23,005 |
22,940 |
-65 |
-0.3% |
23,005 |
Low |
22,375 |
22,480 |
105 |
0.5% |
22,375 |
Close |
22,655 |
22,485 |
-170 |
-0.8% |
22,655 |
Range |
630 |
460 |
-170 |
-27.0% |
630 |
ATR |
371 |
377 |
6 |
1.7% |
0 |
Volume |
44,420 |
41,301 |
-3,119 |
-7.0% |
108,922 |
|
Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,015 |
23,710 |
22,738 |
|
R3 |
23,555 |
23,250 |
22,612 |
|
R2 |
23,095 |
23,095 |
22,569 |
|
R1 |
22,790 |
22,790 |
22,527 |
22,713 |
PP |
22,635 |
22,635 |
22,635 |
22,596 |
S1 |
22,330 |
22,330 |
22,443 |
22,253 |
S2 |
22,175 |
22,175 |
22,401 |
|
S3 |
21,715 |
21,870 |
22,359 |
|
S4 |
21,255 |
21,410 |
22,232 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,568 |
24,242 |
23,002 |
|
R3 |
23,938 |
23,612 |
22,828 |
|
R2 |
23,308 |
23,308 |
22,771 |
|
R1 |
22,982 |
22,982 |
22,713 |
22,830 |
PP |
22,678 |
22,678 |
22,678 |
22,603 |
S1 |
22,352 |
22,352 |
22,597 |
22,200 |
S2 |
22,048 |
22,048 |
22,540 |
|
S3 |
21,418 |
21,722 |
22,482 |
|
S4 |
20,788 |
21,092 |
22,309 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,005 |
22,375 |
630 |
2.8% |
419 |
1.9% |
17% |
False |
False |
27,391 |
10 |
23,005 |
22,185 |
820 |
3.6% |
367 |
1.6% |
37% |
False |
False |
20,917 |
20 |
23,445 |
21,845 |
1,600 |
7.1% |
425 |
1.9% |
40% |
False |
False |
23,466 |
40 |
23,445 |
20,605 |
2,840 |
12.6% |
334 |
1.5% |
66% |
False |
False |
17,777 |
60 |
23,445 |
19,250 |
4,195 |
18.7% |
280 |
1.2% |
77% |
False |
False |
14,798 |
80 |
23,445 |
18,980 |
4,465 |
19.9% |
258 |
1.1% |
78% |
False |
False |
11,970 |
100 |
23,445 |
18,980 |
4,465 |
19.9% |
226 |
1.0% |
78% |
False |
False |
9,577 |
120 |
23,445 |
18,980 |
4,465 |
19.9% |
202 |
0.9% |
78% |
False |
False |
7,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,895 |
2.618 |
24,144 |
1.618 |
23,684 |
1.000 |
23,400 |
0.618 |
23,224 |
HIGH |
22,940 |
0.618 |
22,764 |
0.500 |
22,710 |
0.382 |
22,656 |
LOW |
22,480 |
0.618 |
22,196 |
1.000 |
22,020 |
1.618 |
21,736 |
2.618 |
21,276 |
4.250 |
20,525 |
|
|
Fisher Pivots for day following 04-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
22,710 |
22,690 |
PP |
22,635 |
22,622 |
S1 |
22,560 |
22,553 |
|