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 |
1,518.8 |
1,513.3 |
-5.5 |
-0.4% |
1,518.0 |
High |
1,519.7 |
1,526.0 |
6.3 |
0.4% |
1,553.9 |
Low |
1,506.7 |
1,507.2 |
0.5 |
0.0% |
1,495.2 |
Close |
1,508.2 |
1,520.7 |
12.5 |
0.8% |
1,537.7 |
Range |
13.0 |
18.8 |
5.8 |
44.6% |
58.7 |
ATR |
20.3 |
20.2 |
-0.1 |
-0.5% |
0.0 |
Volume |
32,635 |
25,120 |
-7,515 |
-23.0% |
215,020 |
|
Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,574.3 |
1,566.3 |
1,531.0 |
|
R3 |
1,555.5 |
1,547.5 |
1,525.8 |
|
R2 |
1,536.8 |
1,536.8 |
1,524.3 |
|
R1 |
1,528.8 |
1,528.8 |
1,522.5 |
1,532.8 |
PP |
1,518.0 |
1,518.0 |
1,518.0 |
1,520.0 |
S1 |
1,510.0 |
1,510.0 |
1,519.0 |
1,514.0 |
S2 |
1,499.3 |
1,499.3 |
1,517.3 |
|
S3 |
1,480.3 |
1,491.3 |
1,515.5 |
|
S4 |
1,461.5 |
1,472.3 |
1,510.3 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.0 |
1,680.0 |
1,570.0 |
|
R3 |
1,646.3 |
1,621.3 |
1,553.8 |
|
R2 |
1,587.8 |
1,587.8 |
1,548.5 |
|
R1 |
1,562.8 |
1,562.8 |
1,543.0 |
1,575.3 |
PP |
1,529.0 |
1,529.0 |
1,529.0 |
1,535.3 |
S1 |
1,504.0 |
1,504.0 |
1,532.3 |
1,516.5 |
S2 |
1,470.3 |
1,470.3 |
1,527.0 |
|
S3 |
1,411.5 |
1,445.3 |
1,521.5 |
|
S4 |
1,352.8 |
1,386.5 |
1,505.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,561.9 |
1,495.2 |
66.7 |
4.4% |
27.8 |
1.8% |
38% |
False |
False |
42,147 |
10 |
1,561.9 |
1,495.2 |
66.7 |
4.4% |
21.8 |
1.4% |
38% |
False |
False |
36,261 |
20 |
1,561.9 |
1,453.1 |
108.8 |
7.2% |
20.3 |
1.3% |
62% |
False |
False |
34,530 |
40 |
1,561.9 |
1,453.1 |
108.8 |
7.2% |
18.0 |
1.2% |
62% |
False |
False |
35,488 |
60 |
1,561.9 |
1,421.0 |
140.9 |
9.3% |
16.0 |
1.1% |
71% |
False |
False |
38,831 |
80 |
1,561.9 |
1,349.1 |
212.8 |
14.0% |
15.0 |
1.0% |
81% |
False |
False |
32,434 |
100 |
1,561.9 |
1,349.1 |
212.8 |
14.0% |
14.0 |
0.9% |
81% |
False |
False |
25,958 |
120 |
1,561.9 |
1,349.1 |
212.8 |
14.0% |
12.8 |
0.8% |
81% |
False |
False |
21,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,606.0 |
2.618 |
1,575.3 |
1.618 |
1,556.5 |
1.000 |
1,544.8 |
0.618 |
1,537.5 |
HIGH |
1,526.0 |
0.618 |
1,518.8 |
0.500 |
1,516.5 |
0.382 |
1,514.5 |
LOW |
1,507.3 |
0.618 |
1,495.5 |
1.000 |
1,488.5 |
1.618 |
1,476.8 |
2.618 |
1,458.0 |
4.250 |
1,427.3 |
|
|
Fisher Pivots for day following 07-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,519.3 |
1,523.0 |
PP |
1,518.0 |
1,522.3 |
S1 |
1,516.5 |
1,521.5 |
|