Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
23,918 |
24,235 |
317 |
1.3% |
23,515 |
High |
24,328 |
24,325 |
-3 |
0.0% |
24,328 |
Low |
23,892 |
23,924 |
32 |
0.1% |
23,475 |
Close |
24,274 |
24,238 |
-36 |
-0.1% |
24,238 |
Range |
436 |
401 |
-35 |
-8.0% |
853 |
ATR |
178 |
194 |
16 |
9.0% |
0 |
Volume |
210,841 |
346,046 |
135,205 |
64.1% |
960,494 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,365 |
25,203 |
24,459 |
|
R3 |
24,964 |
24,802 |
24,348 |
|
R2 |
24,563 |
24,563 |
24,312 |
|
R1 |
24,401 |
24,401 |
24,275 |
24,482 |
PP |
24,162 |
24,162 |
24,162 |
24,203 |
S1 |
24,000 |
24,000 |
24,201 |
24,081 |
S2 |
23,761 |
23,761 |
24,165 |
|
S3 |
23,360 |
23,599 |
24,128 |
|
S4 |
22,959 |
23,198 |
24,018 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,573 |
26,258 |
24,707 |
|
R3 |
25,720 |
25,405 |
24,473 |
|
R2 |
24,867 |
24,867 |
24,395 |
|
R1 |
24,552 |
24,552 |
24,316 |
24,710 |
PP |
24,014 |
24,014 |
24,014 |
24,092 |
S1 |
23,699 |
23,699 |
24,160 |
23,857 |
S2 |
23,161 |
23,161 |
24,082 |
|
S3 |
22,308 |
22,846 |
24,004 |
|
S4 |
21,455 |
21,993 |
23,769 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,328 |
23,475 |
853 |
3.5% |
288 |
1.2% |
89% |
False |
False |
192,098 |
10 |
24,328 |
23,241 |
1,087 |
4.5% |
223 |
0.9% |
92% |
False |
False |
147,766 |
20 |
24,328 |
23,205 |
1,123 |
4.6% |
186 |
0.8% |
92% |
False |
False |
138,662 |
40 |
24,328 |
22,676 |
1,652 |
6.8% |
153 |
0.6% |
95% |
False |
False |
121,522 |
60 |
24,328 |
21,679 |
2,649 |
10.9% |
138 |
0.6% |
97% |
False |
False |
115,704 |
80 |
24,328 |
21,540 |
2,788 |
11.5% |
140 |
0.6% |
97% |
False |
False |
87,479 |
100 |
24,328 |
21,377 |
2,951 |
12.2% |
132 |
0.5% |
97% |
False |
False |
70,001 |
120 |
24,328 |
21,101 |
3,227 |
13.3% |
131 |
0.5% |
97% |
False |
False |
58,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,029 |
2.618 |
25,375 |
1.618 |
24,974 |
1.000 |
24,726 |
0.618 |
24,573 |
HIGH |
24,325 |
0.618 |
24,172 |
0.500 |
24,125 |
0.382 |
24,077 |
LOW |
23,924 |
0.618 |
23,676 |
1.000 |
23,523 |
1.618 |
23,275 |
2.618 |
22,874 |
4.250 |
22,220 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,200 |
24,178 |
PP |
24,162 |
24,119 |
S1 |
24,125 |
24,059 |
|