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 |
1,277.9 |
1,277.6 |
-0.3 |
0.0% |
1,292.0 |
High |
1,292.5 |
1,280.5 |
-12.0 |
-0.9% |
1,303.4 |
Low |
1,274.2 |
1,273.5 |
-0.7 |
-0.1% |
1,273.1 |
Close |
1,282.3 |
1,277.7 |
-4.6 |
-0.4% |
1,282.3 |
Range |
18.3 |
7.0 |
-11.3 |
-61.7% |
30.3 |
ATR |
13.1 |
12.8 |
-0.3 |
-2.3% |
0.0 |
Volume |
438,931 |
262,068 |
-176,863 |
-40.3% |
1,559,979 |
|
Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.2 |
1,295.0 |
1,281.6 |
|
R3 |
1,291.2 |
1,288.0 |
1,279.6 |
|
R2 |
1,284.2 |
1,284.2 |
1,279.0 |
|
R1 |
1,281.0 |
1,281.0 |
1,278.3 |
1,282.6 |
PP |
1,277.2 |
1,277.2 |
1,277.2 |
1,278.1 |
S1 |
1,274.0 |
1,274.0 |
1,277.1 |
1,275.6 |
S2 |
1,270.2 |
1,270.2 |
1,276.4 |
|
S3 |
1,263.2 |
1,267.0 |
1,275.8 |
|
S4 |
1,256.2 |
1,260.0 |
1,273.9 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.2 |
1,360.0 |
1,299.0 |
|
R3 |
1,346.9 |
1,329.7 |
1,290.6 |
|
R2 |
1,316.6 |
1,316.6 |
1,287.9 |
|
R1 |
1,299.4 |
1,299.4 |
1,285.1 |
1,292.9 |
PP |
1,286.3 |
1,286.3 |
1,286.3 |
1,283.0 |
S1 |
1,269.1 |
1,269.1 |
1,279.5 |
1,262.6 |
S2 |
1,256.0 |
1,256.0 |
1,276.7 |
|
S3 |
1,225.7 |
1,238.8 |
1,274.0 |
|
S4 |
1,195.4 |
1,208.5 |
1,265.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,301.3 |
1,273.1 |
28.2 |
2.2% |
12.5 |
1.0% |
16% |
False |
False |
335,479 |
10 |
1,303.4 |
1,273.1 |
30.3 |
2.4% |
12.9 |
1.0% |
15% |
False |
False |
210,821 |
20 |
1,303.4 |
1,270.9 |
32.5 |
2.5% |
12.5 |
1.0% |
21% |
False |
False |
118,014 |
40 |
1,312.7 |
1,268.1 |
44.6 |
3.5% |
12.1 |
0.9% |
22% |
False |
False |
63,004 |
60 |
1,347.8 |
1,267.0 |
80.8 |
6.3% |
12.5 |
1.0% |
13% |
False |
False |
43,325 |
80 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.8 |
1.0% |
11% |
False |
False |
33,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.3 |
2.618 |
1,298.8 |
1.618 |
1,291.8 |
1.000 |
1,287.5 |
0.618 |
1,284.8 |
HIGH |
1,280.5 |
0.618 |
1,277.8 |
0.500 |
1,277.0 |
0.382 |
1,276.2 |
LOW |
1,273.5 |
0.618 |
1,269.2 |
1.000 |
1,266.5 |
1.618 |
1,262.2 |
2.618 |
1,255.2 |
4.250 |
1,243.8 |
|
|
Fisher Pivots for day following 04-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,277.5 |
1,282.8 |
PP |
1,277.2 |
1,281.1 |
S1 |
1,277.0 |
1,279.4 |
|