Trading Metrics calculated at close of trading on 05-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,277.6 |
1,279.1 |
1.5 |
0.1% |
1,292.0 |
High |
1,280.5 |
1,279.8 |
-0.7 |
-0.1% |
1,303.4 |
Low |
1,273.5 |
1,263.2 |
-10.3 |
-0.8% |
1,273.1 |
Close |
1,277.7 |
1,264.9 |
-12.8 |
-1.0% |
1,282.3 |
Range |
7.0 |
16.6 |
9.6 |
137.1% |
30.3 |
ATR |
12.8 |
13.1 |
0.3 |
2.1% |
0.0 |
Volume |
262,068 |
334,825 |
72,757 |
27.8% |
1,559,979 |
|
Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.1 |
1,308.6 |
1,274.0 |
|
R3 |
1,302.5 |
1,292.0 |
1,269.5 |
|
R2 |
1,285.9 |
1,285.9 |
1,267.9 |
|
R1 |
1,275.4 |
1,275.4 |
1,266.4 |
1,272.4 |
PP |
1,269.3 |
1,269.3 |
1,269.3 |
1,267.8 |
S1 |
1,258.8 |
1,258.8 |
1,263.4 |
1,255.8 |
S2 |
1,252.7 |
1,252.7 |
1,261.9 |
|
S3 |
1,236.1 |
1,242.2 |
1,260.3 |
|
S4 |
1,219.5 |
1,225.6 |
1,255.8 |
|
|
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 |
1,300.4 |
1,263.2 |
37.2 |
2.9% |
14.5 |
1.1% |
5% |
False |
True |
356,391 |
10 |
1,303.4 |
1,263.2 |
40.2 |
3.2% |
12.5 |
1.0% |
4% |
False |
True |
240,404 |
20 |
1,303.4 |
1,263.2 |
40.2 |
3.2% |
12.4 |
1.0% |
4% |
False |
True |
133,866 |
40 |
1,312.7 |
1,263.2 |
49.5 |
3.9% |
12.3 |
1.0% |
3% |
False |
True |
71,297 |
60 |
1,342.3 |
1,263.2 |
79.1 |
6.3% |
12.6 |
1.0% |
2% |
False |
True |
48,881 |
80 |
1,365.8 |
1,263.2 |
102.6 |
8.1% |
12.8 |
1.0% |
2% |
False |
True |
37,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.4 |
2.618 |
1,323.3 |
1.618 |
1,306.7 |
1.000 |
1,296.4 |
0.618 |
1,290.1 |
HIGH |
1,279.8 |
0.618 |
1,273.5 |
0.500 |
1,271.5 |
0.382 |
1,269.5 |
LOW |
1,263.2 |
0.618 |
1,252.9 |
1.000 |
1,246.6 |
1.618 |
1,236.3 |
2.618 |
1,219.7 |
4.250 |
1,192.7 |
|
|
Fisher Pivots for day following 05-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,271.5 |
1,277.9 |
PP |
1,269.3 |
1,273.5 |
S1 |
1,267.1 |
1,269.2 |
|