Trading Metrics calculated at close of trading on 06-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,279.1 |
1,268.3 |
-10.8 |
-0.8% |
1,292.0 |
High |
1,279.8 |
1,271.8 |
-8.0 |
-0.6% |
1,303.4 |
Low |
1,263.2 |
1,264.8 |
1.6 |
0.1% |
1,273.1 |
Close |
1,264.9 |
1,266.1 |
1.2 |
0.1% |
1,282.3 |
Range |
16.6 |
7.0 |
-9.6 |
-57.8% |
30.3 |
ATR |
13.1 |
12.6 |
-0.4 |
-3.3% |
0.0 |
Volume |
334,825 |
253,049 |
-81,776 |
-24.4% |
1,559,979 |
|
Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.6 |
1,284.3 |
1,270.0 |
|
R3 |
1,281.6 |
1,277.3 |
1,268.0 |
|
R2 |
1,274.6 |
1,274.6 |
1,267.4 |
|
R1 |
1,270.3 |
1,270.3 |
1,266.7 |
1,269.0 |
PP |
1,267.6 |
1,267.6 |
1,267.6 |
1,266.9 |
S1 |
1,263.3 |
1,263.3 |
1,265.5 |
1,262.0 |
S2 |
1,260.6 |
1,260.6 |
1,264.8 |
|
S3 |
1,253.6 |
1,256.3 |
1,264.2 |
|
S4 |
1,246.6 |
1,249.3 |
1,262.3 |
|
|
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 |
1,292.5 |
1,263.2 |
29.3 |
2.3% |
12.8 |
1.0% |
10% |
False |
False |
328,589 |
10 |
1,303.4 |
1,263.2 |
40.2 |
3.2% |
12.3 |
1.0% |
7% |
False |
False |
259,704 |
20 |
1,303.4 |
1,263.2 |
40.2 |
3.2% |
12.3 |
1.0% |
7% |
False |
False |
145,529 |
40 |
1,312.7 |
1,263.2 |
49.5 |
3.9% |
12.2 |
1.0% |
6% |
False |
False |
77,257 |
60 |
1,342.3 |
1,263.2 |
79.1 |
6.2% |
12.6 |
1.0% |
4% |
False |
False |
53,080 |
80 |
1,365.8 |
1,263.2 |
102.6 |
8.1% |
12.8 |
1.0% |
3% |
False |
False |
40,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.6 |
2.618 |
1,290.1 |
1.618 |
1,283.1 |
1.000 |
1,278.8 |
0.618 |
1,276.1 |
HIGH |
1,271.8 |
0.618 |
1,269.1 |
0.500 |
1,268.3 |
0.382 |
1,267.5 |
LOW |
1,264.8 |
0.618 |
1,260.5 |
1.000 |
1,257.8 |
1.618 |
1,253.5 |
2.618 |
1,246.5 |
4.250 |
1,235.1 |
|
|
Fisher Pivots for day following 06-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,268.3 |
1,271.9 |
PP |
1,267.6 |
1,269.9 |
S1 |
1,266.8 |
1,268.0 |
|