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 |
1,268.3 |
1,265.2 |
-3.1 |
-0.2% |
1,292.0 |
High |
1,271.8 |
1,266.8 |
-5.0 |
-0.4% |
1,303.4 |
Low |
1,264.8 |
1,245.8 |
-19.0 |
-1.5% |
1,273.1 |
Close |
1,266.1 |
1,253.1 |
-13.0 |
-1.0% |
1,282.3 |
Range |
7.0 |
21.0 |
14.0 |
200.0% |
30.3 |
ATR |
12.6 |
13.2 |
0.6 |
4.7% |
0.0 |
Volume |
253,049 |
326,470 |
73,421 |
29.0% |
1,559,979 |
|
Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.2 |
1,306.7 |
1,264.7 |
|
R3 |
1,297.2 |
1,285.7 |
1,258.9 |
|
R2 |
1,276.2 |
1,276.2 |
1,257.0 |
|
R1 |
1,264.7 |
1,264.7 |
1,255.0 |
1,260.0 |
PP |
1,255.2 |
1,255.2 |
1,255.2 |
1,252.9 |
S1 |
1,243.7 |
1,243.7 |
1,251.2 |
1,239.0 |
S2 |
1,234.2 |
1,234.2 |
1,249.3 |
|
S3 |
1,213.2 |
1,222.7 |
1,247.3 |
|
S4 |
1,192.2 |
1,201.7 |
1,241.6 |
|
|
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 |
1,245.8 |
46.7 |
3.7% |
14.0 |
1.1% |
16% |
False |
True |
323,068 |
10 |
1,303.4 |
1,245.8 |
57.6 |
4.6% |
12.8 |
1.0% |
13% |
False |
True |
281,993 |
20 |
1,303.4 |
1,245.8 |
57.6 |
4.6% |
12.8 |
1.0% |
13% |
False |
True |
160,694 |
40 |
1,312.7 |
1,245.8 |
66.9 |
5.3% |
12.5 |
1.0% |
11% |
False |
True |
85,358 |
60 |
1,342.3 |
1,245.8 |
96.5 |
7.7% |
12.7 |
1.0% |
8% |
False |
True |
58,445 |
80 |
1,365.8 |
1,245.8 |
120.0 |
9.6% |
12.9 |
1.0% |
6% |
False |
True |
44,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.1 |
2.618 |
1,321.8 |
1.618 |
1,300.8 |
1.000 |
1,287.8 |
0.618 |
1,279.8 |
HIGH |
1,266.8 |
0.618 |
1,258.8 |
0.500 |
1,256.3 |
0.382 |
1,253.8 |
LOW |
1,245.8 |
0.618 |
1,232.8 |
1.000 |
1,224.8 |
1.618 |
1,211.8 |
2.618 |
1,190.8 |
4.250 |
1,156.6 |
|
|
Fisher Pivots for day following 07-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,256.3 |
1,262.8 |
PP |
1,255.2 |
1,259.6 |
S1 |
1,254.2 |
1,256.3 |
|