Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,249.5 |
1,249.2 |
-0.3 |
0.0% |
1,277.6 |
High |
1,254.4 |
1,253.4 |
-1.0 |
-0.1% |
1,280.5 |
Low |
1,244.4 |
1,242.4 |
-2.0 |
-0.2% |
1,244.4 |
Close |
1,248.4 |
1,246.9 |
-1.5 |
-0.1% |
1,248.4 |
Range |
10.0 |
11.0 |
1.0 |
10.0% |
36.1 |
ATR |
13.0 |
12.9 |
-0.1 |
-1.1% |
0.0 |
Volume |
277,056 |
194,377 |
-82,679 |
-29.8% |
1,453,468 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.6 |
1,274.7 |
1,253.0 |
|
R3 |
1,269.6 |
1,263.7 |
1,249.9 |
|
R2 |
1,258.6 |
1,258.6 |
1,248.9 |
|
R1 |
1,252.7 |
1,252.7 |
1,247.9 |
1,250.2 |
PP |
1,247.6 |
1,247.6 |
1,247.6 |
1,246.3 |
S1 |
1,241.7 |
1,241.7 |
1,245.9 |
1,239.2 |
S2 |
1,236.6 |
1,236.6 |
1,244.9 |
|
S3 |
1,225.6 |
1,230.7 |
1,243.9 |
|
S4 |
1,214.6 |
1,219.7 |
1,240.9 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.1 |
1,343.3 |
1,268.3 |
|
R3 |
1,330.0 |
1,307.2 |
1,258.3 |
|
R2 |
1,293.9 |
1,293.9 |
1,255.0 |
|
R1 |
1,271.1 |
1,271.1 |
1,251.7 |
1,264.5 |
PP |
1,257.8 |
1,257.8 |
1,257.8 |
1,254.4 |
S1 |
1,235.0 |
1,235.0 |
1,245.1 |
1,228.4 |
S2 |
1,221.7 |
1,221.7 |
1,241.8 |
|
S3 |
1,185.6 |
1,198.9 |
1,238.5 |
|
S4 |
1,149.5 |
1,162.8 |
1,228.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,279.8 |
1,242.4 |
37.4 |
3.0% |
13.1 |
1.1% |
12% |
False |
True |
277,155 |
10 |
1,301.3 |
1,242.4 |
58.9 |
4.7% |
12.8 |
1.0% |
8% |
False |
True |
306,317 |
20 |
1,303.4 |
1,242.4 |
61.0 |
4.9% |
12.7 |
1.0% |
7% |
False |
True |
181,098 |
40 |
1,312.7 |
1,242.4 |
70.3 |
5.6% |
12.5 |
1.0% |
6% |
False |
True |
96,917 |
60 |
1,327.3 |
1,242.4 |
84.9 |
6.8% |
12.6 |
1.0% |
5% |
False |
True |
66,255 |
80 |
1,365.8 |
1,242.4 |
123.4 |
9.9% |
12.8 |
1.0% |
4% |
False |
True |
50,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.2 |
2.618 |
1,282.2 |
1.618 |
1,271.2 |
1.000 |
1,264.4 |
0.618 |
1,260.2 |
HIGH |
1,253.4 |
0.618 |
1,249.2 |
0.500 |
1,247.9 |
0.382 |
1,246.6 |
LOW |
1,242.4 |
0.618 |
1,235.6 |
1.000 |
1,231.4 |
1.618 |
1,224.6 |
2.618 |
1,213.6 |
4.250 |
1,195.7 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,247.9 |
1,254.6 |
PP |
1,247.6 |
1,252.0 |
S1 |
1,247.2 |
1,249.5 |
|