Trading Metrics calculated at close of trading on 19-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,257.8 |
1,265.4 |
7.6 |
0.6% |
1,249.2 |
High |
1,267.0 |
1,268.6 |
1.6 |
0.1% |
1,264.5 |
Low |
1,255.3 |
1,262.3 |
7.0 |
0.6% |
1,238.3 |
Close |
1,265.5 |
1,264.2 |
-1.3 |
-0.1% |
1,257.5 |
Range |
11.7 |
6.3 |
-5.4 |
-46.2% |
26.2 |
ATR |
12.7 |
12.2 |
-0.5 |
-3.6% |
0.0 |
Volume |
214,218 |
206,586 |
-7,632 |
-3.6% |
1,262,187 |
|
Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.9 |
1,280.4 |
1,267.7 |
|
R3 |
1,277.6 |
1,274.1 |
1,265.9 |
|
R2 |
1,271.3 |
1,271.3 |
1,265.4 |
|
R1 |
1,267.8 |
1,267.8 |
1,264.8 |
1,266.4 |
PP |
1,265.0 |
1,265.0 |
1,265.0 |
1,264.4 |
S1 |
1,261.5 |
1,261.5 |
1,263.6 |
1,260.1 |
S2 |
1,258.7 |
1,258.7 |
1,263.0 |
|
S3 |
1,252.4 |
1,255.2 |
1,262.5 |
|
S4 |
1,246.1 |
1,248.9 |
1,260.7 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.0 |
1,321.0 |
1,271.9 |
|
R3 |
1,305.8 |
1,294.8 |
1,264.7 |
|
R2 |
1,279.6 |
1,279.6 |
1,262.3 |
|
R1 |
1,268.6 |
1,268.6 |
1,259.9 |
1,274.1 |
PP |
1,253.4 |
1,253.4 |
1,253.4 |
1,256.2 |
S1 |
1,242.4 |
1,242.4 |
1,255.1 |
1,247.9 |
S2 |
1,227.2 |
1,227.2 |
1,252.7 |
|
S3 |
1,201.0 |
1,216.2 |
1,250.3 |
|
S4 |
1,174.8 |
1,190.0 |
1,243.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,268.6 |
1,242.3 |
26.3 |
2.1% |
10.7 |
0.8% |
83% |
True |
False |
251,169 |
10 |
1,271.8 |
1,238.3 |
33.5 |
2.6% |
11.2 |
0.9% |
77% |
False |
False |
253,956 |
20 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
11.8 |
0.9% |
40% |
False |
False |
247,180 |
40 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
12.1 |
1.0% |
40% |
False |
False |
132,896 |
60 |
1,321.1 |
1,238.3 |
82.8 |
6.5% |
12.2 |
1.0% |
31% |
False |
False |
90,575 |
80 |
1,365.8 |
1,238.3 |
127.5 |
10.1% |
12.8 |
1.0% |
20% |
False |
False |
69,181 |
100 |
1,365.8 |
1,238.3 |
127.5 |
10.1% |
12.4 |
1.0% |
20% |
False |
False |
55,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.4 |
2.618 |
1,285.1 |
1.618 |
1,278.8 |
1.000 |
1,274.9 |
0.618 |
1,272.5 |
HIGH |
1,268.6 |
0.618 |
1,266.2 |
0.500 |
1,265.5 |
0.382 |
1,264.7 |
LOW |
1,262.3 |
0.618 |
1,258.4 |
1.000 |
1,256.0 |
1.618 |
1,252.1 |
2.618 |
1,245.8 |
4.250 |
1,235.5 |
|
|
Fisher Pivots for day following 19-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,265.5 |
1,263.4 |
PP |
1,265.0 |
1,262.7 |
S1 |
1,264.6 |
1,261.9 |
|