Trading Metrics calculated at close of trading on 20-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,265.4 |
1,264.8 |
-0.6 |
0.0% |
1,249.2 |
High |
1,268.6 |
1,271.4 |
2.8 |
0.2% |
1,264.5 |
Low |
1,262.3 |
1,264.4 |
2.1 |
0.2% |
1,238.3 |
Close |
1,264.2 |
1,269.6 |
5.4 |
0.4% |
1,257.5 |
Range |
6.3 |
7.0 |
0.7 |
11.1% |
26.2 |
ATR |
12.2 |
11.9 |
-0.4 |
-2.9% |
0.0 |
Volume |
206,586 |
205,618 |
-968 |
-0.5% |
1,262,187 |
|
Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.5 |
1,286.5 |
1,273.5 |
|
R3 |
1,282.5 |
1,279.5 |
1,271.5 |
|
R2 |
1,275.5 |
1,275.5 |
1,270.9 |
|
R1 |
1,272.5 |
1,272.5 |
1,270.2 |
1,274.0 |
PP |
1,268.5 |
1,268.5 |
1,268.5 |
1,269.2 |
S1 |
1,265.5 |
1,265.5 |
1,269.0 |
1,267.0 |
S2 |
1,261.5 |
1,261.5 |
1,268.3 |
|
S3 |
1,254.5 |
1,258.5 |
1,267.7 |
|
S4 |
1,247.5 |
1,251.5 |
1,265.8 |
|
|
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 |
1,271.4 |
1,252.8 |
18.6 |
1.5% |
8.6 |
0.7% |
90% |
True |
False |
227,448 |
10 |
1,271.4 |
1,238.3 |
33.1 |
2.6% |
11.2 |
0.9% |
95% |
True |
False |
249,213 |
20 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
11.8 |
0.9% |
48% |
False |
False |
254,459 |
40 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
12.0 |
0.9% |
48% |
False |
False |
137,961 |
60 |
1,312.7 |
1,238.3 |
74.4 |
5.9% |
11.9 |
0.9% |
42% |
False |
False |
93,824 |
80 |
1,365.8 |
1,238.3 |
127.5 |
10.0% |
12.6 |
1.0% |
25% |
False |
False |
71,573 |
100 |
1,365.8 |
1,238.3 |
127.5 |
10.0% |
12.5 |
1.0% |
25% |
False |
False |
57,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.2 |
2.618 |
1,289.7 |
1.618 |
1,282.7 |
1.000 |
1,278.4 |
0.618 |
1,275.7 |
HIGH |
1,271.4 |
0.618 |
1,268.7 |
0.500 |
1,267.9 |
0.382 |
1,267.1 |
LOW |
1,264.4 |
0.618 |
1,260.1 |
1.000 |
1,257.4 |
1.618 |
1,253.1 |
2.618 |
1,246.1 |
4.250 |
1,234.7 |
|
|
Fisher Pivots for day following 20-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,269.0 |
1,267.5 |
PP |
1,268.5 |
1,265.4 |
S1 |
1,267.9 |
1,263.4 |
|