Trading Metrics calculated at close of trading on 21-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,264.8 |
1,268.8 |
4.0 |
0.3% |
1,249.2 |
High |
1,271.4 |
1,272.5 |
1.1 |
0.1% |
1,264.5 |
Low |
1,264.4 |
1,266.0 |
1.6 |
0.1% |
1,238.3 |
Close |
1,269.6 |
1,270.6 |
1.0 |
0.1% |
1,257.5 |
Range |
7.0 |
6.5 |
-0.5 |
-7.1% |
26.2 |
ATR |
11.9 |
11.5 |
-0.4 |
-3.2% |
0.0 |
Volume |
205,618 |
196,539 |
-9,079 |
-4.4% |
1,262,187 |
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.2 |
1,286.4 |
1,274.2 |
|
R3 |
1,282.7 |
1,279.9 |
1,272.4 |
|
R2 |
1,276.2 |
1,276.2 |
1,271.8 |
|
R1 |
1,273.4 |
1,273.4 |
1,271.2 |
1,274.8 |
PP |
1,269.7 |
1,269.7 |
1,269.7 |
1,270.4 |
S1 |
1,266.9 |
1,266.9 |
1,270.0 |
1,268.3 |
S2 |
1,263.2 |
1,263.2 |
1,269.4 |
|
S3 |
1,256.7 |
1,260.4 |
1,268.8 |
|
S4 |
1,250.2 |
1,253.9 |
1,267.0 |
|
|
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 |
1,272.5 |
1,255.2 |
17.3 |
1.4% |
8.2 |
0.6% |
89% |
True |
False |
213,814 |
10 |
1,272.5 |
1,238.3 |
34.2 |
2.7% |
9.8 |
0.8% |
94% |
True |
False |
236,220 |
20 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
11.3 |
0.9% |
50% |
False |
False |
259,107 |
40 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
11.9 |
0.9% |
50% |
False |
False |
142,763 |
60 |
1,312.7 |
1,238.3 |
74.4 |
5.9% |
11.8 |
0.9% |
43% |
False |
False |
96,907 |
80 |
1,365.8 |
1,238.3 |
127.5 |
10.0% |
12.4 |
1.0% |
25% |
False |
False |
74,003 |
100 |
1,365.8 |
1,238.3 |
127.5 |
10.0% |
12.4 |
1.0% |
25% |
False |
False |
59,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.1 |
2.618 |
1,289.5 |
1.618 |
1,283.0 |
1.000 |
1,279.0 |
0.618 |
1,276.5 |
HIGH |
1,272.5 |
0.618 |
1,270.0 |
0.500 |
1,269.3 |
0.382 |
1,268.5 |
LOW |
1,266.0 |
0.618 |
1,262.0 |
1.000 |
1,259.5 |
1.618 |
1,255.5 |
2.618 |
1,249.0 |
4.250 |
1,238.4 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,270.2 |
1,269.5 |
PP |
1,269.7 |
1,268.5 |
S1 |
1,269.3 |
1,267.4 |
|