Trading Metrics calculated at close of trading on 22-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,268.8 |
1,270.3 |
1.5 |
0.1% |
1,257.8 |
High |
1,272.5 |
1,280.4 |
7.9 |
0.6% |
1,280.4 |
Low |
1,266.0 |
1,268.4 |
2.4 |
0.2% |
1,255.3 |
Close |
1,270.6 |
1,278.8 |
8.2 |
0.6% |
1,278.8 |
Range |
6.5 |
12.0 |
5.5 |
84.6% |
25.1 |
ATR |
11.5 |
11.5 |
0.0 |
0.3% |
0.0 |
Volume |
196,539 |
193,025 |
-3,514 |
-1.8% |
1,015,986 |
|
Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.9 |
1,307.3 |
1,285.4 |
|
R3 |
1,299.9 |
1,295.3 |
1,282.1 |
|
R2 |
1,287.9 |
1,287.9 |
1,281.0 |
|
R1 |
1,283.3 |
1,283.3 |
1,279.9 |
1,285.6 |
PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,277.0 |
S1 |
1,271.3 |
1,271.3 |
1,277.7 |
1,273.6 |
S2 |
1,263.9 |
1,263.9 |
1,276.6 |
|
S3 |
1,251.9 |
1,259.3 |
1,275.5 |
|
S4 |
1,239.9 |
1,247.3 |
1,272.2 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.8 |
1,337.9 |
1,292.6 |
|
R3 |
1,321.7 |
1,312.8 |
1,285.7 |
|
R2 |
1,296.6 |
1,296.6 |
1,283.4 |
|
R1 |
1,287.7 |
1,287.7 |
1,281.1 |
1,292.2 |
PP |
1,271.5 |
1,271.5 |
1,271.5 |
1,273.7 |
S1 |
1,262.6 |
1,262.6 |
1,276.5 |
1,267.1 |
S2 |
1,246.4 |
1,246.4 |
1,274.2 |
|
S3 |
1,221.3 |
1,237.5 |
1,271.9 |
|
S4 |
1,196.2 |
1,212.4 |
1,265.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,280.4 |
1,255.3 |
25.1 |
2.0% |
8.7 |
0.7% |
94% |
True |
False |
203,197 |
10 |
1,280.4 |
1,238.3 |
42.1 |
3.3% |
10.0 |
0.8% |
96% |
True |
False |
227,817 |
20 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
11.5 |
0.9% |
62% |
False |
False |
264,581 |
40 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
11.8 |
0.9% |
62% |
False |
False |
147,297 |
60 |
1,312.7 |
1,238.3 |
74.4 |
5.8% |
11.8 |
0.9% |
54% |
False |
False |
100,096 |
80 |
1,365.8 |
1,238.3 |
127.5 |
10.0% |
12.5 |
1.0% |
32% |
False |
False |
76,389 |
100 |
1,365.8 |
1,238.3 |
127.5 |
10.0% |
12.5 |
1.0% |
32% |
False |
False |
61,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.4 |
2.618 |
1,311.8 |
1.618 |
1,299.8 |
1.000 |
1,292.4 |
0.618 |
1,287.8 |
HIGH |
1,280.4 |
0.618 |
1,275.8 |
0.500 |
1,274.4 |
0.382 |
1,273.0 |
LOW |
1,268.4 |
0.618 |
1,261.0 |
1.000 |
1,256.4 |
1.618 |
1,249.0 |
2.618 |
1,237.0 |
4.250 |
1,217.4 |
|
|
Fisher Pivots for day following 22-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,277.3 |
1,276.7 |
PP |
1,275.9 |
1,274.5 |
S1 |
1,274.4 |
1,272.4 |
|