Trading Metrics calculated at close of trading on 27-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,279.0 |
1,287.8 |
8.8 |
0.7% |
1,257.8 |
High |
1,288.4 |
1,293.2 |
4.8 |
0.4% |
1,280.4 |
Low |
1,277.7 |
1,286.0 |
8.3 |
0.6% |
1,255.3 |
Close |
1,287.5 |
1,291.4 |
3.9 |
0.3% |
1,278.8 |
Range |
10.7 |
7.2 |
-3.5 |
-32.7% |
25.1 |
ATR |
11.5 |
11.1 |
-0.3 |
-2.7% |
0.0 |
Volume |
134,618 |
205,799 |
71,181 |
52.9% |
1,015,986 |
|
Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.8 |
1,308.8 |
1,295.4 |
|
R3 |
1,304.6 |
1,301.6 |
1,293.4 |
|
R2 |
1,297.4 |
1,297.4 |
1,292.7 |
|
R1 |
1,294.4 |
1,294.4 |
1,292.1 |
1,295.9 |
PP |
1,290.2 |
1,290.2 |
1,290.2 |
1,291.0 |
S1 |
1,287.2 |
1,287.2 |
1,290.7 |
1,288.7 |
S2 |
1,283.0 |
1,283.0 |
1,290.1 |
|
S3 |
1,275.8 |
1,280.0 |
1,289.4 |
|
S4 |
1,268.6 |
1,272.8 |
1,287.4 |
|
|
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 |
1,293.2 |
1,264.4 |
28.8 |
2.2% |
8.7 |
0.7% |
94% |
True |
False |
187,119 |
10 |
1,293.2 |
1,242.3 |
50.9 |
3.9% |
9.7 |
0.8% |
96% |
True |
False |
219,144 |
20 |
1,300.4 |
1,238.3 |
62.1 |
4.8% |
11.4 |
0.9% |
86% |
False |
False |
262,856 |
40 |
1,303.4 |
1,238.3 |
65.1 |
5.0% |
11.7 |
0.9% |
82% |
False |
False |
155,526 |
60 |
1,312.7 |
1,238.3 |
74.4 |
5.8% |
11.7 |
0.9% |
71% |
False |
False |
105,675 |
80 |
1,365.8 |
1,238.3 |
127.5 |
9.9% |
12.3 |
1.0% |
42% |
False |
False |
80,461 |
100 |
1,365.8 |
1,238.3 |
127.5 |
9.9% |
12.4 |
1.0% |
42% |
False |
False |
64,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.8 |
2.618 |
1,312.0 |
1.618 |
1,304.8 |
1.000 |
1,300.4 |
0.618 |
1,297.6 |
HIGH |
1,293.2 |
0.618 |
1,290.4 |
0.500 |
1,289.6 |
0.382 |
1,288.8 |
LOW |
1,286.0 |
0.618 |
1,281.6 |
1.000 |
1,278.8 |
1.618 |
1,274.4 |
2.618 |
1,267.2 |
4.250 |
1,255.4 |
|
|
Fisher Pivots for day following 27-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,290.8 |
1,287.9 |
PP |
1,290.2 |
1,284.3 |
S1 |
1,289.6 |
1,280.8 |
|