Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,578.0 |
3,560.0 |
-18.0 |
-0.5% |
3,557.0 |
High |
3,599.0 |
3,560.0 |
-39.0 |
-1.1% |
3,604.0 |
Low |
3,555.0 |
3,499.0 |
-56.0 |
-1.6% |
3,499.0 |
Close |
3,560.0 |
3,510.0 |
-50.0 |
-1.4% |
3,510.0 |
Range |
44.0 |
61.0 |
17.0 |
38.6% |
105.0 |
ATR |
34.3 |
36.2 |
1.9 |
5.6% |
0.0 |
Volume |
19,060 |
32,305 |
13,245 |
69.5% |
108,913 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,706.0 |
3,669.0 |
3,543.6 |
|
R3 |
3,645.0 |
3,608.0 |
3,526.8 |
|
R2 |
3,584.0 |
3,584.0 |
3,521.2 |
|
R1 |
3,547.0 |
3,547.0 |
3,515.6 |
3,535.0 |
PP |
3,523.0 |
3,523.0 |
3,523.0 |
3,517.0 |
S1 |
3,486.0 |
3,486.0 |
3,504.4 |
3,474.0 |
S2 |
3,462.0 |
3,462.0 |
3,498.8 |
|
S3 |
3,401.0 |
3,425.0 |
3,493.2 |
|
S4 |
3,340.0 |
3,364.0 |
3,476.5 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,852.7 |
3,786.3 |
3,567.8 |
|
R3 |
3,747.7 |
3,681.3 |
3,538.9 |
|
R2 |
3,642.7 |
3,642.7 |
3,529.3 |
|
R1 |
3,576.3 |
3,576.3 |
3,519.6 |
3,557.0 |
PP |
3,537.7 |
3,537.7 |
3,537.7 |
3,528.0 |
S1 |
3,471.3 |
3,471.3 |
3,500.4 |
3,452.0 |
S2 |
3,432.7 |
3,432.7 |
3,490.8 |
|
S3 |
3,327.7 |
3,366.3 |
3,481.1 |
|
S4 |
3,222.7 |
3,261.3 |
3,452.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
43.6 |
1.2% |
10% |
False |
True |
21,782 |
10 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
39.9 |
1.1% |
10% |
False |
True |
71,896 |
20 |
3,678.0 |
3,499.0 |
179.0 |
5.1% |
37.4 |
1.1% |
6% |
False |
True |
37,808 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
30.5 |
0.9% |
6% |
False |
True |
20,407 |
60 |
3,689.0 |
3,441.0 |
248.0 |
7.1% |
26.4 |
0.8% |
28% |
False |
False |
14,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,819.3 |
2.618 |
3,719.7 |
1.618 |
3,658.7 |
1.000 |
3,621.0 |
0.618 |
3,597.7 |
HIGH |
3,560.0 |
0.618 |
3,536.7 |
0.500 |
3,529.5 |
0.382 |
3,522.3 |
LOW |
3,499.0 |
0.618 |
3,461.3 |
1.000 |
3,438.0 |
1.618 |
3,400.3 |
2.618 |
3,339.3 |
4.250 |
3,239.8 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,529.5 |
3,551.5 |
PP |
3,523.0 |
3,537.7 |
S1 |
3,516.5 |
3,523.8 |
|