Trading Metrics calculated at close of trading on 04-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,560.0 |
3,551.0 |
-9.0 |
-0.3% |
3,557.0 |
High |
3,560.0 |
3,571.0 |
11.0 |
0.3% |
3,604.0 |
Low |
3,499.0 |
3,539.0 |
40.0 |
1.1% |
3,499.0 |
Close |
3,510.0 |
3,557.0 |
47.0 |
1.3% |
3,510.0 |
Range |
61.0 |
32.0 |
-29.0 |
-47.5% |
105.0 |
ATR |
36.2 |
38.0 |
1.8 |
4.9% |
0.0 |
Volume |
32,305 |
40,255 |
7,950 |
24.6% |
108,913 |
|
Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,651.7 |
3,636.3 |
3,574.6 |
|
R3 |
3,619.7 |
3,604.3 |
3,565.8 |
|
R2 |
3,587.7 |
3,587.7 |
3,562.9 |
|
R1 |
3,572.3 |
3,572.3 |
3,559.9 |
3,580.0 |
PP |
3,555.7 |
3,555.7 |
3,555.7 |
3,559.5 |
S1 |
3,540.3 |
3,540.3 |
3,554.1 |
3,548.0 |
S2 |
3,523.7 |
3,523.7 |
3,551.1 |
|
S3 |
3,491.7 |
3,508.3 |
3,548.2 |
|
S4 |
3,459.7 |
3,476.3 |
3,539.4 |
|
|
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% |
43.4 |
1.2% |
55% |
False |
False |
29,046 |
10 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
39.4 |
1.1% |
55% |
False |
False |
75,878 |
20 |
3,678.0 |
3,499.0 |
179.0 |
5.0% |
38.3 |
1.1% |
32% |
False |
False |
39,817 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
30.8 |
0.9% |
31% |
False |
False |
21,410 |
60 |
3,689.0 |
3,477.0 |
212.0 |
6.0% |
26.4 |
0.7% |
38% |
False |
False |
15,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,707.0 |
2.618 |
3,654.8 |
1.618 |
3,622.8 |
1.000 |
3,603.0 |
0.618 |
3,590.8 |
HIGH |
3,571.0 |
0.618 |
3,558.8 |
0.500 |
3,555.0 |
0.382 |
3,551.2 |
LOW |
3,539.0 |
0.618 |
3,519.2 |
1.000 |
3,507.0 |
1.618 |
3,487.2 |
2.618 |
3,455.2 |
4.250 |
3,403.0 |
|
|
Fisher Pivots for day following 04-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,556.3 |
3,554.3 |
PP |
3,555.7 |
3,551.7 |
S1 |
3,555.0 |
3,549.0 |
|