Trading Metrics calculated at close of trading on 07-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,537.0 |
3,550.0 |
13.0 |
0.4% |
3,557.0 |
High |
3,555.0 |
3,568.0 |
13.0 |
0.4% |
3,604.0 |
Low |
3,518.0 |
3,544.0 |
26.0 |
0.7% |
3,499.0 |
Close |
3,546.0 |
3,559.0 |
13.0 |
0.4% |
3,510.0 |
Range |
37.0 |
24.0 |
-13.0 |
-35.1% |
105.0 |
ATR |
37.7 |
36.7 |
-1.0 |
-2.6% |
0.0 |
Volume |
204,657 |
330,313 |
125,656 |
61.4% |
108,913 |
|
Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,629.0 |
3,618.0 |
3,572.2 |
|
R3 |
3,605.0 |
3,594.0 |
3,565.6 |
|
R2 |
3,581.0 |
3,581.0 |
3,563.4 |
|
R1 |
3,570.0 |
3,570.0 |
3,561.2 |
3,575.5 |
PP |
3,557.0 |
3,557.0 |
3,557.0 |
3,559.8 |
S1 |
3,546.0 |
3,546.0 |
3,556.8 |
3,551.5 |
S2 |
3,533.0 |
3,533.0 |
3,554.6 |
|
S3 |
3,509.0 |
3,522.0 |
3,552.4 |
|
S4 |
3,485.0 |
3,498.0 |
3,545.8 |
|
|
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 |
3,571.0 |
3,499.0 |
72.0 |
2.0% |
36.6 |
1.0% |
83% |
False |
False |
140,517 |
10 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
37.1 |
1.0% |
57% |
False |
False |
100,569 |
20 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
36.0 |
1.0% |
57% |
False |
False |
69,634 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
31.6 |
0.9% |
32% |
False |
False |
36,907 |
60 |
3,689.0 |
3,483.0 |
206.0 |
5.8% |
27.1 |
0.8% |
37% |
False |
False |
25,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,670.0 |
2.618 |
3,630.8 |
1.618 |
3,606.8 |
1.000 |
3,592.0 |
0.618 |
3,582.8 |
HIGH |
3,568.0 |
0.618 |
3,558.8 |
0.500 |
3,556.0 |
0.382 |
3,553.2 |
LOW |
3,544.0 |
0.618 |
3,529.2 |
1.000 |
3,520.0 |
1.618 |
3,505.2 |
2.618 |
3,481.2 |
4.250 |
3,442.0 |
|
|
Fisher Pivots for day following 07-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,558.0 |
3,553.7 |
PP |
3,557.0 |
3,548.3 |
S1 |
3,556.0 |
3,543.0 |
|