Trading Metrics calculated at close of trading on 08-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,550.0 |
3,581.0 |
31.0 |
0.9% |
3,551.0 |
High |
3,568.0 |
3,599.0 |
31.0 |
0.9% |
3,599.0 |
Low |
3,544.0 |
3,575.0 |
31.0 |
0.9% |
3,518.0 |
Close |
3,559.0 |
3,581.0 |
22.0 |
0.6% |
3,581.0 |
Range |
24.0 |
24.0 |
0.0 |
0.0% |
81.0 |
ATR |
36.7 |
36.9 |
0.2 |
0.6% |
0.0 |
Volume |
330,313 |
534,225 |
203,912 |
61.7% |
1,204,507 |
|
Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,657.0 |
3,643.0 |
3,594.2 |
|
R3 |
3,633.0 |
3,619.0 |
3,587.6 |
|
R2 |
3,609.0 |
3,609.0 |
3,585.4 |
|
R1 |
3,595.0 |
3,595.0 |
3,583.2 |
3,593.0 |
PP |
3,585.0 |
3,585.0 |
3,585.0 |
3,584.0 |
S1 |
3,571.0 |
3,571.0 |
3,578.8 |
3,569.0 |
S2 |
3,561.0 |
3,561.0 |
3,576.6 |
|
S3 |
3,537.0 |
3,547.0 |
3,574.4 |
|
S4 |
3,513.0 |
3,523.0 |
3,567.8 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,809.0 |
3,776.0 |
3,625.6 |
|
R3 |
3,728.0 |
3,695.0 |
3,603.3 |
|
R2 |
3,647.0 |
3,647.0 |
3,595.9 |
|
R1 |
3,614.0 |
3,614.0 |
3,588.4 |
3,630.5 |
PP |
3,566.0 |
3,566.0 |
3,566.0 |
3,574.3 |
S1 |
3,533.0 |
3,533.0 |
3,573.6 |
3,549.5 |
S2 |
3,485.0 |
3,485.0 |
3,566.2 |
|
S3 |
3,404.0 |
3,452.0 |
3,558.7 |
|
S4 |
3,323.0 |
3,371.0 |
3,536.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,599.0 |
3,518.0 |
81.0 |
2.3% |
29.2 |
0.8% |
78% |
True |
False |
240,901 |
10 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
36.4 |
1.0% |
78% |
False |
False |
131,342 |
20 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
35.8 |
1.0% |
78% |
False |
False |
96,295 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
31.7 |
0.9% |
43% |
False |
False |
50,209 |
60 |
3,689.0 |
3,495.0 |
194.0 |
5.4% |
27.1 |
0.8% |
44% |
False |
False |
34,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,701.0 |
2.618 |
3,661.8 |
1.618 |
3,637.8 |
1.000 |
3,623.0 |
0.618 |
3,613.8 |
HIGH |
3,599.0 |
0.618 |
3,589.8 |
0.500 |
3,587.0 |
0.382 |
3,584.2 |
LOW |
3,575.0 |
0.618 |
3,560.2 |
1.000 |
3,551.0 |
1.618 |
3,536.2 |
2.618 |
3,512.2 |
4.250 |
3,473.0 |
|
|
Fisher Pivots for day following 08-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,587.0 |
3,573.5 |
PP |
3,585.0 |
3,566.0 |
S1 |
3,583.0 |
3,558.5 |
|