Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,581.0 |
3,589.0 |
8.0 |
0.2% |
3,551.0 |
High |
3,599.0 |
3,591.0 |
-8.0 |
-0.2% |
3,599.0 |
Low |
3,575.0 |
3,564.0 |
-11.0 |
-0.3% |
3,518.0 |
Close |
3,581.0 |
3,568.0 |
-13.0 |
-0.4% |
3,581.0 |
Range |
24.0 |
27.0 |
3.0 |
12.5% |
81.0 |
ATR |
36.9 |
36.2 |
-0.7 |
-1.9% |
0.0 |
Volume |
534,225 |
1,289,173 |
754,948 |
141.3% |
1,204,507 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,655.3 |
3,638.7 |
3,582.9 |
|
R3 |
3,628.3 |
3,611.7 |
3,575.4 |
|
R2 |
3,601.3 |
3,601.3 |
3,573.0 |
|
R1 |
3,584.7 |
3,584.7 |
3,570.5 |
3,579.5 |
PP |
3,574.3 |
3,574.3 |
3,574.3 |
3,571.8 |
S1 |
3,557.7 |
3,557.7 |
3,565.5 |
3,552.5 |
S2 |
3,547.3 |
3,547.3 |
3,563.1 |
|
S3 |
3,520.3 |
3,530.7 |
3,560.6 |
|
S4 |
3,493.3 |
3,503.7 |
3,553.2 |
|
|
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% |
28.2 |
0.8% |
62% |
False |
False |
490,685 |
10 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
35.8 |
1.0% |
66% |
False |
False |
259,865 |
20 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
34.5 |
1.0% |
66% |
False |
False |
160,741 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
32.1 |
0.9% |
36% |
False |
False |
82,297 |
60 |
3,689.0 |
3,495.0 |
194.0 |
5.4% |
27.4 |
0.8% |
38% |
False |
False |
55,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,705.8 |
2.618 |
3,661.7 |
1.618 |
3,634.7 |
1.000 |
3,618.0 |
0.618 |
3,607.7 |
HIGH |
3,591.0 |
0.618 |
3,580.7 |
0.500 |
3,577.5 |
0.382 |
3,574.3 |
LOW |
3,564.0 |
0.618 |
3,547.3 |
1.000 |
3,537.0 |
1.618 |
3,520.3 |
2.618 |
3,493.3 |
4.250 |
3,449.3 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,577.5 |
3,571.5 |
PP |
3,574.3 |
3,570.3 |
S1 |
3,571.2 |
3,569.2 |
|