Trading Metrics calculated at close of trading on 13-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,580.0 |
3,585.0 |
5.0 |
0.1% |
3,551.0 |
High |
3,587.0 |
3,589.0 |
2.0 |
0.1% |
3,599.0 |
Low |
3,556.0 |
3,553.0 |
-3.0 |
-0.1% |
3,518.0 |
Close |
3,583.0 |
3,570.0 |
-13.0 |
-0.4% |
3,581.0 |
Range |
31.0 |
36.0 |
5.0 |
16.1% |
81.0 |
ATR |
35.9 |
35.9 |
0.0 |
0.0% |
0.0 |
Volume |
1,648,486 |
1,530,913 |
-117,573 |
-7.1% |
1,204,507 |
|
Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,678.7 |
3,660.3 |
3,589.8 |
|
R3 |
3,642.7 |
3,624.3 |
3,579.9 |
|
R2 |
3,606.7 |
3,606.7 |
3,576.6 |
|
R1 |
3,588.3 |
3,588.3 |
3,573.3 |
3,579.5 |
PP |
3,570.7 |
3,570.7 |
3,570.7 |
3,566.3 |
S1 |
3,552.3 |
3,552.3 |
3,566.7 |
3,543.5 |
S2 |
3,534.7 |
3,534.7 |
3,563.4 |
|
S3 |
3,498.7 |
3,516.3 |
3,560.1 |
|
S4 |
3,462.7 |
3,480.3 |
3,550.2 |
|
|
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 |
3,544.0 |
55.0 |
1.5% |
28.4 |
0.8% |
47% |
False |
False |
1,066,622 |
10 |
3,599.0 |
3,499.0 |
100.0 |
2.8% |
34.5 |
1.0% |
71% |
False |
False |
572,444 |
20 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
34.5 |
1.0% |
68% |
False |
False |
319,654 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
32.8 |
0.9% |
37% |
False |
False |
161,529 |
60 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
28.0 |
0.8% |
37% |
False |
False |
108,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,742.0 |
2.618 |
3,683.2 |
1.618 |
3,647.2 |
1.000 |
3,625.0 |
0.618 |
3,611.2 |
HIGH |
3,589.0 |
0.618 |
3,575.2 |
0.500 |
3,571.0 |
0.382 |
3,566.8 |
LOW |
3,553.0 |
0.618 |
3,530.8 |
1.000 |
3,517.0 |
1.618 |
3,494.8 |
2.618 |
3,458.8 |
4.250 |
3,400.0 |
|
|
Fisher Pivots for day following 13-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,571.0 |
3,572.0 |
PP |
3,570.7 |
3,571.3 |
S1 |
3,570.3 |
3,570.7 |
|