Trading Metrics calculated at close of trading on 15-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,555.0 |
3,538.0 |
-17.0 |
-0.5% |
3,589.0 |
High |
3,568.0 |
3,561.0 |
-7.0 |
-0.2% |
3,591.0 |
Low |
3,530.0 |
3,529.0 |
-1.0 |
0.0% |
3,529.0 |
Close |
3,549.0 |
3,550.0 |
1.0 |
0.0% |
3,550.0 |
Range |
38.0 |
32.0 |
-6.0 |
-15.8% |
62.0 |
ATR |
36.2 |
35.9 |
-0.3 |
-0.8% |
0.0 |
Volume |
1,047,120 |
1,030,180 |
-16,940 |
-1.6% |
6,545,872 |
|
Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,642.7 |
3,628.3 |
3,567.6 |
|
R3 |
3,610.7 |
3,596.3 |
3,558.8 |
|
R2 |
3,578.7 |
3,578.7 |
3,555.9 |
|
R1 |
3,564.3 |
3,564.3 |
3,552.9 |
3,571.5 |
PP |
3,546.7 |
3,546.7 |
3,546.7 |
3,550.3 |
S1 |
3,532.3 |
3,532.3 |
3,547.1 |
3,539.5 |
S2 |
3,514.7 |
3,514.7 |
3,544.1 |
|
S3 |
3,482.7 |
3,500.3 |
3,541.2 |
|
S4 |
3,450.7 |
3,468.3 |
3,532.4 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,742.7 |
3,708.3 |
3,584.1 |
|
R3 |
3,680.7 |
3,646.3 |
3,567.1 |
|
R2 |
3,618.7 |
3,618.7 |
3,561.4 |
|
R1 |
3,584.3 |
3,584.3 |
3,555.7 |
3,570.5 |
PP |
3,556.7 |
3,556.7 |
3,556.7 |
3,549.8 |
S1 |
3,522.3 |
3,522.3 |
3,544.3 |
3,508.5 |
S2 |
3,494.7 |
3,494.7 |
3,538.6 |
|
S3 |
3,432.7 |
3,460.3 |
3,533.0 |
|
S4 |
3,370.7 |
3,398.3 |
3,515.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,591.0 |
3,529.0 |
62.0 |
1.7% |
32.8 |
0.9% |
34% |
False |
True |
1,309,174 |
10 |
3,599.0 |
3,518.0 |
81.0 |
2.3% |
31.0 |
0.9% |
40% |
False |
False |
775,037 |
20 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
35.5 |
1.0% |
49% |
False |
False |
423,466 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
33.4 |
0.9% |
27% |
False |
False |
213,375 |
60 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
28.8 |
0.8% |
27% |
False |
False |
143,213 |
80 |
3,689.0 |
3,336.0 |
353.0 |
9.9% |
26.3 |
0.7% |
61% |
False |
False |
107,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,697.0 |
2.618 |
3,644.8 |
1.618 |
3,612.8 |
1.000 |
3,593.0 |
0.618 |
3,580.8 |
HIGH |
3,561.0 |
0.618 |
3,548.8 |
0.500 |
3,545.0 |
0.382 |
3,541.2 |
LOW |
3,529.0 |
0.618 |
3,509.2 |
1.000 |
3,497.0 |
1.618 |
3,477.2 |
2.618 |
3,445.2 |
4.250 |
3,393.0 |
|
|
Fisher Pivots for day following 15-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,548.3 |
3,559.0 |
PP |
3,546.7 |
3,556.0 |
S1 |
3,545.0 |
3,553.0 |
|