Trading Metrics calculated at close of trading on 19-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,576.0 |
3,595.0 |
19.0 |
0.5% |
3,589.0 |
High |
3,603.0 |
3,603.0 |
0.0 |
0.0% |
3,591.0 |
Low |
3,569.0 |
3,567.0 |
-2.0 |
-0.1% |
3,529.0 |
Close |
3,598.0 |
3,572.0 |
-26.0 |
-0.7% |
3,550.0 |
Range |
34.0 |
36.0 |
2.0 |
5.9% |
62.0 |
ATR |
37.1 |
37.0 |
-0.1 |
-0.2% |
0.0 |
Volume |
815,351 |
657,083 |
-158,268 |
-19.4% |
6,545,872 |
|
Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,688.7 |
3,666.3 |
3,591.8 |
|
R3 |
3,652.7 |
3,630.3 |
3,581.9 |
|
R2 |
3,616.7 |
3,616.7 |
3,578.6 |
|
R1 |
3,594.3 |
3,594.3 |
3,575.3 |
3,587.5 |
PP |
3,580.7 |
3,580.7 |
3,580.7 |
3,577.3 |
S1 |
3,558.3 |
3,558.3 |
3,568.7 |
3,551.5 |
S2 |
3,544.7 |
3,544.7 |
3,565.4 |
|
S3 |
3,508.7 |
3,522.3 |
3,562.1 |
|
S4 |
3,472.7 |
3,486.3 |
3,552.2 |
|
|
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 |
3,603.0 |
3,529.0 |
74.0 |
2.1% |
35.2 |
1.0% |
58% |
True |
False |
1,016,129 |
10 |
3,603.0 |
3,518.0 |
85.0 |
2.4% |
31.9 |
0.9% |
64% |
True |
False |
908,750 |
20 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
35.1 |
1.0% |
70% |
False |
False |
496,330 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
33.9 |
0.9% |
38% |
False |
False |
250,177 |
60 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
29.4 |
0.8% |
38% |
False |
False |
167,752 |
80 |
3,689.0 |
3,370.0 |
319.0 |
8.9% |
26.5 |
0.7% |
63% |
False |
False |
126,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,756.0 |
2.618 |
3,697.2 |
1.618 |
3,661.2 |
1.000 |
3,639.0 |
0.618 |
3,625.2 |
HIGH |
3,603.0 |
0.618 |
3,589.2 |
0.500 |
3,585.0 |
0.382 |
3,580.8 |
LOW |
3,567.0 |
0.618 |
3,544.8 |
1.000 |
3,531.0 |
1.618 |
3,508.8 |
2.618 |
3,472.8 |
4.250 |
3,414.0 |
|
|
Fisher Pivots for day following 19-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,585.0 |
3,570.0 |
PP |
3,580.7 |
3,568.0 |
S1 |
3,576.3 |
3,566.0 |
|