Trading Metrics calculated at close of trading on 20-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,595.0 |
3,577.0 |
-18.0 |
-0.5% |
3,589.0 |
High |
3,603.0 |
3,579.0 |
-24.0 |
-0.7% |
3,591.0 |
Low |
3,567.0 |
3,534.0 |
-33.0 |
-0.9% |
3,529.0 |
Close |
3,572.0 |
3,539.0 |
-33.0 |
-0.9% |
3,550.0 |
Range |
36.0 |
45.0 |
9.0 |
25.0% |
62.0 |
ATR |
37.0 |
37.6 |
0.6 |
1.5% |
0.0 |
Volume |
657,083 |
782,931 |
125,848 |
19.2% |
6,545,872 |
|
Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,685.7 |
3,657.3 |
3,563.8 |
|
R3 |
3,640.7 |
3,612.3 |
3,551.4 |
|
R2 |
3,595.7 |
3,595.7 |
3,547.3 |
|
R1 |
3,567.3 |
3,567.3 |
3,543.1 |
3,559.0 |
PP |
3,550.7 |
3,550.7 |
3,550.7 |
3,546.5 |
S1 |
3,522.3 |
3,522.3 |
3,534.9 |
3,514.0 |
S2 |
3,505.7 |
3,505.7 |
3,530.8 |
|
S3 |
3,460.7 |
3,477.3 |
3,526.6 |
|
S4 |
3,415.7 |
3,432.3 |
3,514.3 |
|
|
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% |
37.0 |
1.0% |
14% |
False |
False |
866,533 |
10 |
3,603.0 |
3,529.0 |
74.0 |
2.1% |
32.7 |
0.9% |
14% |
False |
False |
966,577 |
20 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
35.4 |
1.0% |
38% |
False |
False |
534,986 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
33.9 |
1.0% |
21% |
False |
False |
269,744 |
60 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
29.7 |
0.8% |
21% |
False |
False |
180,800 |
80 |
3,689.0 |
3,375.0 |
314.0 |
8.9% |
26.9 |
0.8% |
52% |
False |
False |
136,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,770.3 |
2.618 |
3,696.8 |
1.618 |
3,651.8 |
1.000 |
3,624.0 |
0.618 |
3,606.8 |
HIGH |
3,579.0 |
0.618 |
3,561.8 |
0.500 |
3,556.5 |
0.382 |
3,551.2 |
LOW |
3,534.0 |
0.618 |
3,506.2 |
1.000 |
3,489.0 |
1.618 |
3,461.2 |
2.618 |
3,416.2 |
4.250 |
3,342.8 |
|
|
Fisher Pivots for day following 20-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,556.5 |
3,568.5 |
PP |
3,550.7 |
3,558.7 |
S1 |
3,544.8 |
3,548.8 |
|