Trading Metrics calculated at close of trading on 21-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,577.0 |
3,537.0 |
-40.0 |
-1.1% |
3,589.0 |
High |
3,579.0 |
3,565.0 |
-14.0 |
-0.4% |
3,591.0 |
Low |
3,534.0 |
3,522.0 |
-12.0 |
-0.3% |
3,529.0 |
Close |
3,539.0 |
3,559.0 |
20.0 |
0.6% |
3,550.0 |
Range |
45.0 |
43.0 |
-2.0 |
-4.4% |
62.0 |
ATR |
37.6 |
38.0 |
0.4 |
1.0% |
0.0 |
Volume |
782,931 |
612,743 |
-170,188 |
-21.7% |
6,545,872 |
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,677.7 |
3,661.3 |
3,582.7 |
|
R3 |
3,634.7 |
3,618.3 |
3,570.8 |
|
R2 |
3,591.7 |
3,591.7 |
3,566.9 |
|
R1 |
3,575.3 |
3,575.3 |
3,562.9 |
3,583.5 |
PP |
3,548.7 |
3,548.7 |
3,548.7 |
3,552.8 |
S1 |
3,532.3 |
3,532.3 |
3,555.1 |
3,540.5 |
S2 |
3,505.7 |
3,505.7 |
3,551.1 |
|
S3 |
3,462.7 |
3,489.3 |
3,547.2 |
|
S4 |
3,419.7 |
3,446.3 |
3,535.4 |
|
|
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 |
3,603.0 |
3,522.0 |
81.0 |
2.3% |
38.0 |
1.1% |
46% |
False |
True |
779,657 |
10 |
3,603.0 |
3,522.0 |
81.0 |
2.3% |
34.6 |
1.0% |
46% |
False |
True |
994,820 |
20 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
35.9 |
1.0% |
57% |
False |
False |
547,695 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
33.3 |
0.9% |
32% |
False |
False |
284,907 |
60 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
30.3 |
0.9% |
32% |
False |
False |
191,012 |
80 |
3,689.0 |
3,375.0 |
314.0 |
8.8% |
27.2 |
0.8% |
59% |
False |
False |
143,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,747.8 |
2.618 |
3,677.6 |
1.618 |
3,634.6 |
1.000 |
3,608.0 |
0.618 |
3,591.6 |
HIGH |
3,565.0 |
0.618 |
3,548.6 |
0.500 |
3,543.5 |
0.382 |
3,538.4 |
LOW |
3,522.0 |
0.618 |
3,495.4 |
1.000 |
3,479.0 |
1.618 |
3,452.4 |
2.618 |
3,409.4 |
4.250 |
3,339.3 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,553.8 |
3,562.5 |
PP |
3,548.7 |
3,561.3 |
S1 |
3,543.5 |
3,560.2 |
|