Trading Metrics calculated at close of trading on 22-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,537.0 |
3,546.0 |
9.0 |
0.3% |
3,576.0 |
High |
3,565.0 |
3,555.0 |
-10.0 |
-0.3% |
3,603.0 |
Low |
3,522.0 |
3,535.0 |
13.0 |
0.4% |
3,522.0 |
Close |
3,559.0 |
3,541.0 |
-18.0 |
-0.5% |
3,541.0 |
Range |
43.0 |
20.0 |
-23.0 |
-53.5% |
81.0 |
ATR |
38.0 |
37.0 |
-1.0 |
-2.6% |
0.0 |
Volume |
612,743 |
358,088 |
-254,655 |
-41.6% |
3,226,196 |
|
Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,603.7 |
3,592.3 |
3,552.0 |
|
R3 |
3,583.7 |
3,572.3 |
3,546.5 |
|
R2 |
3,563.7 |
3,563.7 |
3,544.7 |
|
R1 |
3,552.3 |
3,552.3 |
3,542.8 |
3,548.0 |
PP |
3,543.7 |
3,543.7 |
3,543.7 |
3,541.5 |
S1 |
3,532.3 |
3,532.3 |
3,539.2 |
3,528.0 |
S2 |
3,523.7 |
3,523.7 |
3,537.3 |
|
S3 |
3,503.7 |
3,512.3 |
3,535.5 |
|
S4 |
3,483.7 |
3,492.3 |
3,530.0 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,798.3 |
3,750.7 |
3,585.6 |
|
R3 |
3,717.3 |
3,669.7 |
3,563.3 |
|
R2 |
3,636.3 |
3,636.3 |
3,555.9 |
|
R1 |
3,588.7 |
3,588.7 |
3,548.4 |
3,572.0 |
PP |
3,555.3 |
3,555.3 |
3,555.3 |
3,547.0 |
S1 |
3,507.7 |
3,507.7 |
3,533.6 |
3,491.0 |
S2 |
3,474.3 |
3,474.3 |
3,526.2 |
|
S3 |
3,393.3 |
3,426.7 |
3,518.7 |
|
S4 |
3,312.3 |
3,345.7 |
3,496.5 |
|
|
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% |
35.6 |
1.0% |
23% |
False |
False |
645,239 |
10 |
3,603.0 |
3,522.0 |
81.0 |
2.3% |
34.2 |
1.0% |
23% |
False |
False |
977,206 |
20 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
35.3 |
1.0% |
40% |
False |
False |
554,274 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
33.2 |
0.9% |
22% |
False |
False |
293,445 |
60 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
30.1 |
0.9% |
22% |
False |
False |
196,979 |
80 |
3,689.0 |
3,375.0 |
314.0 |
8.9% |
27.4 |
0.8% |
53% |
False |
False |
148,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,640.0 |
2.618 |
3,607.4 |
1.618 |
3,587.4 |
1.000 |
3,575.0 |
0.618 |
3,567.4 |
HIGH |
3,555.0 |
0.618 |
3,547.4 |
0.500 |
3,545.0 |
0.382 |
3,542.6 |
LOW |
3,535.0 |
0.618 |
3,522.6 |
1.000 |
3,515.0 |
1.618 |
3,502.6 |
2.618 |
3,482.6 |
4.250 |
3,450.0 |
|
|
Fisher Pivots for day following 22-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,545.0 |
3,550.5 |
PP |
3,543.7 |
3,547.3 |
S1 |
3,542.3 |
3,544.2 |
|