Trading Metrics calculated at close of trading on 27-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,546.0 |
3,540.0 |
-6.0 |
-0.2% |
3,576.0 |
High |
3,555.0 |
3,558.0 |
3.0 |
0.1% |
3,603.0 |
Low |
3,535.0 |
3,529.0 |
-6.0 |
-0.2% |
3,522.0 |
Close |
3,541.0 |
3,541.0 |
0.0 |
0.0% |
3,541.0 |
Range |
20.0 |
29.0 |
9.0 |
45.0% |
81.0 |
ATR |
37.0 |
36.4 |
-0.6 |
-1.5% |
0.0 |
Volume |
358,088 |
341,766 |
-16,322 |
-4.6% |
3,226,196 |
|
Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,629.7 |
3,614.3 |
3,557.0 |
|
R3 |
3,600.7 |
3,585.3 |
3,549.0 |
|
R2 |
3,571.7 |
3,571.7 |
3,546.3 |
|
R1 |
3,556.3 |
3,556.3 |
3,543.7 |
3,564.0 |
PP |
3,542.7 |
3,542.7 |
3,542.7 |
3,546.5 |
S1 |
3,527.3 |
3,527.3 |
3,538.3 |
3,535.0 |
S2 |
3,513.7 |
3,513.7 |
3,535.7 |
|
S3 |
3,484.7 |
3,498.3 |
3,533.0 |
|
S4 |
3,455.7 |
3,469.3 |
3,525.1 |
|
|
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% |
34.6 |
1.0% |
23% |
False |
False |
550,522 |
10 |
3,603.0 |
3,522.0 |
81.0 |
2.3% |
34.4 |
1.0% |
23% |
False |
False |
882,466 |
20 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
35.1 |
1.0% |
40% |
False |
False |
571,165 |
40 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
33.6 |
0.9% |
22% |
False |
False |
301,912 |
60 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
30.3 |
0.9% |
22% |
False |
False |
202,555 |
80 |
3,689.0 |
3,375.0 |
314.0 |
8.9% |
27.6 |
0.8% |
53% |
False |
False |
152,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,681.3 |
2.618 |
3,633.9 |
1.618 |
3,604.9 |
1.000 |
3,587.0 |
0.618 |
3,575.9 |
HIGH |
3,558.0 |
0.618 |
3,546.9 |
0.500 |
3,543.5 |
0.382 |
3,540.1 |
LOW |
3,529.0 |
0.618 |
3,511.1 |
1.000 |
3,500.0 |
1.618 |
3,482.1 |
2.618 |
3,453.1 |
4.250 |
3,405.8 |
|
|
Fisher Pivots for day following 27-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,543.5 |
3,543.5 |
PP |
3,542.7 |
3,542.7 |
S1 |
3,541.8 |
3,541.8 |
|