Trading Metrics calculated at close of trading on 29-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
3,538.0 |
3,517.0 |
-21.0 |
-0.6% |
3,540.0 |
High |
3,539.0 |
3,518.0 |
-21.0 |
-0.6% |
3,558.0 |
Low |
3,506.0 |
3,480.0 |
-26.0 |
-0.7% |
3,480.0 |
Close |
3,508.0 |
3,493.0 |
-15.0 |
-0.4% |
3,493.0 |
Range |
33.0 |
38.0 |
5.0 |
15.2% |
78.0 |
ATR |
36.3 |
36.4 |
0.1 |
0.3% |
0.0 |
Volume |
422,248 |
565,330 |
143,082 |
33.9% |
1,329,344 |
|
Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,611.0 |
3,590.0 |
3,513.9 |
|
R3 |
3,573.0 |
3,552.0 |
3,503.5 |
|
R2 |
3,535.0 |
3,535.0 |
3,500.0 |
|
R1 |
3,514.0 |
3,514.0 |
3,496.5 |
3,505.5 |
PP |
3,497.0 |
3,497.0 |
3,497.0 |
3,492.8 |
S1 |
3,476.0 |
3,476.0 |
3,489.5 |
3,467.5 |
S2 |
3,459.0 |
3,459.0 |
3,486.0 |
|
S3 |
3,421.0 |
3,438.0 |
3,482.6 |
|
S4 |
3,383.0 |
3,400.0 |
3,472.1 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,744.3 |
3,696.7 |
3,535.9 |
|
R3 |
3,666.3 |
3,618.7 |
3,514.5 |
|
R2 |
3,588.3 |
3,588.3 |
3,507.3 |
|
R1 |
3,540.7 |
3,540.7 |
3,500.2 |
3,525.5 |
PP |
3,510.3 |
3,510.3 |
3,510.3 |
3,502.8 |
S1 |
3,462.7 |
3,462.7 |
3,485.9 |
3,447.5 |
S2 |
3,432.3 |
3,432.3 |
3,478.7 |
|
S3 |
3,354.3 |
3,384.7 |
3,471.6 |
|
S4 |
3,276.3 |
3,306.7 |
3,450.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,565.0 |
3,480.0 |
85.0 |
2.4% |
32.6 |
0.9% |
15% |
False |
True |
460,035 |
10 |
3,603.0 |
3,480.0 |
123.0 |
3.5% |
34.8 |
1.0% |
11% |
False |
True |
663,284 |
20 |
3,603.0 |
3,480.0 |
123.0 |
3.5% |
34.7 |
1.0% |
11% |
False |
True |
617,864 |
40 |
3,680.0 |
3,480.0 |
200.0 |
5.7% |
34.5 |
1.0% |
7% |
False |
True |
326,575 |
60 |
3,689.0 |
3,480.0 |
209.0 |
6.0% |
30.9 |
0.9% |
6% |
False |
True |
218,755 |
80 |
3,689.0 |
3,416.0 |
273.0 |
7.8% |
27.4 |
0.8% |
28% |
False |
False |
164,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,679.5 |
2.618 |
3,617.5 |
1.618 |
3,579.5 |
1.000 |
3,556.0 |
0.618 |
3,541.5 |
HIGH |
3,518.0 |
0.618 |
3,503.5 |
0.500 |
3,499.0 |
0.382 |
3,494.5 |
LOW |
3,480.0 |
0.618 |
3,456.5 |
1.000 |
3,442.0 |
1.618 |
3,418.5 |
2.618 |
3,380.5 |
4.250 |
3,318.5 |
|
|
Fisher Pivots for day following 29-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
3,499.0 |
3,519.0 |
PP |
3,497.0 |
3,510.3 |
S1 |
3,495.0 |
3,501.7 |
|