Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,139.5 |
13,235.0 |
95.5 |
0.7% |
12,990.5 |
High |
13,238.0 |
13,235.0 |
-3.0 |
0.0% |
13,238.0 |
Low |
13,133.0 |
13,107.0 |
-26.0 |
-0.2% |
12,867.0 |
Close |
13,161.5 |
13,117.0 |
-44.5 |
-0.3% |
13,161.5 |
Range |
105.0 |
128.0 |
23.0 |
21.9% |
371.0 |
ATR |
157.1 |
155.0 |
-2.1 |
-1.3% |
0.0 |
Volume |
31,956 |
75,073 |
43,117 |
134.9% |
62,390 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,537.0 |
13,455.0 |
13,187.4 |
|
R3 |
13,409.0 |
13,327.0 |
13,152.2 |
|
R2 |
13,281.0 |
13,281.0 |
13,140.5 |
|
R1 |
13,199.0 |
13,199.0 |
13,128.7 |
13,176.0 |
PP |
13,153.0 |
13,153.0 |
13,153.0 |
13,141.5 |
S1 |
13,071.0 |
13,071.0 |
13,105.3 |
13,048.0 |
S2 |
13,025.0 |
13,025.0 |
13,093.5 |
|
S3 |
12,897.0 |
12,943.0 |
13,081.8 |
|
S4 |
12,769.0 |
12,815.0 |
13,046.6 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,201.8 |
14,052.7 |
13,365.6 |
|
R3 |
13,830.8 |
13,681.7 |
13,263.5 |
|
R2 |
13,459.8 |
13,459.8 |
13,229.5 |
|
R1 |
13,310.7 |
13,310.7 |
13,195.5 |
13,385.3 |
PP |
13,088.8 |
13,088.8 |
13,088.8 |
13,126.1 |
S1 |
12,939.7 |
12,939.7 |
13,127.5 |
13,014.3 |
S2 |
12,717.8 |
12,717.8 |
13,093.5 |
|
S3 |
12,346.8 |
12,568.7 |
13,059.5 |
|
S4 |
11,975.8 |
12,197.7 |
12,957.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,238.0 |
12,867.0 |
371.0 |
2.8% |
128.6 |
1.0% |
67% |
False |
False |
27,182 |
10 |
13,238.0 |
12,810.0 |
428.0 |
3.3% |
151.0 |
1.2% |
72% |
False |
False |
14,983 |
20 |
13,238.0 |
12,810.0 |
428.0 |
3.3% |
149.1 |
1.1% |
72% |
False |
False |
8,174 |
40 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
129.1 |
1.0% |
43% |
False |
False |
4,290 |
60 |
13,525.0 |
12,496.5 |
1,028.5 |
7.8% |
104.3 |
0.8% |
60% |
False |
False |
2,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,779.0 |
2.618 |
13,570.1 |
1.618 |
13,442.1 |
1.000 |
13,363.0 |
0.618 |
13,314.1 |
HIGH |
13,235.0 |
0.618 |
13,186.1 |
0.500 |
13,171.0 |
0.382 |
13,155.9 |
LOW |
13,107.0 |
0.618 |
13,027.9 |
1.000 |
12,979.0 |
1.618 |
12,899.9 |
2.618 |
12,771.9 |
4.250 |
12,563.0 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,171.0 |
13,115.3 |
PP |
13,153.0 |
13,113.5 |
S1 |
13,135.0 |
13,111.8 |
|