Trading Metrics calculated at close of trading on 12-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,235.0 |
13,167.0 |
-68.0 |
-0.5% |
12,990.5 |
High |
13,235.0 |
13,180.0 |
-55.0 |
-0.4% |
13,238.0 |
Low |
13,107.0 |
13,075.0 |
-32.0 |
-0.2% |
12,867.0 |
Close |
13,117.0 |
13,169.0 |
52.0 |
0.4% |
13,161.5 |
Range |
128.0 |
105.0 |
-23.0 |
-18.0% |
371.0 |
ATR |
155.0 |
151.5 |
-3.6 |
-2.3% |
0.0 |
Volume |
75,073 |
60,745 |
-14,328 |
-19.1% |
62,390 |
|
Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,456.3 |
13,417.7 |
13,226.8 |
|
R3 |
13,351.3 |
13,312.7 |
13,197.9 |
|
R2 |
13,246.3 |
13,246.3 |
13,188.3 |
|
R1 |
13,207.7 |
13,207.7 |
13,178.6 |
13,227.0 |
PP |
13,141.3 |
13,141.3 |
13,141.3 |
13,151.0 |
S1 |
13,102.7 |
13,102.7 |
13,159.4 |
13,122.0 |
S2 |
13,036.3 |
13,036.3 |
13,149.8 |
|
S3 |
12,931.3 |
12,997.7 |
13,140.1 |
|
S4 |
12,826.3 |
12,892.7 |
13,111.3 |
|
|
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% |
123.1 |
0.9% |
81% |
False |
False |
37,439 |
10 |
13,238.0 |
12,810.0 |
428.0 |
3.3% |
145.8 |
1.1% |
84% |
False |
False |
20,392 |
20 |
13,238.0 |
12,810.0 |
428.0 |
3.3% |
149.1 |
1.1% |
84% |
False |
False |
11,181 |
40 |
13,525.0 |
12,810.0 |
715.0 |
5.4% |
130.6 |
1.0% |
50% |
False |
False |
5,808 |
60 |
13,525.0 |
12,508.0 |
1,017.0 |
7.7% |
105.2 |
0.8% |
65% |
False |
False |
3,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,626.3 |
2.618 |
13,454.9 |
1.618 |
13,349.9 |
1.000 |
13,285.0 |
0.618 |
13,244.9 |
HIGH |
13,180.0 |
0.618 |
13,139.9 |
0.500 |
13,127.5 |
0.382 |
13,115.1 |
LOW |
13,075.0 |
0.618 |
13,010.1 |
1.000 |
12,970.0 |
1.618 |
12,905.1 |
2.618 |
12,800.1 |
4.250 |
12,628.8 |
|
|
Fisher Pivots for day following 12-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,155.2 |
13,164.8 |
PP |
13,141.3 |
13,160.7 |
S1 |
13,127.5 |
13,156.5 |
|