Trading Metrics calculated at close of trading on 14-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,178.5 |
13,066.0 |
-112.5 |
-0.9% |
12,990.5 |
High |
13,187.0 |
13,157.0 |
-30.0 |
-0.2% |
13,238.0 |
Low |
13,063.5 |
13,002.5 |
-61.0 |
-0.5% |
12,867.0 |
Close |
13,128.0 |
13,080.5 |
-47.5 |
-0.4% |
13,161.5 |
Range |
123.5 |
154.5 |
31.0 |
25.1% |
371.0 |
ATR |
149.5 |
149.8 |
0.4 |
0.2% |
0.0 |
Volume |
60,745 |
75,429 |
14,684 |
24.2% |
62,390 |
|
Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,543.5 |
13,466.5 |
13,165.5 |
|
R3 |
13,389.0 |
13,312.0 |
13,123.0 |
|
R2 |
13,234.5 |
13,234.5 |
13,108.8 |
|
R1 |
13,157.5 |
13,157.5 |
13,094.7 |
13,196.0 |
PP |
13,080.0 |
13,080.0 |
13,080.0 |
13,099.3 |
S1 |
13,003.0 |
13,003.0 |
13,066.3 |
13,041.5 |
S2 |
12,925.5 |
12,925.5 |
13,052.2 |
|
S3 |
12,771.0 |
12,848.5 |
13,038.0 |
|
S4 |
12,616.5 |
12,694.0 |
12,995.5 |
|
|
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 |
13,002.5 |
235.5 |
1.8% |
123.2 |
0.9% |
33% |
False |
True |
60,789 |
10 |
13,238.0 |
12,810.0 |
428.0 |
3.3% |
141.6 |
1.1% |
63% |
False |
False |
33,572 |
20 |
13,238.0 |
12,810.0 |
428.0 |
3.3% |
152.1 |
1.2% |
63% |
False |
False |
17,900 |
40 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
134.3 |
1.0% |
38% |
False |
False |
9,203 |
60 |
13,525.0 |
12,508.0 |
1,017.0 |
7.8% |
108.2 |
0.8% |
56% |
False |
False |
6,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,813.6 |
2.618 |
13,561.5 |
1.618 |
13,407.0 |
1.000 |
13,311.5 |
0.618 |
13,252.5 |
HIGH |
13,157.0 |
0.618 |
13,098.0 |
0.500 |
13,079.8 |
0.382 |
13,061.5 |
LOW |
13,002.5 |
0.618 |
12,907.0 |
1.000 |
12,848.0 |
1.618 |
12,752.5 |
2.618 |
12,598.0 |
4.250 |
12,345.9 |
|
|
Fisher Pivots for day following 14-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,080.3 |
13,094.8 |
PP |
13,080.0 |
13,090.0 |
S1 |
13,079.8 |
13,085.3 |
|