Trading Metrics calculated at close of trading on 15-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,066.0 |
13,036.5 |
-29.5 |
-0.2% |
13,235.0 |
High |
13,157.0 |
13,135.0 |
-22.0 |
-0.2% |
13,235.0 |
Low |
13,002.5 |
13,000.0 |
-2.5 |
0.0% |
13,000.0 |
Close |
13,080.5 |
13,099.0 |
18.5 |
0.1% |
13,099.0 |
Range |
154.5 |
135.0 |
-19.5 |
-12.6% |
235.0 |
ATR |
149.8 |
148.8 |
-1.1 |
-0.7% |
0.0 |
Volume |
75,429 |
72,800 |
-2,629 |
-3.5% |
344,792 |
|
Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,483.0 |
13,426.0 |
13,173.3 |
|
R3 |
13,348.0 |
13,291.0 |
13,136.1 |
|
R2 |
13,213.0 |
13,213.0 |
13,123.8 |
|
R1 |
13,156.0 |
13,156.0 |
13,111.4 |
13,184.5 |
PP |
13,078.0 |
13,078.0 |
13,078.0 |
13,092.3 |
S1 |
13,021.0 |
13,021.0 |
13,086.6 |
13,049.5 |
S2 |
12,943.0 |
12,943.0 |
13,074.3 |
|
S3 |
12,808.0 |
12,886.0 |
13,061.9 |
|
S4 |
12,673.0 |
12,751.0 |
13,024.8 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,816.3 |
13,692.7 |
13,228.3 |
|
R3 |
13,581.3 |
13,457.7 |
13,163.6 |
|
R2 |
13,346.3 |
13,346.3 |
13,142.1 |
|
R1 |
13,222.7 |
13,222.7 |
13,120.5 |
13,167.0 |
PP |
13,111.3 |
13,111.3 |
13,111.3 |
13,083.5 |
S1 |
12,987.7 |
12,987.7 |
13,077.5 |
12,932.0 |
S2 |
12,876.3 |
12,876.3 |
13,055.9 |
|
S3 |
12,641.3 |
12,752.7 |
13,034.4 |
|
S4 |
12,406.3 |
12,517.7 |
12,969.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,235.0 |
13,000.0 |
235.0 |
1.8% |
129.2 |
1.0% |
42% |
False |
True |
68,958 |
10 |
13,238.0 |
12,867.0 |
371.0 |
2.8% |
130.0 |
1.0% |
63% |
False |
False |
40,718 |
20 |
13,238.0 |
12,810.0 |
428.0 |
3.3% |
153.4 |
1.2% |
68% |
False |
False |
21,487 |
40 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
134.3 |
1.0% |
40% |
False |
False |
11,018 |
60 |
13,525.0 |
12,555.0 |
970.0 |
7.4% |
109.0 |
0.8% |
56% |
False |
False |
7,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,708.8 |
2.618 |
13,488.4 |
1.618 |
13,353.4 |
1.000 |
13,270.0 |
0.618 |
13,218.4 |
HIGH |
13,135.0 |
0.618 |
13,083.4 |
0.500 |
13,067.5 |
0.382 |
13,051.6 |
LOW |
13,000.0 |
0.618 |
12,916.6 |
1.000 |
12,865.0 |
1.618 |
12,781.6 |
2.618 |
12,646.6 |
4.250 |
12,426.3 |
|
|
Fisher Pivots for day following 15-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,088.5 |
13,097.2 |
PP |
13,078.0 |
13,095.3 |
S1 |
13,067.5 |
13,093.5 |
|