Trading Metrics calculated at close of trading on 19-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,198.5 |
13,310.0 |
111.5 |
0.8% |
13,235.0 |
High |
13,331.5 |
13,336.5 |
5.0 |
0.0% |
13,235.0 |
Low |
13,183.5 |
13,197.5 |
14.0 |
0.1% |
13,000.0 |
Close |
13,315.0 |
13,218.5 |
-96.5 |
-0.7% |
13,099.0 |
Range |
148.0 |
139.0 |
-9.0 |
-6.1% |
235.0 |
ATR |
154.7 |
153.6 |
-1.1 |
-0.7% |
0.0 |
Volume |
56,489 |
91,718 |
35,229 |
62.4% |
344,792 |
|
Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,667.8 |
13,582.2 |
13,295.0 |
|
R3 |
13,528.8 |
13,443.2 |
13,256.7 |
|
R2 |
13,389.8 |
13,389.8 |
13,244.0 |
|
R1 |
13,304.2 |
13,304.2 |
13,231.2 |
13,277.5 |
PP |
13,250.8 |
13,250.8 |
13,250.8 |
13,237.5 |
S1 |
13,165.2 |
13,165.2 |
13,205.8 |
13,138.5 |
S2 |
13,111.8 |
13,111.8 |
13,193.0 |
|
S3 |
12,972.8 |
13,026.2 |
13,180.3 |
|
S4 |
12,833.8 |
12,887.2 |
13,142.1 |
|
|
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 |
13,336.5 |
13,000.0 |
336.5 |
2.5% |
140.0 |
1.1% |
65% |
True |
False |
71,436 |
10 |
13,336.5 |
12,867.0 |
469.5 |
3.6% |
131.6 |
1.0% |
75% |
True |
False |
54,438 |
20 |
13,336.5 |
12,810.0 |
526.5 |
4.0% |
148.0 |
1.1% |
78% |
True |
False |
28,637 |
40 |
13,525.0 |
12,810.0 |
715.0 |
5.4% |
136.6 |
1.0% |
57% |
False |
False |
14,714 |
60 |
13,525.0 |
12,555.0 |
970.0 |
7.3% |
112.4 |
0.9% |
68% |
False |
False |
9,853 |
80 |
13,525.0 |
11,869.5 |
1,655.5 |
12.5% |
97.4 |
0.7% |
81% |
False |
False |
7,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,927.3 |
2.618 |
13,700.4 |
1.618 |
13,561.4 |
1.000 |
13,475.5 |
0.618 |
13,422.4 |
HIGH |
13,336.5 |
0.618 |
13,283.4 |
0.500 |
13,267.0 |
0.382 |
13,250.6 |
LOW |
13,197.5 |
0.618 |
13,111.6 |
1.000 |
13,058.5 |
1.618 |
12,972.6 |
2.618 |
12,833.6 |
4.250 |
12,606.8 |
|
|
Fisher Pivots for day following 19-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,267.0 |
13,201.8 |
PP |
13,250.8 |
13,185.0 |
S1 |
13,234.7 |
13,168.3 |
|