Trading Metrics calculated at close of trading on 20-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,310.0 |
13,244.0 |
-66.0 |
-0.5% |
13,235.0 |
High |
13,336.5 |
13,253.5 |
-83.0 |
-0.6% |
13,235.0 |
Low |
13,197.5 |
13,018.0 |
-179.5 |
-1.4% |
13,000.0 |
Close |
13,218.5 |
13,051.5 |
-167.0 |
-1.3% |
13,099.0 |
Range |
139.0 |
235.5 |
96.5 |
69.4% |
235.0 |
ATR |
153.6 |
159.5 |
5.8 |
3.8% |
0.0 |
Volume |
91,718 |
70,342 |
-21,376 |
-23.3% |
344,792 |
|
Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,814.2 |
13,668.3 |
13,181.0 |
|
R3 |
13,578.7 |
13,432.8 |
13,116.3 |
|
R2 |
13,343.2 |
13,343.2 |
13,094.7 |
|
R1 |
13,197.3 |
13,197.3 |
13,073.1 |
13,152.5 |
PP |
13,107.7 |
13,107.7 |
13,107.7 |
13,085.3 |
S1 |
12,961.8 |
12,961.8 |
13,029.9 |
12,917.0 |
S2 |
12,872.2 |
12,872.2 |
13,008.3 |
|
S3 |
12,636.7 |
12,726.3 |
12,986.7 |
|
S4 |
12,401.2 |
12,490.8 |
12,922.0 |
|
|
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 |
2.6% |
162.4 |
1.2% |
15% |
False |
False |
73,355 |
10 |
13,336.5 |
12,985.5 |
351.0 |
2.7% |
138.8 |
1.1% |
19% |
False |
False |
60,873 |
20 |
13,336.5 |
12,810.0 |
526.5 |
4.0% |
149.0 |
1.1% |
46% |
False |
False |
32,033 |
40 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
141.0 |
1.1% |
34% |
False |
False |
16,467 |
60 |
13,525.0 |
12,581.0 |
944.0 |
7.2% |
115.4 |
0.9% |
50% |
False |
False |
11,024 |
80 |
13,525.0 |
11,869.5 |
1,655.5 |
12.7% |
99.9 |
0.8% |
71% |
False |
False |
8,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,254.4 |
2.618 |
13,870.0 |
1.618 |
13,634.5 |
1.000 |
13,489.0 |
0.618 |
13,399.0 |
HIGH |
13,253.5 |
0.618 |
13,163.5 |
0.500 |
13,135.8 |
0.382 |
13,108.0 |
LOW |
13,018.0 |
0.618 |
12,872.5 |
1.000 |
12,782.5 |
1.618 |
12,637.0 |
2.618 |
12,401.5 |
4.250 |
12,017.1 |
|
|
Fisher Pivots for day following 20-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,135.8 |
13,177.3 |
PP |
13,107.7 |
13,135.3 |
S1 |
13,079.6 |
13,093.4 |
|