Trading Metrics calculated at close of trading on 22-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,046.5 |
13,060.5 |
14.0 |
0.1% |
13,198.5 |
High |
13,136.5 |
13,105.0 |
-31.5 |
-0.2% |
13,336.5 |
Low |
13,008.0 |
13,045.5 |
37.5 |
0.3% |
13,008.0 |
Close |
13,098.5 |
13,071.5 |
-27.0 |
-0.2% |
13,071.5 |
Range |
128.5 |
59.5 |
-69.0 |
-53.7% |
328.5 |
ATR |
157.3 |
150.3 |
-7.0 |
-4.4% |
0.0 |
Volume |
36,046 |
52,209 |
16,163 |
44.8% |
306,804 |
|
Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,252.5 |
13,221.5 |
13,104.2 |
|
R3 |
13,193.0 |
13,162.0 |
13,087.9 |
|
R2 |
13,133.5 |
13,133.5 |
13,082.4 |
|
R1 |
13,102.5 |
13,102.5 |
13,077.0 |
13,118.0 |
PP |
13,074.0 |
13,074.0 |
13,074.0 |
13,081.8 |
S1 |
13,043.0 |
13,043.0 |
13,066.0 |
13,058.5 |
S2 |
13,014.5 |
13,014.5 |
13,060.6 |
|
S3 |
12,955.0 |
12,983.5 |
13,055.1 |
|
S4 |
12,895.5 |
12,924.0 |
13,038.8 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,124.2 |
13,926.3 |
13,252.2 |
|
R3 |
13,795.7 |
13,597.8 |
13,161.8 |
|
R2 |
13,467.2 |
13,467.2 |
13,131.7 |
|
R1 |
13,269.3 |
13,269.3 |
13,101.6 |
13,204.0 |
PP |
13,138.7 |
13,138.7 |
13,138.7 |
13,106.0 |
S1 |
12,940.8 |
12,940.8 |
13,041.4 |
12,875.5 |
S2 |
12,810.2 |
12,810.2 |
13,011.3 |
|
S3 |
12,481.7 |
12,612.3 |
12,981.2 |
|
S4 |
12,153.2 |
12,283.8 |
12,890.8 |
|
|
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 |
13,008.0 |
328.5 |
2.5% |
142.1 |
1.1% |
19% |
False |
False |
61,360 |
10 |
13,336.5 |
13,000.0 |
336.5 |
2.6% |
135.7 |
1.0% |
21% |
False |
False |
65,159 |
20 |
13,336.5 |
12,810.0 |
526.5 |
4.0% |
143.3 |
1.1% |
50% |
False |
False |
36,364 |
40 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
136.8 |
1.0% |
37% |
False |
False |
18,645 |
60 |
13,525.0 |
12,676.0 |
849.0 |
6.5% |
117.0 |
0.9% |
47% |
False |
False |
12,494 |
80 |
13,525.0 |
12,045.0 |
1,480.0 |
11.3% |
100.4 |
0.8% |
69% |
False |
False |
9,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,357.9 |
2.618 |
13,260.8 |
1.618 |
13,201.3 |
1.000 |
13,164.5 |
0.618 |
13,141.8 |
HIGH |
13,105.0 |
0.618 |
13,082.3 |
0.500 |
13,075.3 |
0.382 |
13,068.2 |
LOW |
13,045.5 |
0.618 |
13,008.7 |
1.000 |
12,986.0 |
1.618 |
12,949.2 |
2.618 |
12,889.7 |
4.250 |
12,792.6 |
|
|
Fisher Pivots for day following 22-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,075.3 |
13,130.8 |
PP |
13,074.0 |
13,111.0 |
S1 |
13,072.8 |
13,091.3 |
|