Trading Metrics calculated at close of trading on 28-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,050.0 |
13,046.5 |
-3.5 |
0.0% |
13,198.5 |
High |
13,129.0 |
13,067.0 |
-62.0 |
-0.5% |
13,336.5 |
Low |
13,012.5 |
12,958.0 |
-54.5 |
-0.4% |
13,008.0 |
Close |
13,076.5 |
12,965.0 |
-111.5 |
-0.9% |
13,071.5 |
Range |
116.5 |
109.0 |
-7.5 |
-6.4% |
328.5 |
ATR |
147.9 |
145.8 |
-2.1 |
-1.4% |
0.0 |
Volume |
44,942 |
52,172 |
7,230 |
16.1% |
306,804 |
|
Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,323.7 |
13,253.3 |
13,025.0 |
|
R3 |
13,214.7 |
13,144.3 |
12,995.0 |
|
R2 |
13,105.7 |
13,105.7 |
12,985.0 |
|
R1 |
13,035.3 |
13,035.3 |
12,975.0 |
13,016.0 |
PP |
12,996.7 |
12,996.7 |
12,996.7 |
12,987.0 |
S1 |
12,926.3 |
12,926.3 |
12,955.0 |
12,907.0 |
S2 |
12,887.7 |
12,887.7 |
12,945.0 |
|
S3 |
12,778.7 |
12,817.3 |
12,935.0 |
|
S4 |
12,669.7 |
12,708.3 |
12,905.1 |
|
|
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 |
13,253.5 |
12,958.0 |
295.5 |
2.3% |
129.8 |
1.0% |
2% |
False |
True |
51,142 |
10 |
13,336.5 |
12,958.0 |
378.5 |
2.9% |
134.9 |
1.0% |
2% |
False |
True |
61,289 |
20 |
13,336.5 |
12,810.0 |
526.5 |
4.1% |
140.3 |
1.1% |
29% |
False |
False |
40,840 |
40 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
139.9 |
1.1% |
22% |
False |
False |
21,062 |
60 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
118.6 |
0.9% |
22% |
False |
False |
14,109 |
80 |
13,525.0 |
12,055.0 |
1,470.0 |
11.3% |
102.7 |
0.8% |
62% |
False |
False |
10,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,530.3 |
2.618 |
13,352.4 |
1.618 |
13,243.4 |
1.000 |
13,176.0 |
0.618 |
13,134.4 |
HIGH |
13,067.0 |
0.618 |
13,025.4 |
0.500 |
13,012.5 |
0.382 |
12,999.6 |
LOW |
12,958.0 |
0.618 |
12,890.6 |
1.000 |
12,849.0 |
1.618 |
12,781.6 |
2.618 |
12,672.6 |
4.250 |
12,494.8 |
|
|
Fisher Pivots for day following 28-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,012.5 |
13,043.5 |
PP |
12,996.7 |
13,017.3 |
S1 |
12,980.8 |
12,991.2 |
|