Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
22,665 |
22,935 |
270 |
1.2% |
22,855 |
High |
22,915 |
23,070 |
155 |
0.7% |
22,945 |
Low |
22,570 |
22,805 |
235 |
1.0% |
22,075 |
Close |
22,900 |
22,960 |
60 |
0.3% |
22,900 |
Range |
345 |
265 |
-80 |
-23.2% |
870 |
ATR |
356 |
350 |
-7 |
-1.8% |
0 |
Volume |
12,752 |
7,989 |
-4,763 |
-37.4% |
92,605 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,740 |
23,615 |
23,106 |
|
R3 |
23,475 |
23,350 |
23,033 |
|
R2 |
23,210 |
23,210 |
23,009 |
|
R1 |
23,085 |
23,085 |
22,984 |
23,148 |
PP |
22,945 |
22,945 |
22,945 |
22,976 |
S1 |
22,820 |
22,820 |
22,936 |
22,883 |
S2 |
22,680 |
22,680 |
22,912 |
|
S3 |
22,415 |
22,555 |
22,887 |
|
S4 |
22,150 |
22,290 |
22,814 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,250 |
24,945 |
23,379 |
|
R3 |
24,380 |
24,075 |
23,139 |
|
R2 |
23,510 |
23,510 |
23,060 |
|
R1 |
23,205 |
23,205 |
22,980 |
23,358 |
PP |
22,640 |
22,640 |
22,640 |
22,716 |
S1 |
22,335 |
22,335 |
22,820 |
22,488 |
S2 |
21,770 |
21,770 |
22,741 |
|
S3 |
20,900 |
21,465 |
22,661 |
|
S4 |
20,030 |
20,595 |
22,422 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,070 |
22,075 |
995 |
4.3% |
348 |
1.5% |
89% |
True |
False |
14,492 |
10 |
23,070 |
22,075 |
995 |
4.3% |
373 |
1.6% |
89% |
True |
False |
10,333 |
20 |
23,070 |
21,870 |
1,200 |
5.2% |
372 |
1.6% |
91% |
True |
False |
5,209 |
40 |
23,440 |
21,250 |
2,190 |
9.5% |
330 |
1.4% |
78% |
False |
False |
2,622 |
60 |
23,440 |
19,995 |
3,445 |
15.0% |
258 |
1.1% |
86% |
False |
False |
1,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,196 |
2.618 |
23,764 |
1.618 |
23,499 |
1.000 |
23,335 |
0.618 |
23,234 |
HIGH |
23,070 |
0.618 |
22,969 |
0.500 |
22,938 |
0.382 |
22,906 |
LOW |
22,805 |
0.618 |
22,641 |
1.000 |
22,540 |
1.618 |
22,376 |
2.618 |
22,111 |
4.250 |
21,679 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
22,953 |
22,861 |
PP |
22,945 |
22,762 |
S1 |
22,938 |
22,663 |
|