Trading Metrics calculated at close of trading on 15-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
22,730 |
22,605 |
-125 |
-0.5% |
22,935 |
High |
22,800 |
22,760 |
-40 |
-0.2% |
23,070 |
Low |
22,550 |
22,480 |
-70 |
-0.3% |
22,480 |
Close |
22,605 |
22,730 |
125 |
0.6% |
22,730 |
Range |
250 |
280 |
30 |
12.0% |
590 |
ATR |
325 |
322 |
-3 |
-1.0% |
0 |
Volume |
10,169 |
11,492 |
1,323 |
13.0% |
49,998 |
|
Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,497 |
23,393 |
22,884 |
|
R3 |
23,217 |
23,113 |
22,807 |
|
R2 |
22,937 |
22,937 |
22,781 |
|
R1 |
22,833 |
22,833 |
22,756 |
22,885 |
PP |
22,657 |
22,657 |
22,657 |
22,683 |
S1 |
22,553 |
22,553 |
22,704 |
22,605 |
S2 |
22,377 |
22,377 |
22,679 |
|
S3 |
22,097 |
22,273 |
22,653 |
|
S4 |
21,817 |
21,993 |
22,576 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,530 |
24,220 |
23,055 |
|
R3 |
23,940 |
23,630 |
22,892 |
|
R2 |
23,350 |
23,350 |
22,838 |
|
R1 |
23,040 |
23,040 |
22,784 |
22,900 |
PP |
22,760 |
22,760 |
22,760 |
22,690 |
S1 |
22,450 |
22,450 |
22,676 |
22,310 |
S2 |
22,170 |
22,170 |
22,622 |
|
S3 |
21,580 |
21,860 |
22,568 |
|
S4 |
20,990 |
21,270 |
22,406 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,070 |
22,480 |
590 |
2.6% |
243 |
1.1% |
42% |
False |
True |
9,999 |
10 |
23,070 |
22,075 |
995 |
4.4% |
314 |
1.4% |
66% |
False |
False |
14,260 |
20 |
23,070 |
22,075 |
995 |
4.4% |
329 |
1.4% |
66% |
False |
False |
7,294 |
40 |
23,440 |
21,355 |
2,085 |
9.2% |
339 |
1.5% |
66% |
False |
False |
3,672 |
60 |
23,440 |
20,180 |
3,260 |
14.3% |
267 |
1.2% |
78% |
False |
False |
2,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,950 |
2.618 |
23,493 |
1.618 |
23,213 |
1.000 |
23,040 |
0.618 |
22,933 |
HIGH |
22,760 |
0.618 |
22,653 |
0.500 |
22,620 |
0.382 |
22,587 |
LOW |
22,480 |
0.618 |
22,307 |
1.000 |
22,200 |
1.618 |
22,027 |
2.618 |
21,747 |
4.250 |
21,290 |
|
|
Fisher Pivots for day following 15-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
22,693 |
22,723 |
PP |
22,657 |
22,717 |
S1 |
22,620 |
22,710 |
|