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 |
23,010 |
22,810 |
-200 |
-0.9% |
22,935 |
High |
23,045 |
22,940 |
-105 |
-0.5% |
23,070 |
Low |
22,805 |
22,810 |
5 |
0.0% |
22,480 |
Close |
22,810 |
22,855 |
45 |
0.2% |
22,730 |
Range |
240 |
130 |
-110 |
-45.8% |
590 |
ATR |
314 |
301 |
-13 |
-4.2% |
0 |
Volume |
9,412 |
8,841 |
-571 |
-6.1% |
49,998 |
|
Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,258 |
23,187 |
22,927 |
|
R3 |
23,128 |
23,057 |
22,891 |
|
R2 |
22,998 |
22,998 |
22,879 |
|
R1 |
22,927 |
22,927 |
22,867 |
22,963 |
PP |
22,868 |
22,868 |
22,868 |
22,886 |
S1 |
22,797 |
22,797 |
22,843 |
22,833 |
S2 |
22,738 |
22,738 |
22,831 |
|
S3 |
22,608 |
22,667 |
22,819 |
|
S4 |
22,478 |
22,537 |
22,784 |
|
|
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 |
23,045 |
22,480 |
565 |
2.5% |
239 |
1.0% |
66% |
False |
False |
10,160 |
10 |
23,070 |
22,255 |
815 |
3.6% |
265 |
1.2% |
74% |
False |
False |
10,821 |
20 |
23,070 |
22,075 |
995 |
4.4% |
311 |
1.4% |
78% |
False |
False |
8,738 |
40 |
23,440 |
21,640 |
1,800 |
7.9% |
337 |
1.5% |
68% |
False |
False |
4,400 |
60 |
23,440 |
20,270 |
3,170 |
13.9% |
273 |
1.2% |
82% |
False |
False |
2,935 |
80 |
23,440 |
19,190 |
4,250 |
18.6% |
221 |
1.0% |
86% |
False |
False |
2,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,493 |
2.618 |
23,280 |
1.618 |
23,150 |
1.000 |
23,070 |
0.618 |
23,020 |
HIGH |
22,940 |
0.618 |
22,890 |
0.500 |
22,875 |
0.382 |
22,860 |
LOW |
22,810 |
0.618 |
22,730 |
1.000 |
22,680 |
1.618 |
22,600 |
2.618 |
22,470 |
4.250 |
22,258 |
|
|
Fisher Pivots for day following 20-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
22,875 |
22,885 |
PP |
22,868 |
22,875 |
S1 |
22,862 |
22,865 |
|