Trading Metrics calculated at close of trading on 21-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
22,810 |
22,835 |
25 |
0.1% |
22,935 |
High |
22,940 |
22,950 |
10 |
0.0% |
23,070 |
Low |
22,810 |
22,725 |
-85 |
-0.4% |
22,480 |
Close |
22,855 |
22,835 |
-20 |
-0.1% |
22,730 |
Range |
130 |
225 |
95 |
73.1% |
590 |
ATR |
301 |
296 |
-5 |
-1.8% |
0 |
Volume |
8,841 |
7,522 |
-1,319 |
-14.9% |
49,998 |
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,512 |
23,398 |
22,959 |
|
R3 |
23,287 |
23,173 |
22,897 |
|
R2 |
23,062 |
23,062 |
22,876 |
|
R1 |
22,948 |
22,948 |
22,856 |
22,948 |
PP |
22,837 |
22,837 |
22,837 |
22,836 |
S1 |
22,723 |
22,723 |
22,815 |
22,723 |
S2 |
22,612 |
22,612 |
22,794 |
|
S3 |
22,387 |
22,498 |
22,773 |
|
S4 |
22,162 |
22,273 |
22,711 |
|
|
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% |
234 |
1.0% |
63% |
False |
False |
9,630 |
10 |
23,070 |
22,480 |
590 |
2.6% |
245 |
1.1% |
60% |
False |
False |
9,941 |
20 |
23,070 |
22,075 |
995 |
4.4% |
308 |
1.3% |
76% |
False |
False |
9,111 |
40 |
23,440 |
21,735 |
1,705 |
7.5% |
335 |
1.5% |
65% |
False |
False |
4,588 |
60 |
23,440 |
20,330 |
3,110 |
13.6% |
274 |
1.2% |
81% |
False |
False |
3,060 |
80 |
23,440 |
19,190 |
4,250 |
18.6% |
224 |
1.0% |
86% |
False |
False |
2,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,906 |
2.618 |
23,539 |
1.618 |
23,314 |
1.000 |
23,175 |
0.618 |
23,089 |
HIGH |
22,950 |
0.618 |
22,864 |
0.500 |
22,838 |
0.382 |
22,811 |
LOW |
22,725 |
0.618 |
22,586 |
1.000 |
22,500 |
1.618 |
22,361 |
2.618 |
22,136 |
4.250 |
21,769 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
22,838 |
22,885 |
PP |
22,837 |
22,868 |
S1 |
22,836 |
22,852 |
|