Trading Metrics calculated at close of trading on 26-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
22,830 |
22,905 |
75 |
0.3% |
22,735 |
High |
22,915 |
22,965 |
50 |
0.2% |
23,045 |
Low |
22,810 |
22,880 |
70 |
0.3% |
22,725 |
Close |
22,875 |
22,910 |
35 |
0.2% |
22,875 |
Range |
105 |
85 |
-20 |
-19.0% |
320 |
ATR |
282 |
268 |
-14 |
-4.9% |
0 |
Volume |
4,441 |
2,374 |
-2,067 |
-46.5% |
41,102 |
|
Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,173 |
23,127 |
22,957 |
|
R3 |
23,088 |
23,042 |
22,934 |
|
R2 |
23,003 |
23,003 |
22,926 |
|
R1 |
22,957 |
22,957 |
22,918 |
22,980 |
PP |
22,918 |
22,918 |
22,918 |
22,930 |
S1 |
22,872 |
22,872 |
22,902 |
22,895 |
S2 |
22,833 |
22,833 |
22,895 |
|
S3 |
22,748 |
22,787 |
22,887 |
|
S4 |
22,663 |
22,702 |
22,863 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,842 |
23,678 |
23,051 |
|
R3 |
23,522 |
23,358 |
22,963 |
|
R2 |
23,202 |
23,202 |
22,934 |
|
R1 |
23,038 |
23,038 |
22,904 |
23,120 |
PP |
22,882 |
22,882 |
22,882 |
22,923 |
S1 |
22,718 |
22,718 |
22,846 |
22,800 |
S2 |
22,562 |
22,562 |
22,816 |
|
S3 |
22,242 |
22,398 |
22,787 |
|
S4 |
21,922 |
22,078 |
22,699 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,045 |
22,725 |
320 |
1.4% |
157 |
0.7% |
58% |
False |
False |
6,518 |
10 |
23,045 |
22,480 |
565 |
2.5% |
203 |
0.9% |
76% |
False |
False |
8,548 |
20 |
23,070 |
22,075 |
995 |
4.3% |
288 |
1.3% |
84% |
False |
False |
9,440 |
40 |
23,440 |
21,870 |
1,570 |
6.9% |
328 |
1.4% |
66% |
False |
False |
4,758 |
60 |
23,440 |
20,440 |
3,000 |
13.1% |
274 |
1.2% |
82% |
False |
False |
3,174 |
80 |
23,440 |
19,190 |
4,250 |
18.6% |
226 |
1.0% |
88% |
False |
False |
2,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,326 |
2.618 |
23,188 |
1.618 |
23,103 |
1.000 |
23,050 |
0.618 |
23,018 |
HIGH |
22,965 |
0.618 |
22,933 |
0.500 |
22,923 |
0.382 |
22,913 |
LOW |
22,880 |
0.618 |
22,828 |
1.000 |
22,795 |
1.618 |
22,743 |
2.618 |
22,658 |
4.250 |
22,519 |
|
|
Fisher Pivots for day following 26-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
22,923 |
22,888 |
PP |
22,918 |
22,867 |
S1 |
22,914 |
22,845 |
|