Trading Metrics calculated at close of trading on 27-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
22,905 |
22,920 |
15 |
0.1% |
22,735 |
High |
22,965 |
22,990 |
25 |
0.1% |
23,045 |
Low |
22,880 |
22,895 |
15 |
0.1% |
22,725 |
Close |
22,910 |
22,945 |
35 |
0.2% |
22,875 |
Range |
85 |
95 |
10 |
11.8% |
320 |
ATR |
268 |
256 |
-12 |
-4.6% |
0 |
Volume |
2,374 |
5,383 |
3,009 |
126.7% |
41,102 |
|
Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,228 |
23,182 |
22,997 |
|
R3 |
23,133 |
23,087 |
22,971 |
|
R2 |
23,038 |
23,038 |
22,963 |
|
R1 |
22,992 |
22,992 |
22,954 |
23,015 |
PP |
22,943 |
22,943 |
22,943 |
22,955 |
S1 |
22,897 |
22,897 |
22,936 |
22,920 |
S2 |
22,848 |
22,848 |
22,928 |
|
S3 |
22,753 |
22,802 |
22,919 |
|
S4 |
22,658 |
22,707 |
22,893 |
|
|
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 |
22,990 |
22,725 |
265 |
1.2% |
128 |
0.6% |
83% |
True |
False |
5,712 |
10 |
23,045 |
22,480 |
565 |
2.5% |
195 |
0.8% |
82% |
False |
False |
8,147 |
20 |
23,070 |
22,075 |
995 |
4.3% |
280 |
1.2% |
87% |
False |
False |
9,696 |
40 |
23,440 |
21,870 |
1,570 |
6.8% |
325 |
1.4% |
68% |
False |
False |
4,892 |
60 |
23,440 |
20,495 |
2,945 |
12.8% |
274 |
1.2% |
83% |
False |
False |
3,263 |
80 |
23,440 |
19,190 |
4,250 |
18.5% |
227 |
1.0% |
88% |
False |
False |
2,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,394 |
2.618 |
23,239 |
1.618 |
23,144 |
1.000 |
23,085 |
0.618 |
23,049 |
HIGH |
22,990 |
0.618 |
22,954 |
0.500 |
22,943 |
0.382 |
22,931 |
LOW |
22,895 |
0.618 |
22,836 |
1.000 |
22,800 |
1.618 |
22,741 |
2.618 |
22,646 |
4.250 |
22,491 |
|
|
Fisher Pivots for day following 27-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
22,944 |
22,930 |
PP |
22,943 |
22,915 |
S1 |
22,943 |
22,900 |
|