Trading Metrics calculated at close of trading on 28-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
22,920 |
22,955 |
35 |
0.2% |
22,735 |
High |
22,990 |
22,985 |
-5 |
0.0% |
23,045 |
Low |
22,895 |
22,760 |
-135 |
-0.6% |
22,725 |
Close |
22,945 |
22,825 |
-120 |
-0.5% |
22,875 |
Range |
95 |
225 |
130 |
136.8% |
320 |
ATR |
256 |
254 |
-2 |
-0.9% |
0 |
Volume |
5,383 |
6,329 |
946 |
17.6% |
41,102 |
|
Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,532 |
23,403 |
22,949 |
|
R3 |
23,307 |
23,178 |
22,887 |
|
R2 |
23,082 |
23,082 |
22,866 |
|
R1 |
22,953 |
22,953 |
22,846 |
22,905 |
PP |
22,857 |
22,857 |
22,857 |
22,833 |
S1 |
22,728 |
22,728 |
22,805 |
22,680 |
S2 |
22,632 |
22,632 |
22,784 |
|
S3 |
22,407 |
22,503 |
22,763 |
|
S4 |
22,182 |
22,278 |
22,701 |
|
|
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% |
147 |
0.6% |
38% |
False |
False |
5,209 |
10 |
23,045 |
22,480 |
565 |
2.5% |
193 |
0.8% |
61% |
False |
False |
7,684 |
20 |
23,070 |
22,075 |
995 |
4.4% |
278 |
1.2% |
75% |
False |
False |
10,004 |
40 |
23,440 |
21,870 |
1,570 |
6.9% |
322 |
1.4% |
61% |
False |
False |
5,050 |
60 |
23,440 |
20,645 |
2,795 |
12.2% |
275 |
1.2% |
78% |
False |
False |
3,369 |
80 |
23,440 |
19,190 |
4,250 |
18.6% |
230 |
1.0% |
86% |
False |
False |
2,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,941 |
2.618 |
23,574 |
1.618 |
23,349 |
1.000 |
23,210 |
0.618 |
23,124 |
HIGH |
22,985 |
0.618 |
22,899 |
0.500 |
22,873 |
0.382 |
22,846 |
LOW |
22,760 |
0.618 |
22,621 |
1.000 |
22,535 |
1.618 |
22,396 |
2.618 |
22,171 |
4.250 |
21,804 |
|
|
Fisher Pivots for day following 28-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
22,873 |
22,875 |
PP |
22,857 |
22,858 |
S1 |
22,841 |
22,842 |
|