Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
23,918 |
24,224 |
306 |
1.3% |
23,515 |
High |
24,331 |
24,330 |
-1 |
0.0% |
24,331 |
Low |
23,897 |
23,929 |
32 |
0.1% |
23,474 |
Close |
24,279 |
24,245 |
-34 |
-0.1% |
24,245 |
Range |
434 |
401 |
-33 |
-7.6% |
857 |
ATR |
172 |
189 |
16 |
9.5% |
0 |
Volume |
2,860 |
5,384 |
2,524 |
88.3% |
10,929 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,371 |
25,209 |
24,466 |
|
R3 |
24,970 |
24,808 |
24,355 |
|
R2 |
24,569 |
24,569 |
24,319 |
|
R1 |
24,407 |
24,407 |
24,282 |
24,488 |
PP |
24,168 |
24,168 |
24,168 |
24,209 |
S1 |
24,006 |
24,006 |
24,208 |
24,087 |
S2 |
23,767 |
23,767 |
24,172 |
|
S3 |
23,366 |
23,605 |
24,135 |
|
S4 |
22,965 |
23,204 |
24,025 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,588 |
26,273 |
24,716 |
|
R3 |
25,731 |
25,416 |
24,481 |
|
R2 |
24,874 |
24,874 |
24,402 |
|
R1 |
24,559 |
24,559 |
24,324 |
24,717 |
PP |
24,017 |
24,017 |
24,017 |
24,095 |
S1 |
23,702 |
23,702 |
24,167 |
23,860 |
S2 |
23,160 |
23,160 |
24,088 |
|
S3 |
22,303 |
22,845 |
24,009 |
|
S4 |
21,446 |
21,988 |
23,774 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,331 |
23,474 |
857 |
3.5% |
285 |
1.2% |
90% |
False |
False |
2,185 |
10 |
24,331 |
23,236 |
1,095 |
4.5% |
219 |
0.9% |
92% |
False |
False |
1,211 |
20 |
24,331 |
23,201 |
1,130 |
4.7% |
181 |
0.7% |
92% |
False |
False |
721 |
40 |
24,331 |
22,669 |
1,662 |
6.9% |
145 |
0.6% |
95% |
False |
False |
421 |
60 |
24,331 |
21,654 |
2,677 |
11.0% |
128 |
0.5% |
97% |
False |
False |
321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,034 |
2.618 |
25,380 |
1.618 |
24,979 |
1.000 |
24,731 |
0.618 |
24,578 |
HIGH |
24,330 |
0.618 |
24,177 |
0.500 |
24,130 |
0.382 |
24,082 |
LOW |
23,929 |
0.618 |
23,681 |
1.000 |
23,528 |
1.618 |
23,280 |
2.618 |
22,879 |
4.250 |
22,225 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,207 |
24,184 |
PP |
24,168 |
24,122 |
S1 |
24,130 |
24,061 |
|