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 |
24,779 |
24,792 |
13 |
0.1% |
24,703 |
High |
24,798 |
24,821 |
23 |
0.1% |
24,896 |
Low |
24,707 |
24,762 |
55 |
0.2% |
24,693 |
Close |
24,792 |
24,788 |
-4 |
0.0% |
24,766 |
Range |
91 |
59 |
-32 |
-35.2% |
203 |
ATR |
169 |
161 |
-8 |
-4.7% |
0 |
Volume |
43,677 |
65,184 |
21,507 |
49.2% |
506,254 |
|
Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,967 |
24,937 |
24,821 |
|
R3 |
24,908 |
24,878 |
24,804 |
|
R2 |
24,849 |
24,849 |
24,799 |
|
R1 |
24,819 |
24,819 |
24,794 |
24,805 |
PP |
24,790 |
24,790 |
24,790 |
24,783 |
S1 |
24,760 |
24,760 |
24,783 |
24,746 |
S2 |
24,731 |
24,731 |
24,777 |
|
S3 |
24,672 |
24,701 |
24,772 |
|
S4 |
24,613 |
24,642 |
24,756 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,394 |
25,283 |
24,878 |
|
R3 |
25,191 |
25,080 |
24,822 |
|
R2 |
24,988 |
24,988 |
24,803 |
|
R1 |
24,877 |
24,877 |
24,785 |
24,933 |
PP |
24,785 |
24,785 |
24,785 |
24,813 |
S1 |
24,674 |
24,674 |
24,748 |
24,730 |
S2 |
24,582 |
24,582 |
24,729 |
|
S3 |
24,379 |
24,471 |
24,710 |
|
S4 |
24,176 |
24,268 |
24,654 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,880 |
24,706 |
174 |
0.7% |
117 |
0.5% |
47% |
False |
False |
77,285 |
10 |
24,896 |
24,485 |
411 |
1.7% |
150 |
0.6% |
74% |
False |
False |
101,374 |
20 |
24,896 |
23,791 |
1,105 |
4.5% |
186 |
0.7% |
90% |
False |
False |
71,646 |
40 |
24,896 |
23,201 |
1,695 |
6.8% |
169 |
0.7% |
94% |
False |
False |
35,944 |
60 |
24,896 |
22,505 |
2,391 |
9.6% |
147 |
0.6% |
95% |
False |
False |
24,011 |
80 |
24,896 |
21,654 |
3,242 |
13.1% |
134 |
0.5% |
97% |
False |
False |
18,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,072 |
2.618 |
24,976 |
1.618 |
24,917 |
1.000 |
24,880 |
0.618 |
24,858 |
HIGH |
24,821 |
0.618 |
24,799 |
0.500 |
24,792 |
0.382 |
24,785 |
LOW |
24,762 |
0.618 |
24,726 |
1.000 |
24,703 |
1.618 |
24,667 |
2.618 |
24,608 |
4.250 |
24,511 |
|
|
Fisher Pivots for day following 27-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,792 |
24,784 |
PP |
24,790 |
24,779 |
S1 |
24,789 |
24,775 |
|