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 |
263.76 |
264.76 |
1.00 |
0.4% |
260.41 |
High |
266.05 |
265.31 |
-0.74 |
-0.3% |
266.05 |
Low |
263.67 |
260.76 |
-2.91 |
-1.1% |
260.00 |
Close |
265.01 |
264.46 |
-0.55 |
-0.2% |
264.46 |
Range |
2.38 |
4.55 |
2.17 |
91.2% |
6.05 |
ATR |
1.51 |
1.72 |
0.22 |
14.4% |
0.00 |
Volume |
127,894,304 |
164,390,896 |
36,496,592 |
28.5% |
521,043,892 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
277.16 |
275.36 |
266.96 |
|
R3 |
272.61 |
270.81 |
265.71 |
|
R2 |
268.06 |
268.06 |
265.29 |
|
R1 |
266.26 |
266.26 |
264.88 |
264.89 |
PP |
263.51 |
263.51 |
263.51 |
262.82 |
S1 |
261.71 |
261.71 |
264.04 |
260.34 |
S2 |
258.96 |
258.96 |
263.63 |
|
S3 |
254.41 |
257.16 |
263.21 |
|
S4 |
249.86 |
252.61 |
261.96 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
281.65 |
279.11 |
267.79 |
|
R3 |
275.60 |
273.06 |
266.12 |
|
R2 |
269.55 |
269.55 |
265.57 |
|
R1 |
267.01 |
267.01 |
265.01 |
268.28 |
PP |
263.50 |
263.50 |
263.50 |
264.14 |
S1 |
260.96 |
260.96 |
263.91 |
262.23 |
S2 |
257.45 |
257.45 |
263.35 |
|
S3 |
251.40 |
254.91 |
262.80 |
|
S4 |
245.35 |
248.86 |
261.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
266.05 |
260.00 |
6.05 |
2.3% |
2.27 |
0.9% |
74% |
False |
False |
104,208,778 |
10 |
266.05 |
257.77 |
8.28 |
3.1% |
1.57 |
0.6% |
81% |
False |
False |
78,694,279 |
20 |
266.05 |
255.63 |
10.42 |
3.9% |
1.44 |
0.5% |
85% |
False |
False |
70,967,945 |
40 |
266.05 |
253.65 |
12.40 |
4.7% |
1.26 |
0.5% |
87% |
False |
False |
65,133,127 |
60 |
266.05 |
246.30 |
19.75 |
7.5% |
1.16 |
0.4% |
92% |
False |
False |
64,461,360 |
80 |
266.05 |
241.83 |
24.22 |
9.2% |
1.26 |
0.5% |
93% |
False |
False |
66,679,760 |
100 |
266.05 |
241.83 |
24.22 |
9.2% |
1.21 |
0.5% |
93% |
False |
False |
63,927,324 |
120 |
266.05 |
239.96 |
26.09 |
9.9% |
1.25 |
0.5% |
94% |
False |
False |
63,987,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
284.65 |
2.618 |
277.22 |
1.618 |
272.67 |
1.000 |
269.86 |
0.618 |
268.12 |
HIGH |
265.31 |
0.618 |
263.57 |
0.500 |
263.04 |
0.382 |
262.50 |
LOW |
260.76 |
0.618 |
257.95 |
1.000 |
256.21 |
1.618 |
253.40 |
2.618 |
248.85 |
4.250 |
241.42 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
263.99 |
264.11 |
PP |
263.51 |
263.76 |
S1 |
263.04 |
263.41 |
|