Trading Metrics calculated at close of trading on 05-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
266.31 |
264.43 |
-1.88 |
-0.7% |
260.41 |
High |
266.80 |
265.15 |
-1.65 |
-0.6% |
266.05 |
Low |
264.08 |
263.04 |
-1.04 |
-0.4% |
260.00 |
Close |
264.14 |
263.19 |
-0.95 |
-0.4% |
264.46 |
Range |
2.72 |
2.11 |
-0.61 |
-22.4% |
6.05 |
ATR |
1.79 |
1.82 |
0.02 |
1.3% |
0.00 |
Volume |
94,040,496 |
77,994,496 |
-16,046,000 |
-17.1% |
521,043,892 |
|
Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
270.12 |
268.77 |
264.35 |
|
R3 |
268.01 |
266.66 |
263.77 |
|
R2 |
265.90 |
265.90 |
263.58 |
|
R1 |
264.55 |
264.55 |
263.38 |
264.17 |
PP |
263.79 |
263.79 |
263.79 |
263.61 |
S1 |
262.44 |
262.44 |
263.00 |
262.06 |
S2 |
261.68 |
261.68 |
262.80 |
|
S3 |
259.57 |
260.33 |
262.61 |
|
S4 |
257.46 |
258.22 |
262.03 |
|
|
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 |
266.80 |
260.76 |
6.04 |
2.3% |
2.64 |
1.0% |
40% |
False |
False |
108,366,457 |
10 |
266.80 |
258.26 |
8.54 |
3.2% |
1.90 |
0.7% |
58% |
False |
False |
83,514,548 |
20 |
266.80 |
255.63 |
11.17 |
4.2% |
1.58 |
0.6% |
68% |
False |
False |
74,107,584 |
40 |
266.80 |
253.98 |
12.82 |
4.9% |
1.34 |
0.5% |
72% |
False |
False |
66,522,777 |
60 |
266.80 |
248.08 |
18.72 |
7.1% |
1.20 |
0.5% |
81% |
False |
False |
65,075,316 |
80 |
266.80 |
241.83 |
24.97 |
9.5% |
1.27 |
0.5% |
86% |
False |
False |
66,388,331 |
100 |
266.80 |
241.83 |
24.97 |
9.5% |
1.23 |
0.5% |
86% |
False |
False |
64,650,332 |
120 |
266.80 |
239.96 |
26.84 |
10.2% |
1.27 |
0.5% |
87% |
False |
False |
64,212,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
274.12 |
2.618 |
270.67 |
1.618 |
268.56 |
1.000 |
267.26 |
0.618 |
266.45 |
HIGH |
265.15 |
0.618 |
264.34 |
0.500 |
264.10 |
0.382 |
263.85 |
LOW |
263.04 |
0.618 |
261.74 |
1.000 |
260.93 |
1.618 |
259.63 |
2.618 |
257.52 |
4.250 |
254.07 |
|
|
Fisher Pivots for day following 05-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
264.10 |
263.78 |
PP |
263.79 |
263.58 |
S1 |
263.49 |
263.39 |
|