Trading Metrics calculated at close of trading on 21-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
268.27 |
267.74 |
-0.53 |
-0.2% |
265.58 |
High |
268.33 |
268.39 |
0.06 |
0.0% |
267.56 |
Low |
266.69 |
267.30 |
0.61 |
0.2% |
265.39 |
Close |
267.03 |
267.58 |
0.55 |
0.2% |
266.51 |
Range |
1.64 |
1.09 |
-0.56 |
-33.8% |
2.17 |
ATR |
1.60 |
1.59 |
-0.02 |
-1.1% |
0.00 |
Volume |
76,751,504 |
67,032,300 |
-9,719,204 |
-12.7% |
516,455,408 |
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
271.01 |
270.38 |
268.18 |
|
R3 |
269.93 |
269.30 |
267.88 |
|
R2 |
268.84 |
268.84 |
267.78 |
|
R1 |
268.21 |
268.21 |
267.68 |
267.98 |
PP |
267.76 |
267.76 |
267.76 |
267.64 |
S1 |
267.13 |
267.13 |
267.48 |
266.90 |
S2 |
266.67 |
266.67 |
267.38 |
|
S3 |
265.59 |
266.04 |
267.28 |
|
S4 |
264.50 |
264.96 |
266.98 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
273.00 |
271.92 |
267.70 |
|
R3 |
270.83 |
269.75 |
267.11 |
|
R2 |
268.66 |
268.66 |
266.91 |
|
R1 |
267.58 |
267.58 |
266.71 |
268.12 |
PP |
266.49 |
266.49 |
266.49 |
266.76 |
S1 |
265.41 |
265.41 |
266.31 |
265.95 |
S2 |
264.32 |
264.32 |
266.11 |
|
S3 |
262.15 |
263.24 |
265.91 |
|
S4 |
259.98 |
261.07 |
265.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
268.60 |
265.39 |
3.21 |
1.2% |
1.29 |
0.5% |
68% |
False |
False |
90,886,063 |
10 |
268.60 |
264.03 |
4.57 |
1.7% |
1.23 |
0.5% |
78% |
False |
False |
90,283,931 |
20 |
268.60 |
260.00 |
8.60 |
3.2% |
1.57 |
0.6% |
88% |
False |
False |
88,844,584 |
40 |
268.60 |
255.48 |
13.12 |
4.9% |
1.41 |
0.5% |
92% |
False |
False |
75,698,827 |
60 |
268.60 |
249.63 |
18.97 |
7.1% |
1.27 |
0.5% |
95% |
False |
False |
70,149,708 |
80 |
268.60 |
244.62 |
23.98 |
9.0% |
1.22 |
0.5% |
96% |
False |
False |
69,135,807 |
100 |
268.60 |
241.83 |
26.77 |
10.0% |
1.27 |
0.5% |
96% |
False |
False |
68,669,779 |
120 |
268.60 |
240.34 |
28.26 |
10.6% |
1.24 |
0.5% |
96% |
False |
False |
66,215,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
273.00 |
2.618 |
271.23 |
1.618 |
270.14 |
1.000 |
269.47 |
0.618 |
269.06 |
HIGH |
268.39 |
0.618 |
267.97 |
0.500 |
267.84 |
0.382 |
267.71 |
LOW |
267.30 |
0.618 |
266.63 |
1.000 |
266.22 |
1.618 |
265.54 |
2.618 |
264.46 |
4.250 |
262.69 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
267.84 |
267.61 |
PP |
267.76 |
267.60 |
S1 |
267.67 |
267.59 |
|