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 |
24,013.80 |
24,305.40 |
291.60 |
1.2% |
23,552.86 |
High |
24,327.82 |
24,322.06 |
-5.76 |
0.0% |
24,327.82 |
Low |
24,013.80 |
23,921.90 |
-91.90 |
-0.4% |
23,545.02 |
Close |
24,272.35 |
24,231.59 |
-40.76 |
-0.2% |
24,231.59 |
Range |
314.02 |
400.16 |
86.14 |
27.4% |
782.80 |
ATR |
149.45 |
167.35 |
17.91 |
12.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,359.00 |
25,195.45 |
24,451.68 |
|
R3 |
24,958.84 |
24,795.29 |
24,341.63 |
|
R2 |
24,558.68 |
24,558.68 |
24,304.95 |
|
R1 |
24,395.13 |
24,395.13 |
24,268.27 |
24,276.83 |
PP |
24,158.52 |
24,158.52 |
24,158.52 |
24,099.36 |
S1 |
23,994.97 |
23,994.97 |
24,194.91 |
23,876.67 |
S2 |
23,758.36 |
23,758.36 |
24,158.23 |
|
S3 |
23,358.20 |
23,594.81 |
24,121.55 |
|
S4 |
22,958.04 |
23,194.65 |
24,011.50 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,383.21 |
26,090.20 |
24,662.13 |
|
R3 |
25,600.41 |
25,307.40 |
24,446.86 |
|
R2 |
24,817.61 |
24,817.61 |
24,375.10 |
|
R1 |
24,524.60 |
24,524.60 |
24,303.35 |
24,671.11 |
PP |
24,034.81 |
24,034.81 |
24,034.81 |
24,108.06 |
S1 |
23,741.80 |
23,741.80 |
24,159.83 |
23,888.31 |
S2 |
23,252.01 |
23,252.01 |
24,088.08 |
|
S3 |
22,469.21 |
22,959.00 |
24,016.32 |
|
S4 |
21,686.41 |
22,176.20 |
23,801.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,327.82 |
23,545.02 |
782.80 |
3.2% |
225.55 |
0.9% |
88% |
False |
False |
|
10 |
24,327.82 |
23,356.01 |
971.81 |
4.0% |
156.52 |
0.6% |
90% |
False |
False |
|
20 |
24,327.82 |
23,242.75 |
1,085.07 |
4.5% |
131.65 |
0.5% |
91% |
False |
False |
|
40 |
24,327.82 |
22,730.85 |
1,596.97 |
6.6% |
113.31 |
0.5% |
94% |
False |
False |
|
60 |
24,327.82 |
21,731.12 |
2,596.70 |
10.7% |
105.16 |
0.4% |
96% |
False |
False |
|
80 |
24,327.82 |
21,600.34 |
2,727.48 |
11.3% |
107.08 |
0.4% |
96% |
False |
False |
|
100 |
24,327.82 |
21,471.14 |
2,856.68 |
11.8% |
101.55 |
0.4% |
97% |
False |
False |
|
120 |
24,327.82 |
21,197.08 |
3,130.74 |
12.9% |
103.57 |
0.4% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,022.74 |
2.618 |
25,369.68 |
1.618 |
24,969.52 |
1.000 |
24,722.22 |
0.618 |
24,569.36 |
HIGH |
24,322.06 |
0.618 |
24,169.20 |
0.500 |
24,121.98 |
0.382 |
24,074.76 |
LOW |
23,921.90 |
0.618 |
23,674.60 |
1.000 |
23,521.74 |
1.618 |
23,274.44 |
2.618 |
22,874.28 |
4.250 |
22,221.22 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,195.05 |
24,187.80 |
PP |
24,158.52 |
24,144.00 |
S1 |
24,121.98 |
24,100.21 |
|