Trading Metrics calculated at close of trading on 06-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
24,335.01 |
24,171.90 |
-163.11 |
-0.7% |
23,552.86 |
High |
24,349.74 |
24,229.35 |
-120.39 |
-0.5% |
24,327.82 |
Low |
24,155.28 |
24,134.49 |
-20.79 |
-0.1% |
23,545.02 |
Close |
24,180.64 |
24,140.91 |
-39.73 |
-0.2% |
24,231.59 |
Range |
194.46 |
94.86 |
-99.60 |
-51.2% |
782.80 |
ATR |
178.25 |
172.29 |
-5.96 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,452.83 |
24,391.73 |
24,193.08 |
|
R3 |
24,357.97 |
24,296.87 |
24,167.00 |
|
R2 |
24,263.11 |
24,263.11 |
24,158.30 |
|
R1 |
24,202.01 |
24,202.01 |
24,149.61 |
24,185.13 |
PP |
24,168.25 |
24,168.25 |
24,168.25 |
24,159.81 |
S1 |
24,107.15 |
24,107.15 |
24,132.21 |
24,090.27 |
S2 |
24,073.39 |
24,073.39 |
24,123.52 |
|
S3 |
23,978.53 |
24,012.29 |
24,114.82 |
|
S4 |
23,883.67 |
23,917.43 |
24,088.74 |
|
|
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 |
24,534.04 |
23,921.90 |
612.14 |
2.5% |
249.87 |
1.0% |
36% |
False |
False |
|
10 |
24,534.04 |
23,507.61 |
1,026.43 |
4.3% |
180.87 |
0.7% |
62% |
False |
False |
|
20 |
24,534.04 |
23,242.75 |
1,291.29 |
5.3% |
146.04 |
0.6% |
70% |
False |
False |
|
40 |
24,534.04 |
22,821.13 |
1,712.91 |
7.1% |
122.04 |
0.5% |
77% |
False |
False |
|
60 |
24,534.04 |
22,095.79 |
2,438.25 |
10.1% |
109.05 |
0.5% |
84% |
False |
False |
|
80 |
24,534.04 |
21,600.34 |
2,933.70 |
12.2% |
110.20 |
0.5% |
87% |
False |
False |
|
100 |
24,534.04 |
21,471.14 |
3,062.90 |
12.7% |
104.30 |
0.4% |
87% |
False |
False |
|
120 |
24,534.04 |
21,197.08 |
3,336.96 |
13.8% |
105.69 |
0.4% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,632.51 |
2.618 |
24,477.69 |
1.618 |
24,382.83 |
1.000 |
24,324.21 |
0.618 |
24,287.97 |
HIGH |
24,229.35 |
0.618 |
24,193.11 |
0.500 |
24,181.92 |
0.382 |
24,170.73 |
LOW |
24,134.49 |
0.618 |
24,075.87 |
1.000 |
24,039.63 |
1.618 |
23,981.01 |
2.618 |
23,886.15 |
4.250 |
23,731.34 |
|
|
Fisher Pivots for day following 06-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,181.92 |
24,334.27 |
PP |
24,168.25 |
24,269.81 |
S1 |
24,154.58 |
24,205.36 |
|