Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
24,263.26 |
24,338.11 |
74.85 |
0.3% |
24,424.11 |
High |
24,330.12 |
24,389.72 |
59.60 |
0.2% |
24,534.04 |
Low |
24,225.50 |
24,314.74 |
89.24 |
0.4% |
24,101.24 |
Close |
24,329.16 |
24,386.03 |
56.87 |
0.2% |
24,329.16 |
Range |
104.62 |
74.98 |
-29.64 |
-28.3% |
432.80 |
ATR |
167.76 |
161.13 |
-6.63 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,588.44 |
24,562.21 |
24,427.27 |
|
R3 |
24,513.46 |
24,487.23 |
24,406.65 |
|
R2 |
24,438.48 |
24,438.48 |
24,399.78 |
|
R1 |
24,412.25 |
24,412.25 |
24,392.90 |
24,425.37 |
PP |
24,363.50 |
24,363.50 |
24,363.50 |
24,370.05 |
S1 |
24,337.27 |
24,337.27 |
24,379.16 |
24,350.39 |
S2 |
24,288.52 |
24,288.52 |
24,372.28 |
|
S3 |
24,213.54 |
24,262.29 |
24,365.41 |
|
S4 |
24,138.56 |
24,187.31 |
24,344.79 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,619.88 |
25,407.32 |
24,567.20 |
|
R3 |
25,187.08 |
24,974.52 |
24,448.18 |
|
R2 |
24,754.28 |
24,754.28 |
24,408.51 |
|
R1 |
24,541.72 |
24,541.72 |
24,368.83 |
24,431.60 |
PP |
24,321.48 |
24,321.48 |
24,321.48 |
24,266.42 |
S1 |
24,108.92 |
24,108.92 |
24,289.49 |
23,998.80 |
S2 |
23,888.68 |
23,888.68 |
24,249.81 |
|
S3 |
23,455.88 |
23,676.12 |
24,210.14 |
|
S4 |
23,023.08 |
23,243.32 |
24,091.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,389.72 |
24,101.24 |
288.48 |
1.2% |
126.11 |
0.5% |
99% |
True |
False |
|
10 |
24,534.04 |
23,617.11 |
916.93 |
3.8% |
191.03 |
0.8% |
84% |
False |
False |
|
20 |
24,534.04 |
23,242.75 |
1,291.29 |
5.3% |
146.58 |
0.6% |
89% |
False |
False |
|
40 |
24,534.04 |
22,887.12 |
1,646.92 |
6.8% |
126.46 |
0.5% |
91% |
False |
False |
|
60 |
24,534.04 |
22,219.11 |
2,314.93 |
9.5% |
111.33 |
0.5% |
94% |
False |
False |
|
80 |
24,534.04 |
21,600.34 |
2,933.70 |
12.0% |
109.65 |
0.4% |
95% |
False |
False |
|
100 |
24,534.04 |
21,496.13 |
3,037.91 |
12.5% |
104.92 |
0.4% |
95% |
False |
False |
|
120 |
24,534.04 |
21,197.08 |
3,336.96 |
13.7% |
106.32 |
0.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,708.39 |
2.618 |
24,586.02 |
1.618 |
24,511.04 |
1.000 |
24,464.70 |
0.618 |
24,436.06 |
HIGH |
24,389.72 |
0.618 |
24,361.08 |
0.500 |
24,352.23 |
0.382 |
24,343.38 |
LOW |
24,314.74 |
0.618 |
24,268.40 |
1.000 |
24,239.76 |
1.618 |
24,193.42 |
2.618 |
24,118.44 |
4.250 |
23,996.08 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,374.76 |
24,339.18 |
PP |
24,363.50 |
24,292.33 |
S1 |
24,352.23 |
24,245.48 |
|