Trading Metrics calculated at close of trading on 20-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
24,834.38 |
24,838.09 |
3.71 |
0.0% |
24,338.11 |
High |
24,850.11 |
24,852.44 |
2.33 |
0.0% |
24,688.62 |
Low |
24,715.60 |
24,697.11 |
-18.49 |
-0.1% |
24,314.74 |
Close |
24,754.75 |
24,726.65 |
-28.10 |
-0.1% |
24,651.74 |
Range |
134.51 |
155.33 |
20.82 |
15.5% |
373.88 |
ATR |
165.02 |
164.33 |
-0.69 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,224.72 |
25,131.02 |
24,812.08 |
|
R3 |
25,069.39 |
24,975.69 |
24,769.37 |
|
R2 |
24,914.06 |
24,914.06 |
24,755.13 |
|
R1 |
24,820.36 |
24,820.36 |
24,740.89 |
24,789.55 |
PP |
24,758.73 |
24,758.73 |
24,758.73 |
24,743.33 |
S1 |
24,665.03 |
24,665.03 |
24,712.41 |
24,634.22 |
S2 |
24,603.40 |
24,603.40 |
24,698.17 |
|
S3 |
24,448.07 |
24,509.70 |
24,683.93 |
|
S4 |
24,292.74 |
24,354.37 |
24,641.22 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,673.34 |
25,536.42 |
24,857.37 |
|
R3 |
25,299.46 |
25,162.54 |
24,754.56 |
|
R2 |
24,925.58 |
24,925.58 |
24,720.28 |
|
R1 |
24,788.66 |
24,788.66 |
24,686.01 |
24,857.12 |
PP |
24,551.70 |
24,551.70 |
24,551.70 |
24,585.93 |
S1 |
24,414.78 |
24,414.78 |
24,617.47 |
24,483.24 |
S2 |
24,177.82 |
24,177.82 |
24,583.20 |
|
S3 |
23,803.94 |
24,040.90 |
24,548.92 |
|
S4 |
23,430.06 |
23,667.02 |
24,446.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,876.07 |
24,508.66 |
367.41 |
1.5% |
138.87 |
0.6% |
59% |
False |
False |
|
10 |
24,876.07 |
24,101.24 |
774.83 |
3.1% |
129.25 |
0.5% |
81% |
False |
False |
|
20 |
24,876.07 |
23,507.61 |
1,368.46 |
5.5% |
155.06 |
0.6% |
89% |
False |
False |
|
40 |
24,876.07 |
23,242.75 |
1,633.32 |
6.6% |
132.96 |
0.5% |
91% |
False |
False |
|
60 |
24,876.07 |
22,254.93 |
2,621.14 |
10.6% |
117.61 |
0.5% |
94% |
False |
False |
|
80 |
24,876.07 |
21,673.58 |
3,202.49 |
13.0% |
111.60 |
0.5% |
95% |
False |
False |
|
100 |
24,876.07 |
21,600.34 |
3,275.73 |
13.2% |
108.56 |
0.4% |
95% |
False |
False |
|
120 |
24,876.07 |
21,279.30 |
3,596.77 |
14.5% |
106.73 |
0.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,512.59 |
2.618 |
25,259.09 |
1.618 |
25,103.76 |
1.000 |
25,007.77 |
0.618 |
24,948.43 |
HIGH |
24,852.44 |
0.618 |
24,793.10 |
0.500 |
24,774.78 |
0.382 |
24,756.45 |
LOW |
24,697.11 |
0.618 |
24,601.12 |
1.000 |
24,541.78 |
1.618 |
24,445.79 |
2.618 |
24,290.46 |
4.250 |
24,036.96 |
|
|
Fisher Pivots for day following 20-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,774.78 |
24,786.59 |
PP |
24,758.73 |
24,766.61 |
S1 |
24,742.69 |
24,746.63 |
|