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 |
24,838.09 |
24,778.26 |
-59.83 |
-0.2% |
24,338.11 |
High |
24,852.44 |
24,850.91 |
-1.53 |
0.0% |
24,688.62 |
Low |
24,697.11 |
24,766.27 |
69.16 |
0.3% |
24,314.74 |
Close |
24,726.65 |
24,782.29 |
55.64 |
0.2% |
24,651.74 |
Range |
155.33 |
84.64 |
-70.69 |
-45.5% |
373.88 |
ATR |
164.33 |
161.47 |
-2.86 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,053.74 |
25,002.66 |
24,828.84 |
|
R3 |
24,969.10 |
24,918.02 |
24,805.57 |
|
R2 |
24,884.46 |
24,884.46 |
24,797.81 |
|
R1 |
24,833.38 |
24,833.38 |
24,790.05 |
24,858.92 |
PP |
24,799.82 |
24,799.82 |
24,799.82 |
24,812.60 |
S1 |
24,748.74 |
24,748.74 |
24,774.53 |
24,774.28 |
S2 |
24,715.18 |
24,715.18 |
24,766.77 |
|
S3 |
24,630.54 |
24,664.10 |
24,759.01 |
|
S4 |
24,545.90 |
24,579.46 |
24,735.74 |
|
|
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 |
24,584.44 |
291.63 |
1.2% |
123.03 |
0.5% |
68% |
False |
False |
|
10 |
24,876.07 |
24,225.50 |
650.57 |
2.6% |
121.55 |
0.5% |
86% |
False |
False |
|
20 |
24,876.07 |
23,545.02 |
1,331.05 |
5.4% |
154.38 |
0.6% |
93% |
False |
False |
|
40 |
24,876.07 |
23,242.75 |
1,633.32 |
6.6% |
130.06 |
0.5% |
94% |
False |
False |
|
60 |
24,876.07 |
22,288.97 |
2,587.10 |
10.4% |
117.09 |
0.5% |
96% |
False |
False |
|
80 |
24,876.07 |
21,709.63 |
3,166.44 |
12.8% |
110.09 |
0.4% |
97% |
False |
False |
|
100 |
24,876.07 |
21,600.34 |
3,275.73 |
13.2% |
108.91 |
0.4% |
97% |
False |
False |
|
120 |
24,876.07 |
21,279.30 |
3,596.77 |
14.5% |
106.01 |
0.4% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,210.63 |
2.618 |
25,072.50 |
1.618 |
24,987.86 |
1.000 |
24,935.55 |
0.618 |
24,903.22 |
HIGH |
24,850.91 |
0.618 |
24,818.58 |
0.500 |
24,808.59 |
0.382 |
24,798.60 |
LOW |
24,766.27 |
0.618 |
24,713.96 |
1.000 |
24,681.63 |
1.618 |
24,629.32 |
2.618 |
24,544.68 |
4.250 |
24,406.55 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,808.59 |
24,779.79 |
PP |
24,799.82 |
24,777.28 |
S1 |
24,791.06 |
24,774.78 |
|