Trading Metrics calculated at close of trading on 27-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
24,715.84 |
24,766.52 |
50.68 |
0.2% |
24,739.56 |
High |
24,778.13 |
24,789.52 |
11.39 |
0.0% |
24,876.07 |
Low |
24,708.42 |
24,731.68 |
23.26 |
0.1% |
24,697.11 |
Close |
24,746.21 |
24,774.30 |
28.09 |
0.1% |
24,754.06 |
Range |
69.71 |
57.84 |
-11.87 |
-17.0% |
178.96 |
ATR |
148.63 |
142.14 |
-6.48 |
-4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,938.69 |
24,914.33 |
24,806.11 |
|
R3 |
24,880.85 |
24,856.49 |
24,790.21 |
|
R2 |
24,823.01 |
24,823.01 |
24,784.90 |
|
R1 |
24,798.65 |
24,798.65 |
24,779.60 |
24,810.83 |
PP |
24,765.17 |
24,765.17 |
24,765.17 |
24,771.26 |
S1 |
24,740.81 |
24,740.81 |
24,769.00 |
24,752.99 |
S2 |
24,707.33 |
24,707.33 |
24,763.70 |
|
S3 |
24,649.49 |
24,682.97 |
24,758.39 |
|
S4 |
24,591.65 |
24,625.13 |
24,742.49 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,312.63 |
25,212.30 |
24,852.49 |
|
R3 |
25,133.67 |
25,033.34 |
24,803.27 |
|
R2 |
24,954.71 |
24,954.71 |
24,786.87 |
|
R1 |
24,854.38 |
24,854.38 |
24,770.46 |
24,904.55 |
PP |
24,775.75 |
24,775.75 |
24,775.75 |
24,800.83 |
S1 |
24,675.42 |
24,675.42 |
24,737.66 |
24,725.59 |
S2 |
24,596.79 |
24,596.79 |
24,721.25 |
|
S3 |
24,417.83 |
24,496.46 |
24,704.85 |
|
S4 |
24,238.87 |
24,317.50 |
24,655.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,852.44 |
24,697.11 |
155.33 |
0.6% |
86.83 |
0.4% |
50% |
False |
False |
|
10 |
24,876.07 |
24,508.66 |
367.41 |
1.5% |
112.09 |
0.5% |
72% |
False |
False |
|
20 |
24,876.07 |
23,872.59 |
1,003.48 |
4.1% |
145.39 |
0.6% |
90% |
False |
False |
|
40 |
24,876.07 |
23,242.75 |
1,633.32 |
6.6% |
128.02 |
0.5% |
94% |
False |
False |
|
60 |
24,876.07 |
22,562.90 |
2,313.17 |
9.3% |
114.96 |
0.5% |
96% |
False |
False |
|
80 |
24,876.07 |
21,709.63 |
3,166.44 |
12.8% |
109.84 |
0.4% |
97% |
False |
False |
|
100 |
24,876.07 |
21,600.34 |
3,275.73 |
13.2% |
108.95 |
0.4% |
97% |
False |
False |
|
120 |
24,876.07 |
21,279.30 |
3,596.77 |
14.5% |
105.10 |
0.4% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,035.34 |
2.618 |
24,940.95 |
1.618 |
24,883.11 |
1.000 |
24,847.36 |
0.618 |
24,825.27 |
HIGH |
24,789.52 |
0.618 |
24,767.43 |
0.500 |
24,760.60 |
0.382 |
24,753.77 |
LOW |
24,731.68 |
0.618 |
24,695.93 |
1.000 |
24,673.84 |
1.618 |
24,638.09 |
2.618 |
24,580.25 |
4.250 |
24,485.86 |
|
|
Fisher Pivots for day following 27-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,769.73 |
24,765.86 |
PP |
24,765.17 |
24,757.41 |
S1 |
24,760.60 |
24,748.97 |
|