Trading Metrics calculated at close of trading on 04-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
24,305.40 |
24,424.11 |
118.71 |
0.5% |
23,552.86 |
High |
24,322.06 |
24,534.04 |
211.98 |
0.9% |
24,327.82 |
Low |
23,921.90 |
24,288.19 |
366.29 |
1.5% |
23,545.02 |
Close |
24,231.59 |
24,290.05 |
58.46 |
0.2% |
24,231.59 |
Range |
400.16 |
245.85 |
-154.31 |
-38.6% |
782.80 |
ATR |
167.35 |
177.00 |
9.65 |
5.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,108.31 |
24,945.03 |
24,425.27 |
|
R3 |
24,862.46 |
24,699.18 |
24,357.66 |
|
R2 |
24,616.61 |
24,616.61 |
24,335.12 |
|
R1 |
24,453.33 |
24,453.33 |
24,312.59 |
24,412.05 |
PP |
24,370.76 |
24,370.76 |
24,370.76 |
24,350.12 |
S1 |
24,207.48 |
24,207.48 |
24,267.51 |
24,166.20 |
S2 |
24,124.91 |
24,124.91 |
24,244.98 |
|
S3 |
23,879.06 |
23,961.63 |
24,222.44 |
|
S4 |
23,633.21 |
23,715.78 |
24,154.83 |
|
|
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 |
23,617.11 |
916.93 |
3.8% |
255.94 |
1.1% |
73% |
True |
False |
|
10 |
24,534.04 |
23,360.58 |
1,173.46 |
4.8% |
173.33 |
0.7% |
79% |
True |
False |
|
20 |
24,534.04 |
23,242.75 |
1,291.29 |
5.3% |
140.17 |
0.6% |
81% |
True |
False |
|
40 |
24,534.04 |
22,739.38 |
1,794.66 |
7.4% |
118.39 |
0.5% |
86% |
True |
False |
|
60 |
24,534.04 |
21,927.79 |
2,606.25 |
10.7% |
107.34 |
0.4% |
91% |
True |
False |
|
80 |
24,534.04 |
21,600.34 |
2,933.70 |
12.1% |
108.35 |
0.4% |
92% |
True |
False |
|
100 |
24,534.04 |
21,471.14 |
3,062.90 |
12.6% |
103.44 |
0.4% |
92% |
True |
False |
|
120 |
24,534.04 |
21,197.08 |
3,336.96 |
13.7% |
104.80 |
0.4% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,578.90 |
2.618 |
25,177.68 |
1.618 |
24,931.83 |
1.000 |
24,779.89 |
0.618 |
24,685.98 |
HIGH |
24,534.04 |
0.618 |
24,440.13 |
0.500 |
24,411.12 |
0.382 |
24,382.10 |
LOW |
24,288.19 |
0.618 |
24,136.25 |
1.000 |
24,042.34 |
1.618 |
23,890.40 |
2.618 |
23,644.55 |
4.250 |
23,243.33 |
|
|
Fisher Pivots for day following 04-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,411.12 |
24,269.36 |
PP |
24,370.76 |
24,248.66 |
S1 |
24,330.41 |
24,227.97 |
|