Trading Metrics calculated at close of trading on 15-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
24,631.01 |
24,585.71 |
-45.30 |
-0.2% |
24,338.11 |
High |
24,672.48 |
24,688.62 |
16.14 |
0.1% |
24,688.62 |
Low |
24,508.66 |
24,584.44 |
75.78 |
0.3% |
24,314.74 |
Close |
24,508.66 |
24,651.74 |
143.08 |
0.6% |
24,651.74 |
Range |
163.82 |
104.18 |
-59.64 |
-36.4% |
373.88 |
ATR |
161.68 |
162.99 |
1.31 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,954.14 |
24,907.12 |
24,709.04 |
|
R3 |
24,849.96 |
24,802.94 |
24,680.39 |
|
R2 |
24,745.78 |
24,745.78 |
24,670.84 |
|
R1 |
24,698.76 |
24,698.76 |
24,661.29 |
24,722.27 |
PP |
24,641.60 |
24,641.60 |
24,641.60 |
24,653.36 |
S1 |
24,594.58 |
24,594.58 |
24,642.19 |
24,618.09 |
S2 |
24,537.42 |
24,537.42 |
24,632.64 |
|
S3 |
24,433.24 |
24,490.40 |
24,623.09 |
|
S4 |
24,329.06 |
24,386.22 |
24,594.44 |
|
|
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 |
24,688.62 |
24,314.74 |
373.88 |
1.5% |
119.97 |
0.5% |
90% |
True |
False |
|
10 |
24,688.62 |
24,101.24 |
587.38 |
2.4% |
140.13 |
0.6% |
94% |
True |
False |
|
20 |
24,688.62 |
23,356.01 |
1,332.61 |
5.4% |
148.32 |
0.6% |
97% |
True |
False |
|
40 |
24,688.62 |
23,201.78 |
1,486.84 |
6.0% |
131.39 |
0.5% |
98% |
True |
False |
|
60 |
24,688.62 |
22,219.11 |
2,469.51 |
10.0% |
115.43 |
0.5% |
99% |
True |
False |
|
80 |
24,688.62 |
21,673.58 |
3,015.04 |
12.2% |
109.92 |
0.4% |
99% |
True |
False |
|
100 |
24,688.62 |
21,600.34 |
3,088.28 |
12.5% |
106.94 |
0.4% |
99% |
True |
False |
|
120 |
24,688.62 |
21,197.08 |
3,491.54 |
14.2% |
107.32 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,131.39 |
2.618 |
24,961.36 |
1.618 |
24,857.18 |
1.000 |
24,792.80 |
0.618 |
24,753.00 |
HIGH |
24,688.62 |
0.618 |
24,648.82 |
0.500 |
24,636.53 |
0.382 |
24,624.24 |
LOW |
24,584.44 |
0.618 |
24,520.06 |
1.000 |
24,480.26 |
1.618 |
24,415.88 |
2.618 |
24,311.70 |
4.250 |
24,141.68 |
|
|
Fisher Pivots for day following 15-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
24,646.67 |
24,634.04 |
PP |
24,641.60 |
24,616.34 |
S1 |
24,636.53 |
24,598.64 |
|