| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
22,680 |
22,895 |
215 |
0.9% |
22,675 |
| High |
22,970 |
23,005 |
35 |
0.2% |
23,005 |
| Low |
22,520 |
22,375 |
-145 |
-0.6% |
22,375 |
| Close |
22,880 |
22,655 |
-225 |
-1.0% |
22,655 |
| Range |
450 |
630 |
180 |
40.0% |
630 |
| ATR |
351 |
371 |
20 |
5.7% |
0 |
| Volume |
20,768 |
44,420 |
23,652 |
113.9% |
108,922 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,568 |
24,242 |
23,002 |
|
| R3 |
23,938 |
23,612 |
22,828 |
|
| R2 |
23,308 |
23,308 |
22,771 |
|
| R1 |
22,982 |
22,982 |
22,713 |
22,830 |
| PP |
22,678 |
22,678 |
22,678 |
22,603 |
| S1 |
22,352 |
22,352 |
22,597 |
22,200 |
| S2 |
22,048 |
22,048 |
22,540 |
|
| S3 |
21,418 |
21,722 |
22,482 |
|
| S4 |
20,788 |
21,092 |
22,309 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,568 |
24,242 |
23,002 |
|
| R3 |
23,938 |
23,612 |
22,828 |
|
| R2 |
23,308 |
23,308 |
22,771 |
|
| R1 |
22,982 |
22,982 |
22,713 |
22,830 |
| PP |
22,678 |
22,678 |
22,678 |
22,603 |
| S1 |
22,352 |
22,352 |
22,597 |
22,200 |
| S2 |
22,048 |
22,048 |
22,540 |
|
| S3 |
21,418 |
21,722 |
22,482 |
|
| S4 |
20,788 |
21,092 |
22,309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23,005 |
22,375 |
630 |
2.8% |
384 |
1.7% |
44% |
True |
True |
21,784 |
| 10 |
23,005 |
22,185 |
820 |
3.6% |
370 |
1.6% |
57% |
True |
False |
19,473 |
| 20 |
23,445 |
21,845 |
1,600 |
7.1% |
409 |
1.8% |
51% |
False |
False |
21,699 |
| 40 |
23,445 |
20,605 |
2,840 |
12.5% |
325 |
1.4% |
72% |
False |
False |
16,954 |
| 60 |
23,445 |
19,140 |
4,305 |
19.0% |
275 |
1.2% |
82% |
False |
False |
14,249 |
| 80 |
23,445 |
18,980 |
4,465 |
19.7% |
258 |
1.1% |
82% |
False |
False |
11,454 |
| 100 |
23,445 |
18,980 |
4,465 |
19.7% |
222 |
1.0% |
82% |
False |
False |
9,164 |
| 120 |
23,445 |
18,980 |
4,465 |
19.7% |
200 |
0.9% |
82% |
False |
False |
7,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,683 |
|
2.618 |
24,654 |
|
1.618 |
24,024 |
|
1.000 |
23,635 |
|
0.618 |
23,394 |
|
HIGH |
23,005 |
|
0.618 |
22,764 |
|
0.500 |
22,690 |
|
0.382 |
22,616 |
|
LOW |
22,375 |
|
0.618 |
21,986 |
|
1.000 |
21,745 |
|
1.618 |
21,356 |
|
2.618 |
20,726 |
|
4.250 |
19,698 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,690 |
22,690 |
| PP |
22,678 |
22,678 |
| S1 |
22,667 |
22,667 |
|