Trading Metrics calculated at close of trading on 14-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
1,246.3 |
1,258.1 |
11.8 |
0.9% |
1,277.6 |
High |
1,259.7 |
1,261.6 |
1.9 |
0.2% |
1,280.5 |
Low |
1,242.3 |
1,252.8 |
10.5 |
0.8% |
1,244.4 |
Close |
1,248.6 |
1,257.1 |
8.5 |
0.7% |
1,248.4 |
Range |
17.4 |
8.8 |
-8.6 |
-49.4% |
36.1 |
ATR |
13.0 |
13.0 |
0.0 |
0.0% |
0.0 |
Volume |
324,220 |
264,708 |
-59,512 |
-18.4% |
1,453,468 |
|
Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.6 |
1,279.1 |
1,261.9 |
|
R3 |
1,274.8 |
1,270.3 |
1,259.5 |
|
R2 |
1,266.0 |
1,266.0 |
1,258.7 |
|
R1 |
1,261.5 |
1,261.5 |
1,257.9 |
1,259.4 |
PP |
1,257.2 |
1,257.2 |
1,257.2 |
1,256.1 |
S1 |
1,252.7 |
1,252.7 |
1,256.3 |
1,250.6 |
S2 |
1,248.4 |
1,248.4 |
1,255.5 |
|
S3 |
1,239.6 |
1,243.9 |
1,254.7 |
|
S4 |
1,230.8 |
1,235.1 |
1,252.3 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.1 |
1,343.3 |
1,268.3 |
|
R3 |
1,330.0 |
1,307.2 |
1,258.3 |
|
R2 |
1,293.9 |
1,293.9 |
1,255.0 |
|
R1 |
1,271.1 |
1,271.1 |
1,251.7 |
1,264.5 |
PP |
1,257.8 |
1,257.8 |
1,257.8 |
1,254.4 |
S1 |
1,235.0 |
1,235.0 |
1,245.1 |
1,228.4 |
S2 |
1,221.7 |
1,221.7 |
1,241.8 |
|
S3 |
1,185.6 |
1,198.9 |
1,238.5 |
|
S4 |
1,149.5 |
1,162.8 |
1,228.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,261.6 |
1,238.3 |
23.3 |
1.9% |
11.4 |
0.9% |
81% |
True |
False |
258,626 |
10 |
1,292.5 |
1,238.3 |
54.2 |
4.3% |
12.7 |
1.0% |
35% |
False |
False |
290,847 |
20 |
1,303.4 |
1,238.3 |
65.1 |
5.2% |
12.8 |
1.0% |
29% |
False |
False |
218,456 |
40 |
1,303.4 |
1,238.3 |
65.1 |
5.2% |
12.3 |
1.0% |
29% |
False |
False |
117,147 |
60 |
1,321.1 |
1,238.3 |
82.8 |
6.6% |
12.5 |
1.0% |
23% |
False |
False |
79,721 |
80 |
1,365.8 |
1,238.3 |
127.5 |
10.1% |
12.8 |
1.0% |
15% |
False |
False |
60,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.0 |
2.618 |
1,284.6 |
1.618 |
1,275.8 |
1.000 |
1,270.4 |
0.618 |
1,267.0 |
HIGH |
1,261.6 |
0.618 |
1,258.2 |
0.500 |
1,257.2 |
0.382 |
1,256.2 |
LOW |
1,252.8 |
0.618 |
1,247.4 |
1.000 |
1,244.0 |
1.618 |
1,238.6 |
2.618 |
1,229.8 |
4.250 |
1,215.4 |
|
|
Fisher Pivots for day following 14-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
1,257.2 |
1,254.7 |
PP |
1,257.2 |
1,252.3 |
S1 |
1,257.1 |
1,250.0 |
|