| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
22,955 |
22,820 |
-135 |
-0.6% |
22,905 |
| High |
22,985 |
22,915 |
-70 |
-0.3% |
22,990 |
| Low |
22,760 |
22,605 |
-155 |
-0.7% |
22,605 |
| Close |
22,825 |
22,740 |
-85 |
-0.4% |
22,740 |
| Range |
225 |
310 |
85 |
37.8% |
385 |
| ATR |
254 |
258 |
4 |
1.6% |
0 |
| Volume |
6,329 |
6,363 |
34 |
0.5% |
20,449 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,683 |
23,522 |
22,911 |
|
| R3 |
23,373 |
23,212 |
22,825 |
|
| R2 |
23,063 |
23,063 |
22,797 |
|
| R1 |
22,902 |
22,902 |
22,769 |
22,828 |
| PP |
22,753 |
22,753 |
22,753 |
22,716 |
| S1 |
22,592 |
22,592 |
22,712 |
22,518 |
| S2 |
22,443 |
22,443 |
22,683 |
|
| S3 |
22,133 |
22,282 |
22,655 |
|
| S4 |
21,823 |
21,972 |
22,570 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,933 |
23,722 |
22,952 |
|
| R3 |
23,548 |
23,337 |
22,846 |
|
| R2 |
23,163 |
23,163 |
22,811 |
|
| R1 |
22,952 |
22,952 |
22,775 |
22,865 |
| PP |
22,778 |
22,778 |
22,778 |
22,735 |
| S1 |
22,567 |
22,567 |
22,705 |
22,480 |
| S2 |
22,393 |
22,393 |
22,670 |
|
| S3 |
22,008 |
22,182 |
22,634 |
|
| S4 |
21,623 |
21,797 |
22,528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,990 |
22,605 |
385 |
1.7% |
164 |
0.7% |
35% |
False |
True |
4,978 |
| 10 |
23,045 |
22,480 |
565 |
2.5% |
199 |
0.9% |
46% |
False |
False |
7,304 |
| 20 |
23,070 |
22,075 |
995 |
4.4% |
272 |
1.2% |
67% |
False |
False |
10,284 |
| 40 |
23,440 |
21,870 |
1,570 |
6.9% |
319 |
1.4% |
55% |
False |
False |
5,207 |
| 60 |
23,440 |
20,650 |
2,790 |
12.3% |
279 |
1.2% |
75% |
False |
False |
3,475 |
| 80 |
23,440 |
19,190 |
4,250 |
18.7% |
234 |
1.0% |
84% |
False |
False |
2,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,233 |
|
2.618 |
23,727 |
|
1.618 |
23,417 |
|
1.000 |
23,225 |
|
0.618 |
23,107 |
|
HIGH |
22,915 |
|
0.618 |
22,797 |
|
0.500 |
22,760 |
|
0.382 |
22,724 |
|
LOW |
22,605 |
|
0.618 |
22,414 |
|
1.000 |
22,295 |
|
1.618 |
22,104 |
|
2.618 |
21,794 |
|
4.250 |
21,288 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,760 |
22,798 |
| PP |
22,753 |
22,778 |
| S1 |
22,747 |
22,759 |
|