| 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 |
20.55 |
20.96 |
0.41 |
2.0% |
20.14 |
| High |
20.98 |
21.04 |
0.06 |
0.3% |
21.04 |
| Low |
20.50 |
20.60 |
0.10 |
0.5% |
19.99 |
| Close |
20.54 |
20.65 |
0.11 |
0.5% |
20.65 |
| Range |
0.48 |
0.44 |
-0.04 |
-8.3% |
1.05 |
| ATR |
0.39 |
0.40 |
0.01 |
1.9% |
0.00 |
| Volume |
3,657,505 |
10,326,977 |
6,669,472 |
182.4% |
22,245,357 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22.08 |
21.81 |
20.89 |
|
| R3 |
21.64 |
21.37 |
20.77 |
|
| R2 |
21.20 |
21.20 |
20.73 |
|
| R1 |
20.93 |
20.93 |
20.69 |
20.85 |
| PP |
20.76 |
20.76 |
20.76 |
20.72 |
| S1 |
20.49 |
20.49 |
20.61 |
20.41 |
| S2 |
20.32 |
20.32 |
20.57 |
|
| S3 |
19.88 |
20.05 |
20.53 |
|
| S4 |
19.44 |
19.61 |
20.41 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23.71 |
23.23 |
21.23 |
|
| R3 |
22.66 |
22.18 |
20.94 |
|
| R2 |
21.61 |
21.61 |
20.84 |
|
| R1 |
21.13 |
21.13 |
20.75 |
21.37 |
| PP |
20.56 |
20.56 |
20.56 |
20.68 |
| S1 |
20.08 |
20.08 |
20.55 |
20.32 |
| S2 |
19.51 |
19.51 |
20.46 |
|
| S3 |
18.46 |
19.03 |
20.36 |
|
| S4 |
17.41 |
17.98 |
20.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21.04 |
19.92 |
1.12 |
5.4% |
0.39 |
1.9% |
65% |
True |
False |
4,843,447 |
| 10 |
21.04 |
19.18 |
1.86 |
9.0% |
0.43 |
2.1% |
79% |
True |
False |
4,906,953 |
| 20 |
21.04 |
18.54 |
2.50 |
12.1% |
0.44 |
2.1% |
84% |
True |
False |
4,788,000 |
| 40 |
21.04 |
18.48 |
2.56 |
12.4% |
0.36 |
1.7% |
85% |
True |
False |
4,034,590 |
| 60 |
21.04 |
18.48 |
2.56 |
12.4% |
0.33 |
1.6% |
85% |
True |
False |
3,727,981 |
| 80 |
21.04 |
17.60 |
3.44 |
16.7% |
0.32 |
1.6% |
89% |
True |
False |
3,971,374 |
| 100 |
21.04 |
17.02 |
4.02 |
19.5% |
0.31 |
1.5% |
90% |
True |
False |
3,882,707 |
| 120 |
21.04 |
17.02 |
4.02 |
19.5% |
0.32 |
1.5% |
90% |
True |
False |
4,099,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22.91 |
|
2.618 |
22.19 |
|
1.618 |
21.75 |
|
1.000 |
21.48 |
|
0.618 |
21.31 |
|
HIGH |
21.04 |
|
0.618 |
20.87 |
|
0.500 |
20.82 |
|
0.382 |
20.77 |
|
LOW |
20.60 |
|
0.618 |
20.33 |
|
1.000 |
20.16 |
|
1.618 |
19.89 |
|
2.618 |
19.45 |
|
4.250 |
18.73 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20.82 |
20.65 |
| PP |
20.76 |
20.64 |
| S1 |
20.71 |
20.64 |
|