| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,652.19 |
2,661.73 |
9.54 |
0.4% |
2,657.19 |
| High |
2,660.33 |
2,669.72 |
9.39 |
0.4% |
2,665.19 |
| Low |
2,651.47 |
2,659.78 |
8.31 |
0.3% |
2,624.85 |
| Close |
2,659.99 |
2,664.11 |
4.12 |
0.2% |
2,651.50 |
| Range |
8.86 |
9.94 |
1.08 |
12.2% |
40.34 |
| ATR |
16.28 |
15.82 |
-0.45 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.36 |
2,689.17 |
2,669.58 |
|
| R3 |
2,684.42 |
2,679.23 |
2,666.84 |
|
| R2 |
2,674.48 |
2,674.48 |
2,665.93 |
|
| R1 |
2,669.29 |
2,669.29 |
2,665.02 |
2,671.89 |
| PP |
2,664.54 |
2,664.54 |
2,664.54 |
2,665.83 |
| S1 |
2,659.35 |
2,659.35 |
2,663.20 |
2,661.95 |
| S2 |
2,654.60 |
2,654.60 |
2,662.29 |
|
| S3 |
2,644.66 |
2,649.41 |
2,661.38 |
|
| S4 |
2,634.72 |
2,639.47 |
2,658.64 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.20 |
2,750.19 |
2,673.69 |
|
| R3 |
2,727.86 |
2,709.85 |
2,662.59 |
|
| R2 |
2,687.52 |
2,687.52 |
2,658.90 |
|
| R1 |
2,669.51 |
2,669.51 |
2,655.20 |
2,658.35 |
| PP |
2,647.18 |
2,647.18 |
2,647.18 |
2,641.60 |
| S1 |
2,629.17 |
2,629.17 |
2,647.80 |
2,618.01 |
| S2 |
2,606.84 |
2,606.84 |
2,644.10 |
|
| S3 |
2,566.50 |
2,588.83 |
2,640.41 |
|
| S4 |
2,526.16 |
2,548.49 |
2,629.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,669.72 |
2,624.85 |
44.87 |
1.7% |
10.01 |
0.4% |
87% |
True |
False |
|
| 10 |
2,669.72 |
2,605.67 |
64.05 |
2.4% |
18.05 |
0.7% |
91% |
True |
False |
|
| 20 |
2,669.72 |
2,557.45 |
112.27 |
4.2% |
14.50 |
0.5% |
95% |
True |
False |
|
| 40 |
2,669.72 |
2,544.00 |
125.72 |
4.7% |
13.01 |
0.5% |
96% |
True |
False |
|
| 60 |
2,669.72 |
2,488.38 |
181.34 |
6.8% |
11.64 |
0.4% |
97% |
True |
False |
|
| 80 |
2,669.72 |
2,417.35 |
252.37 |
9.5% |
11.67 |
0.4% |
98% |
True |
False |
|
| 100 |
2,669.72 |
2,417.35 |
252.37 |
9.5% |
11.94 |
0.4% |
98% |
True |
False |
|
| 120 |
2,669.72 |
2,405.70 |
264.02 |
9.9% |
12.15 |
0.5% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,711.97 |
|
2.618 |
2,695.74 |
|
1.618 |
2,685.80 |
|
1.000 |
2,679.66 |
|
0.618 |
2,675.86 |
|
HIGH |
2,669.72 |
|
0.618 |
2,665.92 |
|
0.500 |
2,664.75 |
|
0.382 |
2,663.58 |
|
LOW |
2,659.78 |
|
0.618 |
2,653.64 |
|
1.000 |
2,649.84 |
|
1.618 |
2,643.70 |
|
2.618 |
2,633.76 |
|
4.250 |
2,617.54 |
|
|