| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,665.87 |
2,660.63 |
-5.24 |
-0.2% |
2,652.19 |
| High |
2,668.09 |
2,679.63 |
11.54 |
0.4% |
2,679.63 |
| Low |
2,652.01 |
2,659.14 |
7.13 |
0.3% |
2,651.47 |
| Close |
2,652.01 |
2,675.81 |
23.80 |
0.9% |
2,675.81 |
| Range |
16.08 |
20.49 |
4.41 |
27.4% |
28.16 |
| ATR |
15.39 |
16.27 |
0.87 |
5.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.00 |
2,724.89 |
2,687.08 |
|
| R3 |
2,712.51 |
2,704.40 |
2,681.44 |
|
| R2 |
2,692.02 |
2,692.02 |
2,679.57 |
|
| R1 |
2,683.91 |
2,683.91 |
2,677.69 |
2,687.97 |
| PP |
2,671.53 |
2,671.53 |
2,671.53 |
2,673.55 |
| S1 |
2,663.42 |
2,663.42 |
2,673.93 |
2,667.48 |
| S2 |
2,651.04 |
2,651.04 |
2,672.05 |
|
| S3 |
2,630.55 |
2,642.93 |
2,670.18 |
|
| S4 |
2,610.06 |
2,622.44 |
2,664.54 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,753.45 |
2,742.79 |
2,691.30 |
|
| R3 |
2,725.29 |
2,714.63 |
2,683.55 |
|
| R2 |
2,697.13 |
2,697.13 |
2,680.97 |
|
| R1 |
2,686.47 |
2,686.47 |
2,678.39 |
2,691.80 |
| PP |
2,668.97 |
2,668.97 |
2,668.97 |
2,671.64 |
| S1 |
2,658.31 |
2,658.31 |
2,673.23 |
2,663.64 |
| S2 |
2,640.81 |
2,640.81 |
2,670.65 |
|
| S3 |
2,612.65 |
2,630.15 |
2,668.07 |
|
| S4 |
2,584.49 |
2,601.99 |
2,660.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,679.63 |
2,651.47 |
28.16 |
1.1% |
12.88 |
0.5% |
86% |
True |
False |
|
| 10 |
2,679.63 |
2,624.85 |
54.78 |
2.0% |
14.28 |
0.5% |
93% |
True |
False |
|
| 20 |
2,679.63 |
2,577.62 |
102.01 |
3.8% |
14.50 |
0.5% |
96% |
True |
False |
|
| 40 |
2,679.63 |
2,544.00 |
135.63 |
5.1% |
13.55 |
0.5% |
97% |
True |
False |
|
| 60 |
2,679.63 |
2,488.38 |
191.25 |
7.1% |
11.99 |
0.4% |
98% |
True |
False |
|
| 80 |
2,679.63 |
2,428.21 |
251.42 |
9.4% |
11.72 |
0.4% |
98% |
True |
False |
|
| 100 |
2,679.63 |
2,417.35 |
262.28 |
9.8% |
12.19 |
0.5% |
99% |
True |
False |
|
| 120 |
2,679.63 |
2,405.70 |
273.93 |
10.2% |
12.16 |
0.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.71 |
|
2.618 |
2,733.27 |
|
1.618 |
2,712.78 |
|
1.000 |
2,700.12 |
|
0.618 |
2,692.29 |
|
HIGH |
2,679.63 |
|
0.618 |
2,671.80 |
|
0.500 |
2,669.39 |
|
0.382 |
2,666.97 |
|
LOW |
2,659.14 |
|
0.618 |
2,646.48 |
|
1.000 |
2,638.65 |
|
1.618 |
2,625.99 |
|
2.618 |
2,605.50 |
|
4.250 |
2,572.06 |
|
|