| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
13,040.5 |
13,144.0 |
103.5 |
0.8% |
13,012.5 |
| High |
13,107.5 |
13,244.0 |
136.5 |
1.0% |
13,244.0 |
| Low |
12,985.5 |
13,136.5 |
151.0 |
1.2% |
12,860.5 |
| Close |
13,046.0 |
13,166.0 |
120.0 |
0.9% |
13,166.0 |
| Range |
122.0 |
107.5 |
-14.5 |
-11.9% |
383.5 |
| ATR |
162.8 |
165.3 |
2.5 |
1.5% |
0.0 |
| Volume |
94,007 |
97,044 |
3,037 |
3.2% |
482,023 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,504.7 |
13,442.8 |
13,225.1 |
|
| R3 |
13,397.2 |
13,335.3 |
13,195.6 |
|
| R2 |
13,289.7 |
13,289.7 |
13,185.7 |
|
| R1 |
13,227.8 |
13,227.8 |
13,175.9 |
13,258.8 |
| PP |
13,182.2 |
13,182.2 |
13,182.2 |
13,197.6 |
| S1 |
13,120.3 |
13,120.3 |
13,156.1 |
13,151.3 |
| S2 |
13,074.7 |
13,074.7 |
13,146.3 |
|
| S3 |
12,967.2 |
13,012.8 |
13,136.4 |
|
| S4 |
12,859.7 |
12,905.3 |
13,106.9 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,240.7 |
14,086.8 |
13,376.9 |
|
| R3 |
13,857.2 |
13,703.3 |
13,271.5 |
|
| R2 |
13,473.7 |
13,473.7 |
13,236.3 |
|
| R1 |
13,319.8 |
13,319.8 |
13,201.2 |
13,396.8 |
| PP |
13,090.2 |
13,090.2 |
13,090.2 |
13,128.6 |
| S1 |
12,936.3 |
12,936.3 |
13,130.8 |
13,013.3 |
| S2 |
12,706.7 |
12,706.7 |
13,095.7 |
|
| S3 |
12,323.2 |
12,552.8 |
13,060.5 |
|
| S4 |
11,939.7 |
12,169.3 |
12,955.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,244.0 |
12,860.5 |
383.5 |
2.9% |
137.9 |
1.0% |
80% |
True |
False |
96,404 |
| 10 |
13,244.0 |
12,806.0 |
438.0 |
3.3% |
158.5 |
1.2% |
82% |
True |
False |
105,178 |
| 20 |
13,244.0 |
12,806.0 |
438.0 |
3.3% |
162.0 |
1.2% |
82% |
True |
False |
99,339 |
| 40 |
13,533.0 |
12,806.0 |
727.0 |
5.5% |
134.3 |
1.0% |
50% |
False |
False |
86,807 |
| 60 |
13,533.0 |
12,494.5 |
1,038.5 |
7.9% |
113.2 |
0.9% |
65% |
False |
False |
76,540 |
| 80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
113.3 |
0.9% |
78% |
False |
False |
61,135 |
| 100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
115.3 |
0.9% |
78% |
False |
False |
48,974 |
| 120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
115.2 |
0.9% |
78% |
False |
False |
40,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,700.9 |
|
2.618 |
13,525.4 |
|
1.618 |
13,417.9 |
|
1.000 |
13,351.5 |
|
0.618 |
13,310.4 |
|
HIGH |
13,244.0 |
|
0.618 |
13,202.9 |
|
0.500 |
13,190.3 |
|
0.382 |
13,177.6 |
|
LOW |
13,136.5 |
|
0.618 |
13,070.1 |
|
1.000 |
13,029.0 |
|
1.618 |
12,962.6 |
|
2.618 |
12,855.1 |
|
4.250 |
12,679.6 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,190.3 |
13,128.1 |
| PP |
13,182.2 |
13,090.2 |
| S1 |
13,174.1 |
13,052.3 |
|