| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,625.00 |
2,640.75 |
15.75 |
0.6% |
2,601.00 |
| High |
2,658.50 |
2,650.75 |
-7.75 |
-0.3% |
2,658.50 |
| Low |
2,621.75 |
2,605.00 |
-16.75 |
-0.6% |
2,596.50 |
| Close |
2,648.00 |
2,644.00 |
-4.00 |
-0.2% |
2,644.00 |
| Range |
36.75 |
45.75 |
9.00 |
24.5% |
62.00 |
| ATR |
17.36 |
19.39 |
2.03 |
11.7% |
0.00 |
| Volume |
2,346,236 |
2,520,826 |
174,590 |
7.4% |
9,047,363 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.50 |
2,753.00 |
2,669.25 |
|
| R3 |
2,724.75 |
2,707.25 |
2,656.50 |
|
| R2 |
2,679.00 |
2,679.00 |
2,652.50 |
|
| R1 |
2,661.50 |
2,661.50 |
2,648.25 |
2,670.25 |
| PP |
2,633.25 |
2,633.25 |
2,633.25 |
2,637.50 |
| S1 |
2,615.75 |
2,615.75 |
2,639.75 |
2,624.50 |
| S2 |
2,587.50 |
2,587.50 |
2,635.50 |
|
| S3 |
2,541.75 |
2,570.00 |
2,631.50 |
|
| S4 |
2,496.00 |
2,524.25 |
2,618.75 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.00 |
2,793.50 |
2,678.00 |
|
| R3 |
2,757.00 |
2,731.50 |
2,661.00 |
|
| R2 |
2,695.00 |
2,695.00 |
2,655.25 |
|
| R1 |
2,669.50 |
2,669.50 |
2,649.75 |
2,682.25 |
| PP |
2,633.00 |
2,633.00 |
2,633.00 |
2,639.50 |
| S1 |
2,607.50 |
2,607.50 |
2,638.25 |
2,620.25 |
| S2 |
2,571.00 |
2,571.00 |
2,632.75 |
|
| S3 |
2,509.00 |
2,545.50 |
2,627.00 |
|
| S4 |
2,447.00 |
2,483.50 |
2,610.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,658.50 |
2,596.50 |
62.00 |
2.3% |
27.00 |
1.0% |
77% |
False |
False |
1,809,472 |
| 10 |
2,658.50 |
2,567.75 |
90.75 |
3.4% |
20.50 |
0.8% |
84% |
False |
False |
1,371,063 |
| 20 |
2,658.50 |
2,555.50 |
103.00 |
3.9% |
19.25 |
0.7% |
86% |
False |
False |
1,363,328 |
| 40 |
2,658.50 |
2,539.25 |
119.25 |
4.5% |
15.75 |
0.6% |
88% |
False |
False |
1,253,760 |
| 60 |
2,658.50 |
2,455.25 |
203.25 |
7.7% |
14.25 |
0.5% |
93% |
False |
False |
1,260,471 |
| 80 |
2,658.50 |
2,414.00 |
244.50 |
9.2% |
15.50 |
0.6% |
94% |
False |
False |
961,127 |
| 100 |
2,658.50 |
2,414.00 |
244.50 |
9.2% |
14.75 |
0.6% |
94% |
False |
False |
769,575 |
| 120 |
2,658.50 |
2,400.75 |
257.75 |
9.7% |
15.25 |
0.6% |
94% |
False |
False |
641,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,845.25 |
|
2.618 |
2,770.50 |
|
1.618 |
2,724.75 |
|
1.000 |
2,696.50 |
|
0.618 |
2,679.00 |
|
HIGH |
2,650.75 |
|
0.618 |
2,633.25 |
|
0.500 |
2,628.00 |
|
0.382 |
2,622.50 |
|
LOW |
2,605.00 |
|
0.618 |
2,576.75 |
|
1.000 |
2,559.25 |
|
1.618 |
2,531.00 |
|
2.618 |
2,485.25 |
|
4.250 |
2,410.50 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,638.50 |
2,640.00 |
| PP |
2,633.25 |
2,635.75 |
| S1 |
2,628.00 |
2,631.75 |
|