| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,640.75 |
2,654.50 |
13.75 |
0.5% |
2,601.00 |
| High |
2,650.75 |
2,665.25 |
14.50 |
0.5% |
2,658.50 |
| Low |
2,605.00 |
2,633.75 |
28.75 |
1.1% |
2,596.50 |
| Close |
2,644.00 |
2,638.25 |
-5.75 |
-0.2% |
2,644.00 |
| Range |
45.75 |
31.50 |
-14.25 |
-31.1% |
62.00 |
| ATR |
19.39 |
20.25 |
0.87 |
4.5% |
0.00 |
| Volume |
2,520,826 |
1,756,938 |
-763,888 |
-30.3% |
9,047,363 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,740.25 |
2,720.75 |
2,655.50 |
|
| R3 |
2,708.75 |
2,689.25 |
2,647.00 |
|
| R2 |
2,677.25 |
2,677.25 |
2,644.00 |
|
| R1 |
2,657.75 |
2,657.75 |
2,641.25 |
2,651.75 |
| PP |
2,645.75 |
2,645.75 |
2,645.75 |
2,642.75 |
| S1 |
2,626.25 |
2,626.25 |
2,635.25 |
2,620.25 |
| S2 |
2,614.25 |
2,614.25 |
2,632.50 |
|
| S3 |
2,582.75 |
2,594.75 |
2,629.50 |
|
| S4 |
2,551.25 |
2,563.25 |
2,621.00 |
|
|
| 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 |
2,665.25 |
2,597.50 |
67.75 |
2.6% |
31.50 |
1.2% |
60% |
True |
False |
1,968,837 |
| 10 |
2,665.25 |
2,567.75 |
97.50 |
3.7% |
22.50 |
0.9% |
72% |
True |
False |
1,428,061 |
| 20 |
2,665.25 |
2,555.50 |
109.75 |
4.2% |
20.25 |
0.8% |
75% |
True |
False |
1,401,541 |
| 40 |
2,665.25 |
2,539.25 |
126.00 |
4.8% |
16.25 |
0.6% |
79% |
True |
False |
1,268,448 |
| 60 |
2,665.25 |
2,466.75 |
198.50 |
7.5% |
14.50 |
0.6% |
86% |
True |
False |
1,265,324 |
| 80 |
2,665.25 |
2,414.00 |
251.25 |
9.5% |
15.50 |
0.6% |
89% |
True |
False |
982,908 |
| 100 |
2,665.25 |
2,414.00 |
251.25 |
9.5% |
15.00 |
0.6% |
89% |
True |
False |
787,130 |
| 120 |
2,665.25 |
2,400.75 |
264.50 |
10.0% |
15.50 |
0.6% |
90% |
True |
False |
656,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.00 |
|
2.618 |
2,747.75 |
|
1.618 |
2,716.25 |
|
1.000 |
2,696.75 |
|
0.618 |
2,684.75 |
|
HIGH |
2,665.25 |
|
0.618 |
2,653.25 |
|
0.500 |
2,649.50 |
|
0.382 |
2,645.75 |
|
LOW |
2,633.75 |
|
0.618 |
2,614.25 |
|
1.000 |
2,602.25 |
|
1.618 |
2,582.75 |
|
2.618 |
2,551.25 |
|
4.250 |
2,500.00 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,649.50 |
2,637.25 |
| PP |
2,645.75 |
2,636.25 |
| S1 |
2,642.00 |
2,635.00 |
|