| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,654.50 |
2,636.00 |
-18.50 |
-0.7% |
2,601.00 |
| High |
2,665.25 |
2,648.75 |
-16.50 |
-0.6% |
2,658.50 |
| Low |
2,633.75 |
2,627.25 |
-6.50 |
-0.2% |
2,596.50 |
| Close |
2,638.25 |
2,628.25 |
-10.00 |
-0.4% |
2,644.00 |
| Range |
31.50 |
21.50 |
-10.00 |
-31.7% |
62.00 |
| ATR |
20.25 |
20.34 |
0.09 |
0.4% |
0.00 |
| Volume |
1,756,938 |
1,392,821 |
-364,117 |
-20.7% |
9,047,363 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.25 |
2,685.25 |
2,640.00 |
|
| R3 |
2,677.75 |
2,663.75 |
2,634.25 |
|
| R2 |
2,656.25 |
2,656.25 |
2,632.25 |
|
| R1 |
2,642.25 |
2,642.25 |
2,630.25 |
2,638.50 |
| PP |
2,634.75 |
2,634.75 |
2,634.75 |
2,633.00 |
| S1 |
2,620.75 |
2,620.75 |
2,626.25 |
2,617.00 |
| S2 |
2,613.25 |
2,613.25 |
2,624.25 |
|
| S3 |
2,591.75 |
2,599.25 |
2,622.25 |
|
| S4 |
2,570.25 |
2,577.75 |
2,616.50 |
|
|
| 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 |
2,605.00 |
60.25 |
2.3% |
30.00 |
1.1% |
39% |
False |
False |
1,935,719 |
| 10 |
2,665.25 |
2,579.25 |
86.00 |
3.3% |
23.00 |
0.9% |
57% |
False |
False |
1,467,291 |
| 20 |
2,665.25 |
2,555.50 |
109.75 |
4.2% |
20.50 |
0.8% |
66% |
False |
False |
1,428,776 |
| 40 |
2,665.25 |
2,541.50 |
123.75 |
4.7% |
16.50 |
0.6% |
70% |
False |
False |
1,284,881 |
| 60 |
2,665.25 |
2,485.00 |
180.25 |
6.9% |
14.50 |
0.6% |
79% |
False |
False |
1,256,984 |
| 80 |
2,665.25 |
2,414.00 |
251.25 |
9.6% |
15.50 |
0.6% |
85% |
False |
False |
1,000,207 |
| 100 |
2,665.25 |
2,414.00 |
251.25 |
9.6% |
15.00 |
0.6% |
85% |
False |
False |
801,038 |
| 120 |
2,665.25 |
2,400.75 |
264.50 |
10.1% |
15.50 |
0.6% |
86% |
False |
False |
667,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.00 |
|
2.618 |
2,705.00 |
|
1.618 |
2,683.50 |
|
1.000 |
2,670.25 |
|
0.618 |
2,662.00 |
|
HIGH |
2,648.75 |
|
0.618 |
2,640.50 |
|
0.500 |
2,638.00 |
|
0.382 |
2,635.50 |
|
LOW |
2,627.25 |
|
0.618 |
2,614.00 |
|
1.000 |
2,605.75 |
|
1.618 |
2,592.50 |
|
2.618 |
2,571.00 |
|
4.250 |
2,536.00 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,638.00 |
2,635.00 |
| PP |
2,634.75 |
2,632.75 |
| S1 |
2,631.50 |
2,630.50 |
|