| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,626.75 |
2,630.50 |
3.75 |
0.1% |
2,601.00 |
| High |
2,634.50 |
2,641.25 |
6.75 |
0.3% |
2,658.50 |
| Low |
2,620.00 |
2,626.25 |
6.25 |
0.2% |
2,596.50 |
| Close |
2,629.25 |
2,639.50 |
10.25 |
0.4% |
2,644.00 |
| Range |
14.50 |
15.00 |
0.50 |
3.4% |
62.00 |
| ATR |
19.92 |
19.57 |
-0.35 |
-1.8% |
0.00 |
| Volume |
1,307,666 |
1,345,485 |
37,819 |
2.9% |
9,047,363 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,680.75 |
2,675.00 |
2,647.75 |
|
| R3 |
2,665.75 |
2,660.00 |
2,643.50 |
|
| R2 |
2,650.75 |
2,650.75 |
2,642.25 |
|
| R1 |
2,645.00 |
2,645.00 |
2,641.00 |
2,648.00 |
| PP |
2,635.75 |
2,635.75 |
2,635.75 |
2,637.00 |
| S1 |
2,630.00 |
2,630.00 |
2,638.00 |
2,633.00 |
| S2 |
2,620.75 |
2,620.75 |
2,636.75 |
|
| S3 |
2,605.75 |
2,615.00 |
2,635.50 |
|
| S4 |
2,590.75 |
2,600.00 |
2,631.25 |
|
|
| 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% |
25.75 |
1.0% |
57% |
False |
False |
1,664,747 |
| 10 |
2,665.25 |
2,589.50 |
75.75 |
2.9% |
23.25 |
0.9% |
66% |
False |
False |
1,540,146 |
| 20 |
2,665.25 |
2,555.50 |
109.75 |
4.2% |
20.75 |
0.8% |
77% |
False |
False |
1,450,341 |
| 40 |
2,665.25 |
2,541.50 |
123.75 |
4.7% |
16.75 |
0.6% |
79% |
False |
False |
1,302,023 |
| 60 |
2,665.25 |
2,485.00 |
180.25 |
6.8% |
14.75 |
0.6% |
86% |
False |
False |
1,248,445 |
| 80 |
2,665.25 |
2,414.00 |
251.25 |
9.5% |
15.50 |
0.6% |
90% |
False |
False |
1,033,189 |
| 100 |
2,665.25 |
2,414.00 |
251.25 |
9.5% |
15.25 |
0.6% |
90% |
False |
False |
827,536 |
| 120 |
2,665.25 |
2,400.75 |
264.50 |
10.0% |
15.50 |
0.6% |
90% |
False |
False |
689,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,705.00 |
|
2.618 |
2,680.50 |
|
1.618 |
2,665.50 |
|
1.000 |
2,656.25 |
|
0.618 |
2,650.50 |
|
HIGH |
2,641.25 |
|
0.618 |
2,635.50 |
|
0.500 |
2,633.75 |
|
0.382 |
2,632.00 |
|
LOW |
2,626.25 |
|
0.618 |
2,617.00 |
|
1.000 |
2,611.25 |
|
1.618 |
2,602.00 |
|
2.618 |
2,587.00 |
|
4.250 |
2,562.50 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,637.50 |
2,637.75 |
| PP |
2,635.75 |
2,636.00 |
| S1 |
2,633.75 |
2,634.50 |
|