| 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 |
2,630.50 |
2,639.50 |
9.00 |
0.3% |
2,654.50 |
| High |
2,641.25 |
2,652.50 |
11.25 |
0.4% |
2,665.25 |
| Low |
2,626.25 |
2,637.75 |
11.50 |
0.4% |
2,620.00 |
| Close |
2,639.50 |
2,651.00 |
11.50 |
0.4% |
2,651.00 |
| Range |
15.00 |
14.75 |
-0.25 |
-1.7% |
45.25 |
| ATR |
19.57 |
19.23 |
-0.34 |
-1.8% |
0.00 |
| Volume |
1,345,485 |
1,154,864 |
-190,621 |
-14.2% |
6,957,774 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,691.25 |
2,686.00 |
2,659.00 |
|
| R3 |
2,676.50 |
2,671.25 |
2,655.00 |
|
| R2 |
2,661.75 |
2,661.75 |
2,653.75 |
|
| R1 |
2,656.50 |
2,656.50 |
2,652.25 |
2,659.00 |
| PP |
2,647.00 |
2,647.00 |
2,647.00 |
2,648.50 |
| S1 |
2,641.75 |
2,641.75 |
2,649.75 |
2,644.50 |
| S2 |
2,632.25 |
2,632.25 |
2,648.25 |
|
| S3 |
2,617.50 |
2,627.00 |
2,647.00 |
|
| S4 |
2,602.75 |
2,612.25 |
2,643.00 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.25 |
2,761.25 |
2,676.00 |
|
| R3 |
2,736.00 |
2,716.00 |
2,663.50 |
|
| R2 |
2,690.75 |
2,690.75 |
2,659.25 |
|
| R1 |
2,670.75 |
2,670.75 |
2,655.25 |
2,658.00 |
| PP |
2,645.50 |
2,645.50 |
2,645.50 |
2,639.00 |
| S1 |
2,625.50 |
2,625.50 |
2,646.75 |
2,613.00 |
| S2 |
2,600.25 |
2,600.25 |
2,642.75 |
|
| S3 |
2,555.00 |
2,580.25 |
2,638.50 |
|
| S4 |
2,509.75 |
2,535.00 |
2,626.00 |
|
|
| 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 |
2,620.00 |
45.25 |
1.7% |
19.50 |
0.7% |
69% |
False |
False |
1,391,554 |
| 10 |
2,665.25 |
2,596.50 |
68.75 |
2.6% |
23.25 |
0.9% |
79% |
False |
False |
1,600,513 |
| 20 |
2,665.25 |
2,555.50 |
109.75 |
4.1% |
20.00 |
0.8% |
87% |
False |
False |
1,397,174 |
| 40 |
2,665.25 |
2,541.50 |
123.75 |
4.7% |
17.00 |
0.6% |
88% |
False |
False |
1,307,433 |
| 60 |
2,665.25 |
2,485.00 |
180.25 |
6.8% |
14.75 |
0.6% |
92% |
False |
False |
1,244,816 |
| 80 |
2,665.25 |
2,414.00 |
251.25 |
9.5% |
15.50 |
0.6% |
94% |
False |
False |
1,047,555 |
| 100 |
2,665.25 |
2,414.00 |
251.25 |
9.5% |
15.25 |
0.6% |
94% |
False |
False |
839,069 |
| 120 |
2,665.25 |
2,400.75 |
264.50 |
10.0% |
15.50 |
0.6% |
95% |
False |
False |
699,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,715.25 |
|
2.618 |
2,691.00 |
|
1.618 |
2,676.25 |
|
1.000 |
2,667.25 |
|
0.618 |
2,661.50 |
|
HIGH |
2,652.50 |
|
0.618 |
2,646.75 |
|
0.500 |
2,645.00 |
|
0.382 |
2,643.50 |
|
LOW |
2,637.75 |
|
0.618 |
2,628.75 |
|
1.000 |
2,623.00 |
|
1.618 |
2,614.00 |
|
2.618 |
2,599.25 |
|
4.250 |
2,575.00 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,649.00 |
2,646.00 |
| PP |
2,647.00 |
2,641.25 |
| S1 |
2,645.00 |
2,636.25 |
|