| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,639.50 |
2,652.00 |
12.50 |
0.5% |
2,654.50 |
| High |
2,652.50 |
2,664.75 |
12.25 |
0.5% |
2,665.25 |
| Low |
2,637.75 |
2,649.25 |
11.50 |
0.4% |
2,620.00 |
| Close |
2,651.00 |
2,661.50 |
10.50 |
0.4% |
2,651.00 |
| Range |
14.75 |
15.50 |
0.75 |
5.1% |
45.25 |
| ATR |
19.23 |
18.96 |
-0.27 |
-1.4% |
0.00 |
| Volume |
1,154,864 |
1,266,601 |
111,737 |
9.7% |
6,957,774 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.00 |
2,698.75 |
2,670.00 |
|
| R3 |
2,689.50 |
2,683.25 |
2,665.75 |
|
| R2 |
2,674.00 |
2,674.00 |
2,664.25 |
|
| R1 |
2,667.75 |
2,667.75 |
2,663.00 |
2,671.00 |
| PP |
2,658.50 |
2,658.50 |
2,658.50 |
2,660.00 |
| S1 |
2,652.25 |
2,652.25 |
2,660.00 |
2,655.50 |
| S2 |
2,643.00 |
2,643.00 |
2,658.75 |
|
| S3 |
2,627.50 |
2,636.75 |
2,657.25 |
|
| S4 |
2,612.00 |
2,621.25 |
2,653.00 |
|
|
| 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 |
2,664.75 |
2,620.00 |
44.75 |
1.7% |
16.25 |
0.6% |
93% |
True |
False |
1,293,487 |
| 10 |
2,665.25 |
2,597.50 |
67.75 |
2.5% |
24.00 |
0.9% |
94% |
False |
False |
1,631,162 |
| 20 |
2,665.25 |
2,555.50 |
109.75 |
4.1% |
20.00 |
0.8% |
97% |
False |
False |
1,400,843 |
| 40 |
2,665.25 |
2,541.50 |
123.75 |
4.6% |
17.00 |
0.6% |
97% |
False |
False |
1,316,135 |
| 60 |
2,665.25 |
2,485.00 |
180.25 |
6.8% |
15.00 |
0.6% |
98% |
False |
False |
1,243,137 |
| 80 |
2,665.25 |
2,414.00 |
251.25 |
9.4% |
15.00 |
0.6% |
99% |
False |
False |
1,063,165 |
| 100 |
2,665.25 |
2,414.00 |
251.25 |
9.4% |
15.25 |
0.6% |
99% |
False |
False |
851,711 |
| 120 |
2,665.25 |
2,400.75 |
264.50 |
9.9% |
15.50 |
0.6% |
99% |
False |
False |
710,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.50 |
|
2.618 |
2,705.25 |
|
1.618 |
2,689.75 |
|
1.000 |
2,680.25 |
|
0.618 |
2,674.25 |
|
HIGH |
2,664.75 |
|
0.618 |
2,658.75 |
|
0.500 |
2,657.00 |
|
0.382 |
2,655.25 |
|
LOW |
2,649.25 |
|
0.618 |
2,639.75 |
|
1.000 |
2,633.75 |
|
1.618 |
2,624.25 |
|
2.618 |
2,608.75 |
|
4.250 |
2,583.50 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,660.00 |
2,656.25 |
| PP |
2,658.50 |
2,650.75 |
| S1 |
2,657.00 |
2,645.50 |
|