| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,652.00 |
2,662.75 |
10.75 |
0.4% |
2,654.50 |
| High |
2,664.75 |
2,670.25 |
5.50 |
0.2% |
2,665.25 |
| Low |
2,649.25 |
2,660.50 |
11.25 |
0.4% |
2,620.00 |
| Close |
2,661.50 |
2,665.00 |
3.50 |
0.1% |
2,651.00 |
| Range |
15.50 |
9.75 |
-5.75 |
-37.1% |
45.25 |
| ATR |
18.96 |
18.30 |
-0.66 |
-3.5% |
0.00 |
| Volume |
1,266,601 |
1,032,184 |
-234,417 |
-18.5% |
6,957,774 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.50 |
2,689.50 |
2,670.25 |
|
| R3 |
2,684.75 |
2,679.75 |
2,667.75 |
|
| R2 |
2,675.00 |
2,675.00 |
2,666.75 |
|
| R1 |
2,670.00 |
2,670.00 |
2,666.00 |
2,672.50 |
| PP |
2,665.25 |
2,665.25 |
2,665.25 |
2,666.50 |
| S1 |
2,660.25 |
2,660.25 |
2,664.00 |
2,662.75 |
| S2 |
2,655.50 |
2,655.50 |
2,663.25 |
|
| S3 |
2,645.75 |
2,650.50 |
2,662.25 |
|
| S4 |
2,636.00 |
2,640.75 |
2,659.75 |
|
|
| 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 |
2,670.25 |
2,620.00 |
50.25 |
1.9% |
14.00 |
0.5% |
90% |
True |
False |
1,221,360 |
| 10 |
2,670.25 |
2,605.00 |
65.25 |
2.4% |
22.00 |
0.8% |
92% |
True |
False |
1,578,539 |
| 20 |
2,670.25 |
2,555.50 |
114.75 |
4.3% |
19.75 |
0.7% |
95% |
True |
False |
1,399,844 |
| 40 |
2,670.25 |
2,541.50 |
128.75 |
4.8% |
17.25 |
0.6% |
96% |
True |
False |
1,322,041 |
| 60 |
2,670.25 |
2,485.00 |
185.25 |
7.0% |
15.00 |
0.6% |
97% |
True |
False |
1,242,159 |
| 80 |
2,670.25 |
2,414.00 |
256.25 |
9.6% |
15.00 |
0.6% |
98% |
True |
False |
1,075,934 |
| 100 |
2,670.25 |
2,414.00 |
256.25 |
9.6% |
15.25 |
0.6% |
98% |
True |
False |
862,020 |
| 120 |
2,670.25 |
2,400.75 |
269.50 |
10.1% |
15.50 |
0.6% |
98% |
True |
False |
718,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,711.75 |
|
2.618 |
2,695.75 |
|
1.618 |
2,686.00 |
|
1.000 |
2,680.00 |
|
0.618 |
2,676.25 |
|
HIGH |
2,670.25 |
|
0.618 |
2,666.50 |
|
0.500 |
2,665.50 |
|
0.382 |
2,664.25 |
|
LOW |
2,660.50 |
|
0.618 |
2,654.50 |
|
1.000 |
2,650.75 |
|
1.618 |
2,644.75 |
|
2.618 |
2,635.00 |
|
4.250 |
2,619.00 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,665.50 |
2,661.25 |
| PP |
2,665.25 |
2,657.75 |
| S1 |
2,665.00 |
2,654.00 |
|