| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,662.75 |
2,665.50 |
2.75 |
0.1% |
2,654.50 |
| High |
2,670.25 |
2,672.50 |
2.25 |
0.1% |
2,665.25 |
| Low |
2,660.50 |
2,656.75 |
-3.75 |
-0.1% |
2,620.00 |
| Close |
2,665.00 |
2,666.50 |
1.50 |
0.1% |
2,651.00 |
| Range |
9.75 |
15.75 |
6.00 |
61.5% |
45.25 |
| ATR |
18.30 |
18.12 |
-0.18 |
-1.0% |
0.00 |
| Volume |
1,032,184 |
758,320 |
-273,864 |
-26.5% |
6,957,774 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.50 |
2,705.25 |
2,675.25 |
|
| R3 |
2,696.75 |
2,689.50 |
2,670.75 |
|
| R2 |
2,681.00 |
2,681.00 |
2,669.50 |
|
| R1 |
2,673.75 |
2,673.75 |
2,668.00 |
2,677.50 |
| PP |
2,665.25 |
2,665.25 |
2,665.25 |
2,667.00 |
| S1 |
2,658.00 |
2,658.00 |
2,665.00 |
2,661.50 |
| S2 |
2,649.50 |
2,649.50 |
2,663.50 |
|
| S3 |
2,633.75 |
2,642.25 |
2,662.25 |
|
| S4 |
2,618.00 |
2,626.50 |
2,657.75 |
|
|
| 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 |
2,672.50 |
2,626.25 |
46.25 |
1.7% |
14.25 |
0.5% |
87% |
True |
False |
1,111,490 |
| 10 |
2,672.50 |
2,605.00 |
67.50 |
2.5% |
22.00 |
0.8% |
91% |
True |
False |
1,488,194 |
| 20 |
2,672.50 |
2,555.50 |
117.00 |
4.4% |
19.50 |
0.7% |
95% |
True |
False |
1,358,616 |
| 40 |
2,672.50 |
2,541.50 |
131.00 |
4.9% |
17.50 |
0.7% |
95% |
True |
False |
1,322,531 |
| 60 |
2,672.50 |
2,485.00 |
187.50 |
7.0% |
15.00 |
0.6% |
97% |
True |
False |
1,238,779 |
| 80 |
2,672.50 |
2,419.25 |
253.25 |
9.5% |
15.00 |
0.6% |
98% |
True |
False |
1,085,333 |
| 100 |
2,672.50 |
2,414.00 |
258.50 |
9.7% |
15.25 |
0.6% |
98% |
True |
False |
869,589 |
| 120 |
2,672.50 |
2,400.75 |
271.75 |
10.2% |
15.50 |
0.6% |
98% |
True |
False |
725,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,739.50 |
|
2.618 |
2,713.75 |
|
1.618 |
2,698.00 |
|
1.000 |
2,688.25 |
|
0.618 |
2,682.25 |
|
HIGH |
2,672.50 |
|
0.618 |
2,666.50 |
|
0.500 |
2,664.50 |
|
0.382 |
2,662.75 |
|
LOW |
2,656.75 |
|
0.618 |
2,647.00 |
|
1.000 |
2,641.00 |
|
1.618 |
2,631.25 |
|
2.618 |
2,615.50 |
|
4.250 |
2,589.75 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,666.00 |
2,664.50 |
| PP |
2,665.25 |
2,662.75 |
| S1 |
2,664.50 |
2,661.00 |
|