| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,665.50 |
2,665.50 |
0.00 |
0.0% |
2,654.50 |
| High |
2,672.50 |
2,670.75 |
-1.75 |
-0.1% |
2,665.25 |
| Low |
2,656.75 |
2,649.25 |
-7.50 |
-0.3% |
2,620.00 |
| Close |
2,666.50 |
2,653.25 |
-13.25 |
-0.5% |
2,651.00 |
| Range |
15.75 |
21.50 |
5.75 |
36.5% |
45.25 |
| ATR |
18.12 |
18.36 |
0.24 |
1.3% |
0.00 |
| Volume |
758,320 |
473,836 |
-284,484 |
-37.5% |
6,957,774 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.25 |
2,709.25 |
2,665.00 |
|
| R3 |
2,700.75 |
2,687.75 |
2,659.25 |
|
| R2 |
2,679.25 |
2,679.25 |
2,657.25 |
|
| R1 |
2,666.25 |
2,666.25 |
2,655.25 |
2,662.00 |
| PP |
2,657.75 |
2,657.75 |
2,657.75 |
2,655.50 |
| S1 |
2,644.75 |
2,644.75 |
2,651.25 |
2,640.50 |
| S2 |
2,636.25 |
2,636.25 |
2,649.25 |
|
| S3 |
2,614.75 |
2,623.25 |
2,647.25 |
|
| S4 |
2,593.25 |
2,601.75 |
2,641.50 |
|
|
| 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 |
2,637.75 |
34.75 |
1.3% |
15.50 |
0.6% |
45% |
False |
False |
937,161 |
| 10 |
2,672.50 |
2,605.00 |
67.50 |
2.5% |
20.50 |
0.8% |
71% |
False |
False |
1,300,954 |
| 20 |
2,672.50 |
2,562.25 |
110.25 |
4.2% |
19.50 |
0.7% |
83% |
False |
False |
1,286,410 |
| 40 |
2,672.50 |
2,541.50 |
131.00 |
4.9% |
17.75 |
0.7% |
85% |
False |
False |
1,315,542 |
| 60 |
2,672.50 |
2,485.00 |
187.50 |
7.1% |
15.25 |
0.6% |
90% |
False |
False |
1,226,128 |
| 80 |
2,672.50 |
2,419.25 |
253.25 |
9.5% |
15.00 |
0.6% |
92% |
False |
False |
1,091,072 |
| 100 |
2,672.50 |
2,414.00 |
258.50 |
9.7% |
15.25 |
0.6% |
93% |
False |
False |
874,280 |
| 120 |
2,672.50 |
2,400.75 |
271.75 |
10.2% |
15.50 |
0.6% |
93% |
False |
False |
728,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,762.00 |
|
2.618 |
2,727.00 |
|
1.618 |
2,705.50 |
|
1.000 |
2,692.25 |
|
0.618 |
2,684.00 |
|
HIGH |
2,670.75 |
|
0.618 |
2,662.50 |
|
0.500 |
2,660.00 |
|
0.382 |
2,657.50 |
|
LOW |
2,649.25 |
|
0.618 |
2,636.00 |
|
1.000 |
2,627.75 |
|
1.618 |
2,614.50 |
|
2.618 |
2,593.00 |
|
4.250 |
2,558.00 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,660.00 |
2,661.00 |
| PP |
2,657.75 |
2,658.25 |
| S1 |
2,655.50 |
2,655.75 |
|