| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,665.50 |
2,650.00 |
-15.50 |
-0.6% |
2,652.00 |
| High |
2,670.75 |
2,669.02 |
-1.73 |
-0.1% |
2,672.50 |
| Low |
2,649.25 |
2,650.00 |
0.75 |
0.0% |
2,649.25 |
| Close |
2,653.25 |
2,669.02 |
15.77 |
0.6% |
2,669.02 |
| Range |
21.50 |
19.02 |
-2.48 |
-11.5% |
23.25 |
| ATR |
18.36 |
18.41 |
0.05 |
0.3% |
0.00 |
| Volume |
473,836 |
34,566 |
-439,270 |
-92.7% |
3,565,507 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,719.75 |
2,713.50 |
2,679.50 |
|
| R3 |
2,700.75 |
2,694.50 |
2,674.25 |
|
| R2 |
2,681.75 |
2,681.75 |
2,672.50 |
|
| R1 |
2,675.25 |
2,675.25 |
2,670.75 |
2,678.50 |
| PP |
2,662.75 |
2,662.75 |
2,662.75 |
2,664.25 |
| S1 |
2,656.25 |
2,656.25 |
2,667.25 |
2,659.50 |
| S2 |
2,643.75 |
2,643.75 |
2,665.50 |
|
| S3 |
2,624.75 |
2,637.25 |
2,663.75 |
|
| S4 |
2,605.50 |
2,618.25 |
2,658.50 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.25 |
2,724.50 |
2,681.75 |
|
| R3 |
2,710.00 |
2,701.25 |
2,675.50 |
|
| R2 |
2,686.75 |
2,686.75 |
2,673.25 |
|
| R1 |
2,678.00 |
2,678.00 |
2,671.25 |
2,682.50 |
| PP |
2,663.50 |
2,663.50 |
2,663.50 |
2,665.75 |
| S1 |
2,654.75 |
2,654.75 |
2,667.00 |
2,659.25 |
| S2 |
2,640.25 |
2,640.25 |
2,664.75 |
|
| S3 |
2,617.00 |
2,631.50 |
2,662.75 |
|
| S4 |
2,593.75 |
2,608.25 |
2,656.25 |
|
|
| 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 |
2,649.25 |
23.25 |
0.9% |
16.25 |
0.6% |
85% |
False |
False |
713,101 |
| 10 |
2,672.50 |
2,620.00 |
52.50 |
2.0% |
18.00 |
0.7% |
93% |
False |
False |
1,052,328 |
| 20 |
2,672.50 |
2,567.75 |
104.75 |
3.9% |
19.25 |
0.7% |
97% |
False |
False |
1,211,695 |
| 40 |
2,672.50 |
2,541.50 |
131.00 |
4.9% |
17.75 |
0.7% |
97% |
False |
False |
1,282,336 |
| 60 |
2,672.50 |
2,485.00 |
187.50 |
7.0% |
15.50 |
0.6% |
98% |
False |
False |
1,208,077 |
| 80 |
2,672.50 |
2,419.25 |
253.25 |
9.5% |
15.00 |
0.6% |
99% |
False |
False |
1,091,399 |
| 100 |
2,672.50 |
2,414.00 |
258.50 |
9.7% |
15.50 |
0.6% |
99% |
False |
False |
874,583 |
| 120 |
2,672.50 |
2,400.75 |
271.75 |
10.2% |
15.50 |
0.6% |
99% |
False |
False |
729,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,749.75 |
|
2.618 |
2,718.75 |
|
1.618 |
2,699.75 |
|
1.000 |
2,688.00 |
|
0.618 |
2,680.75 |
|
HIGH |
2,669.00 |
|
0.618 |
2,661.75 |
|
0.500 |
2,659.50 |
|
0.382 |
2,657.25 |
|
LOW |
2,650.00 |
|
0.618 |
2,638.25 |
|
1.000 |
2,631.00 |
|
1.618 |
2,619.25 |
|
2.618 |
2,600.25 |
|
4.250 |
2,569.25 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,665.75 |
2,666.25 |
| PP |
2,662.75 |
2,663.50 |
| S1 |
2,659.50 |
2,661.00 |
|