| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,306.50 |
6,353.75 |
47.25 |
0.7% |
6,414.25 |
| High |
6,377.50 |
6,369.00 |
-8.50 |
-0.1% |
6,429.50 |
| Low |
6,289.00 |
6,246.00 |
-43.00 |
-0.7% |
6,246.00 |
| Close |
6,369.00 |
6,346.25 |
-22.75 |
-0.4% |
6,346.25 |
| Range |
88.50 |
123.00 |
34.50 |
39.0% |
183.50 |
| ATR |
60.26 |
64.74 |
4.48 |
7.4% |
0.00 |
| Volume |
457,769 |
608,005 |
150,236 |
32.8% |
2,202,987 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,689.50 |
6,640.75 |
6,414.00 |
|
| R3 |
6,566.50 |
6,517.75 |
6,380.00 |
|
| R2 |
6,443.50 |
6,443.50 |
6,368.75 |
|
| R1 |
6,394.75 |
6,394.75 |
6,357.50 |
6,357.50 |
| PP |
6,320.50 |
6,320.50 |
6,320.50 |
6,301.75 |
| S1 |
6,271.75 |
6,271.75 |
6,335.00 |
6,234.50 |
| S2 |
6,197.50 |
6,197.50 |
6,323.75 |
|
| S3 |
6,074.50 |
6,148.75 |
6,312.50 |
|
| S4 |
5,951.50 |
6,025.75 |
6,278.50 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,891.00 |
6,802.25 |
6,447.25 |
|
| R3 |
6,707.50 |
6,618.75 |
6,396.75 |
|
| R2 |
6,524.00 |
6,524.00 |
6,380.00 |
|
| R1 |
6,435.25 |
6,435.25 |
6,363.00 |
6,388.00 |
| PP |
6,340.50 |
6,340.50 |
6,340.50 |
6,317.00 |
| S1 |
6,251.75 |
6,251.75 |
6,329.50 |
6,204.50 |
| S2 |
6,157.00 |
6,157.00 |
6,312.50 |
|
| S3 |
5,973.50 |
6,068.25 |
6,295.75 |
|
| S4 |
5,790.00 |
5,884.75 |
6,245.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,429.50 |
6,246.00 |
183.50 |
2.9% |
85.50 |
1.3% |
55% |
False |
True |
440,597 |
| 10 |
6,429.50 |
6,246.00 |
183.50 |
2.9% |
64.25 |
1.0% |
55% |
False |
True |
320,816 |
| 20 |
6,429.50 |
6,230.75 |
198.75 |
3.1% |
62.00 |
1.0% |
58% |
False |
False |
317,956 |
| 40 |
6,429.50 |
6,011.00 |
418.50 |
6.6% |
56.00 |
0.9% |
80% |
False |
False |
289,527 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.3% |
54.75 |
0.9% |
86% |
False |
False |
287,139 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.5% |
59.50 |
0.9% |
88% |
False |
False |
217,141 |
| 100 |
6,429.50 |
5,760.00 |
669.50 |
10.5% |
58.50 |
0.9% |
88% |
False |
False |
173,833 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.6% |
62.75 |
1.0% |
90% |
False |
False |
144,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,891.75 |
|
2.618 |
6,691.00 |
|
1.618 |
6,568.00 |
|
1.000 |
6,492.00 |
|
0.618 |
6,445.00 |
|
HIGH |
6,369.00 |
|
0.618 |
6,322.00 |
|
0.500 |
6,307.50 |
|
0.382 |
6,293.00 |
|
LOW |
6,246.00 |
|
0.618 |
6,170.00 |
|
1.000 |
6,123.00 |
|
1.618 |
6,047.00 |
|
2.618 |
5,924.00 |
|
4.250 |
5,723.25 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,333.25 |
6,343.25 |
| PP |
6,320.50 |
6,340.25 |
| S1 |
6,307.50 |
6,337.25 |
|