| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,353.75 |
6,371.00 |
17.25 |
0.3% |
6,414.25 |
| High |
6,369.00 |
6,391.75 |
22.75 |
0.4% |
6,429.50 |
| Low |
6,246.00 |
6,250.75 |
4.75 |
0.1% |
6,246.00 |
| Close |
6,346.25 |
6,265.25 |
-81.00 |
-1.3% |
6,346.25 |
| Range |
123.00 |
141.00 |
18.00 |
14.6% |
183.50 |
| ATR |
64.74 |
70.19 |
5.45 |
8.4% |
0.00 |
| Volume |
608,005 |
520,744 |
-87,261 |
-14.4% |
2,202,987 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,725.50 |
6,636.50 |
6,342.75 |
|
| R3 |
6,584.50 |
6,495.50 |
6,304.00 |
|
| R2 |
6,443.50 |
6,443.50 |
6,291.00 |
|
| R1 |
6,354.50 |
6,354.50 |
6,278.25 |
6,328.50 |
| PP |
6,302.50 |
6,302.50 |
6,302.50 |
6,289.50 |
| S1 |
6,213.50 |
6,213.50 |
6,252.25 |
6,187.50 |
| S2 |
6,161.50 |
6,161.50 |
6,239.50 |
|
| S3 |
6,020.50 |
6,072.50 |
6,226.50 |
|
| S4 |
5,879.50 |
5,931.50 |
6,187.75 |
|
|
| 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% |
107.75 |
1.7% |
10% |
False |
False |
503,921 |
| 10 |
6,429.50 |
6,246.00 |
183.50 |
2.9% |
74.00 |
1.2% |
10% |
False |
False |
345,306 |
| 20 |
6,429.50 |
6,230.75 |
198.75 |
3.2% |
66.00 |
1.1% |
17% |
False |
False |
328,909 |
| 40 |
6,429.50 |
6,011.00 |
418.50 |
6.7% |
58.75 |
0.9% |
61% |
False |
False |
296,730 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.4% |
56.00 |
0.9% |
72% |
False |
False |
291,757 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.7% |
59.25 |
0.9% |
75% |
False |
False |
223,630 |
| 100 |
6,429.50 |
5,760.00 |
669.50 |
10.7% |
59.50 |
1.0% |
75% |
False |
False |
179,036 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.7% |
63.00 |
1.0% |
81% |
False |
False |
149,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,991.00 |
|
2.618 |
6,761.00 |
|
1.618 |
6,620.00 |
|
1.000 |
6,532.75 |
|
0.618 |
6,479.00 |
|
HIGH |
6,391.75 |
|
0.618 |
6,338.00 |
|
0.500 |
6,321.25 |
|
0.382 |
6,304.50 |
|
LOW |
6,250.75 |
|
0.618 |
6,163.50 |
|
1.000 |
6,109.75 |
|
1.618 |
6,022.50 |
|
2.618 |
5,881.50 |
|
4.250 |
5,651.50 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,321.25 |
6,319.00 |
| PP |
6,302.50 |
6,301.00 |
| S1 |
6,284.00 |
6,283.00 |
|