| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,255.50 |
6,269.00 |
13.50 |
0.2% |
6,414.25 |
| High |
6,339.75 |
6,307.00 |
-32.75 |
-0.5% |
6,429.50 |
| Low |
6,231.75 |
6,232.50 |
0.75 |
0.0% |
6,246.00 |
| Close |
6,271.75 |
6,293.00 |
21.25 |
0.3% |
6,346.25 |
| Range |
108.00 |
74.50 |
-33.50 |
-31.0% |
183.50 |
| ATR |
72.89 |
73.00 |
0.12 |
0.2% |
0.00 |
| Volume |
443,788 |
363,675 |
-80,113 |
-18.1% |
2,202,987 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,501.00 |
6,471.50 |
6,334.00 |
|
| R3 |
6,426.50 |
6,397.00 |
6,313.50 |
|
| R2 |
6,352.00 |
6,352.00 |
6,306.75 |
|
| R1 |
6,322.50 |
6,322.50 |
6,299.75 |
6,337.25 |
| PP |
6,277.50 |
6,277.50 |
6,277.50 |
6,285.00 |
| S1 |
6,248.00 |
6,248.00 |
6,286.25 |
6,262.75 |
| S2 |
6,203.00 |
6,203.00 |
6,279.25 |
|
| S3 |
6,128.50 |
6,173.50 |
6,272.50 |
|
| S4 |
6,054.00 |
6,099.00 |
6,252.00 |
|
|
| 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 |
6,391.75 |
6,231.75 |
160.00 |
2.5% |
107.00 |
1.7% |
38% |
False |
False |
478,796 |
| 10 |
6,429.50 |
6,231.75 |
197.75 |
3.1% |
81.00 |
1.3% |
31% |
False |
False |
384,077 |
| 20 |
6,429.50 |
6,230.75 |
198.75 |
3.2% |
71.00 |
1.1% |
31% |
False |
False |
344,155 |
| 40 |
6,429.50 |
6,011.00 |
418.50 |
6.7% |
61.25 |
1.0% |
67% |
False |
False |
307,049 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.3% |
57.50 |
0.9% |
77% |
False |
False |
295,920 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.6% |
59.50 |
0.9% |
80% |
False |
False |
233,691 |
| 100 |
6,429.50 |
5,760.00 |
669.50 |
10.6% |
60.50 |
1.0% |
80% |
False |
False |
187,106 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.7% |
63.50 |
1.0% |
84% |
False |
False |
155,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,623.50 |
|
2.618 |
6,502.00 |
|
1.618 |
6,427.50 |
|
1.000 |
6,381.50 |
|
0.618 |
6,353.00 |
|
HIGH |
6,307.00 |
|
0.618 |
6,278.50 |
|
0.500 |
6,269.75 |
|
0.382 |
6,261.00 |
|
LOW |
6,232.50 |
|
0.618 |
6,186.50 |
|
1.000 |
6,158.00 |
|
1.618 |
6,112.00 |
|
2.618 |
6,037.50 |
|
4.250 |
5,916.00 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,285.25 |
6,311.75 |
| PP |
6,277.50 |
6,305.50 |
| S1 |
6,269.75 |
6,299.25 |
|