| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,269.00 |
6,298.00 |
29.00 |
0.5% |
6,414.25 |
| High |
6,307.00 |
6,335.50 |
28.50 |
0.5% |
6,429.50 |
| Low |
6,232.50 |
6,288.75 |
56.25 |
0.9% |
6,246.00 |
| Close |
6,293.00 |
6,323.00 |
30.00 |
0.5% |
6,346.25 |
| Range |
74.50 |
46.75 |
-27.75 |
-37.2% |
183.50 |
| ATR |
73.00 |
71.13 |
-1.88 |
-2.6% |
0.00 |
| Volume |
363,675 |
325,352 |
-38,323 |
-10.5% |
2,202,987 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,456.00 |
6,436.25 |
6,348.75 |
|
| R3 |
6,409.25 |
6,389.50 |
6,335.75 |
|
| R2 |
6,362.50 |
6,362.50 |
6,331.50 |
|
| R1 |
6,342.75 |
6,342.75 |
6,327.25 |
6,352.50 |
| PP |
6,315.75 |
6,315.75 |
6,315.75 |
6,320.75 |
| S1 |
6,296.00 |
6,296.00 |
6,318.75 |
6,306.00 |
| S2 |
6,269.00 |
6,269.00 |
6,314.50 |
|
| S3 |
6,222.25 |
6,249.25 |
6,310.25 |
|
| S4 |
6,175.50 |
6,202.50 |
6,297.25 |
|
|
| 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% |
98.75 |
1.6% |
57% |
False |
False |
452,312 |
| 10 |
6,429.50 |
6,231.75 |
197.75 |
3.1% |
83.75 |
1.3% |
46% |
False |
False |
397,498 |
| 20 |
6,429.50 |
6,230.75 |
198.75 |
3.1% |
71.00 |
1.1% |
46% |
False |
False |
349,510 |
| 40 |
6,429.50 |
6,011.00 |
418.50 |
6.6% |
61.50 |
1.0% |
75% |
False |
False |
310,661 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.3% |
57.75 |
0.9% |
82% |
False |
False |
297,525 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.6% |
59.50 |
0.9% |
84% |
False |
False |
237,741 |
| 100 |
6,429.50 |
5,760.00 |
669.50 |
10.6% |
60.25 |
1.0% |
84% |
False |
False |
190,357 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.6% |
63.00 |
1.0% |
88% |
False |
False |
158,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,534.25 |
|
2.618 |
6,458.00 |
|
1.618 |
6,411.25 |
|
1.000 |
6,382.25 |
|
0.618 |
6,364.50 |
|
HIGH |
6,335.50 |
|
0.618 |
6,317.75 |
|
0.500 |
6,312.00 |
|
0.382 |
6,306.50 |
|
LOW |
6,288.75 |
|
0.618 |
6,259.75 |
|
1.000 |
6,242.00 |
|
1.618 |
6,213.00 |
|
2.618 |
6,166.25 |
|
4.250 |
6,090.00 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,319.50 |
6,310.50 |
| PP |
6,315.75 |
6,298.25 |
| S1 |
6,312.00 |
6,285.75 |
|