| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,298.00 |
6,322.25 |
24.25 |
0.4% |
6,371.00 |
| High |
6,335.50 |
6,379.00 |
43.50 |
0.7% |
6,391.75 |
| Low |
6,288.75 |
6,320.50 |
31.75 |
0.5% |
6,231.75 |
| Close |
6,323.00 |
6,340.00 |
17.00 |
0.3% |
6,340.00 |
| Range |
46.75 |
58.50 |
11.75 |
25.1% |
160.00 |
| ATR |
71.13 |
70.23 |
-0.90 |
-1.3% |
0.00 |
| Volume |
325,352 |
180,084 |
-145,268 |
-44.6% |
1,833,643 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,522.00 |
6,489.50 |
6,372.25 |
|
| R3 |
6,463.50 |
6,431.00 |
6,356.00 |
|
| R2 |
6,405.00 |
6,405.00 |
6,350.75 |
|
| R1 |
6,372.50 |
6,372.50 |
6,345.25 |
6,388.75 |
| PP |
6,346.50 |
6,346.50 |
6,346.50 |
6,354.50 |
| S1 |
6,314.00 |
6,314.00 |
6,334.75 |
6,330.25 |
| S2 |
6,288.00 |
6,288.00 |
6,329.25 |
|
| S3 |
6,229.50 |
6,255.50 |
6,324.00 |
|
| S4 |
6,171.00 |
6,197.00 |
6,307.75 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,801.25 |
6,730.50 |
6,428.00 |
|
| R3 |
6,641.25 |
6,570.50 |
6,384.00 |
|
| R2 |
6,481.25 |
6,481.25 |
6,369.25 |
|
| R1 |
6,410.50 |
6,410.50 |
6,354.75 |
6,366.00 |
| PP |
6,321.25 |
6,321.25 |
6,321.25 |
6,298.75 |
| S1 |
6,250.50 |
6,250.50 |
6,325.25 |
6,206.00 |
| S2 |
6,161.25 |
6,161.25 |
6,310.75 |
|
| S3 |
6,001.25 |
6,090.50 |
6,296.00 |
|
| S4 |
5,841.25 |
5,930.50 |
6,252.00 |
|
|
| 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% |
85.75 |
1.4% |
68% |
False |
False |
366,728 |
| 10 |
6,429.50 |
6,231.75 |
197.75 |
3.1% |
85.50 |
1.4% |
55% |
False |
False |
403,663 |
| 20 |
6,429.50 |
6,230.75 |
198.75 |
3.1% |
68.75 |
1.1% |
55% |
False |
False |
331,001 |
| 40 |
6,429.50 |
6,011.00 |
418.50 |
6.6% |
62.25 |
1.0% |
79% |
False |
False |
310,161 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.3% |
58.25 |
0.9% |
85% |
False |
False |
295,795 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.6% |
59.75 |
0.9% |
87% |
False |
False |
239,975 |
| 100 |
6,429.50 |
5,760.00 |
669.50 |
10.6% |
60.50 |
1.0% |
87% |
False |
False |
192,154 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.6% |
63.00 |
1.0% |
90% |
False |
False |
160,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,627.50 |
|
2.618 |
6,532.25 |
|
1.618 |
6,473.75 |
|
1.000 |
6,437.50 |
|
0.618 |
6,415.25 |
|
HIGH |
6,379.00 |
|
0.618 |
6,356.75 |
|
0.500 |
6,349.75 |
|
0.382 |
6,342.75 |
|
LOW |
6,320.50 |
|
0.618 |
6,284.25 |
|
1.000 |
6,262.00 |
|
1.618 |
6,225.75 |
|
2.618 |
6,167.25 |
|
4.250 |
6,072.00 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,349.75 |
6,328.50 |
| PP |
6,346.50 |
6,317.25 |
| S1 |
6,343.25 |
6,305.75 |
|