| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,322.25 |
6,343.00 |
20.75 |
0.3% |
6,371.00 |
| High |
6,379.00 |
6,409.75 |
30.75 |
0.5% |
6,391.75 |
| Low |
6,320.50 |
6,339.75 |
19.25 |
0.3% |
6,231.75 |
| Close |
6,340.00 |
6,397.50 |
57.50 |
0.9% |
6,340.00 |
| Range |
58.50 |
70.00 |
11.50 |
19.7% |
160.00 |
| ATR |
70.23 |
70.21 |
-0.02 |
0.0% |
0.00 |
| Volume |
180,084 |
148,290 |
-31,794 |
-17.7% |
1,833,643 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,592.25 |
6,565.00 |
6,436.00 |
|
| R3 |
6,522.25 |
6,495.00 |
6,416.75 |
|
| R2 |
6,452.25 |
6,452.25 |
6,410.25 |
|
| R1 |
6,425.00 |
6,425.00 |
6,404.00 |
6,438.50 |
| PP |
6,382.25 |
6,382.25 |
6,382.25 |
6,389.25 |
| S1 |
6,355.00 |
6,355.00 |
6,391.00 |
6,368.50 |
| S2 |
6,312.25 |
6,312.25 |
6,384.75 |
|
| S3 |
6,242.25 |
6,285.00 |
6,378.25 |
|
| S4 |
6,172.25 |
6,215.00 |
6,359.00 |
|
|
| 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 |
6,409.75 |
6,231.75 |
178.00 |
2.8% |
71.50 |
1.1% |
93% |
True |
False |
292,237 |
| 10 |
6,429.50 |
6,231.75 |
197.75 |
3.1% |
89.75 |
1.4% |
84% |
False |
False |
398,079 |
| 20 |
6,429.50 |
6,230.75 |
198.75 |
3.1% |
70.25 |
1.1% |
84% |
False |
False |
325,079 |
| 40 |
6,429.50 |
6,011.00 |
418.50 |
6.5% |
63.25 |
1.0% |
92% |
False |
False |
309,405 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.2% |
58.25 |
0.9% |
95% |
False |
False |
293,799 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.5% |
59.00 |
0.9% |
95% |
False |
False |
241,803 |
| 100 |
6,429.50 |
5,760.00 |
669.50 |
10.5% |
60.75 |
0.9% |
95% |
False |
False |
193,634 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.5% |
63.00 |
1.0% |
96% |
False |
False |
161,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,707.25 |
|
2.618 |
6,593.00 |
|
1.618 |
6,523.00 |
|
1.000 |
6,479.75 |
|
0.618 |
6,453.00 |
|
HIGH |
6,409.75 |
|
0.618 |
6,383.00 |
|
0.500 |
6,374.75 |
|
0.382 |
6,366.50 |
|
LOW |
6,339.75 |
|
0.618 |
6,296.50 |
|
1.000 |
6,269.75 |
|
1.618 |
6,226.50 |
|
2.618 |
6,156.50 |
|
4.250 |
6,042.25 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,390.00 |
6,381.50 |
| PP |
6,382.25 |
6,365.25 |
| S1 |
6,374.75 |
6,349.25 |
|