| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,343.00 |
6,404.25 |
61.25 |
1.0% |
6,371.00 |
| High |
6,409.75 |
6,407.75 |
-2.00 |
0.0% |
6,391.75 |
| Low |
6,339.75 |
6,371.75 |
32.00 |
0.5% |
6,231.75 |
| Close |
6,397.50 |
6,384.25 |
-13.25 |
-0.2% |
6,340.00 |
| Range |
70.00 |
36.00 |
-34.00 |
-48.6% |
160.00 |
| ATR |
70.21 |
67.77 |
-2.44 |
-3.5% |
0.00 |
| Volume |
148,290 |
134,498 |
-13,792 |
-9.3% |
1,833,643 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,496.00 |
6,476.00 |
6,404.00 |
|
| R3 |
6,460.00 |
6,440.00 |
6,394.25 |
|
| R2 |
6,424.00 |
6,424.00 |
6,390.75 |
|
| R1 |
6,404.00 |
6,404.00 |
6,387.50 |
6,396.00 |
| PP |
6,388.00 |
6,388.00 |
6,388.00 |
6,384.00 |
| S1 |
6,368.00 |
6,368.00 |
6,381.00 |
6,360.00 |
| S2 |
6,352.00 |
6,352.00 |
6,377.75 |
|
| S3 |
6,316.00 |
6,332.00 |
6,374.25 |
|
| S4 |
6,280.00 |
6,296.00 |
6,364.50 |
|
|
| 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 |
6,232.50 |
177.25 |
2.8% |
57.25 |
0.9% |
86% |
False |
False |
230,379 |
| 10 |
6,428.50 |
6,231.75 |
196.75 |
3.1% |
89.25 |
1.4% |
78% |
False |
False |
380,796 |
| 20 |
6,429.50 |
6,230.75 |
198.75 |
3.1% |
69.75 |
1.1% |
77% |
False |
False |
320,335 |
| 40 |
6,429.50 |
6,011.00 |
418.50 |
6.6% |
63.50 |
1.0% |
89% |
False |
False |
308,577 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.2% |
58.00 |
0.9% |
92% |
False |
False |
292,112 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.5% |
58.50 |
0.9% |
93% |
False |
False |
243,458 |
| 100 |
6,429.50 |
5,760.00 |
669.50 |
10.5% |
60.75 |
1.0% |
93% |
False |
False |
194,975 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.5% |
62.75 |
1.0% |
95% |
False |
False |
162,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,560.75 |
|
2.618 |
6,502.00 |
|
1.618 |
6,466.00 |
|
1.000 |
6,443.75 |
|
0.618 |
6,430.00 |
|
HIGH |
6,407.75 |
|
0.618 |
6,394.00 |
|
0.500 |
6,389.75 |
|
0.382 |
6,385.50 |
|
LOW |
6,371.75 |
|
0.618 |
6,349.50 |
|
1.000 |
6,335.75 |
|
1.618 |
6,313.50 |
|
2.618 |
6,277.50 |
|
4.250 |
6,218.75 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,389.75 |
6,378.00 |
| PP |
6,388.00 |
6,371.50 |
| S1 |
6,386.00 |
6,365.00 |
|