| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,404.25 |
6,385.00 |
-19.25 |
-0.3% |
6,371.00 |
| High |
6,407.75 |
6,418.75 |
11.00 |
0.2% |
6,391.75 |
| Low |
6,371.75 |
6,365.50 |
-6.25 |
-0.1% |
6,231.75 |
| Close |
6,384.25 |
6,398.50 |
14.25 |
0.2% |
6,340.00 |
| Range |
36.00 |
53.25 |
17.25 |
47.9% |
160.00 |
| ATR |
67.77 |
66.73 |
-1.04 |
-1.5% |
0.00 |
| Volume |
134,498 |
109,048 |
-25,450 |
-18.9% |
1,833,643 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,554.00 |
6,529.50 |
6,427.75 |
|
| R3 |
6,500.75 |
6,476.25 |
6,413.25 |
|
| R2 |
6,447.50 |
6,447.50 |
6,408.25 |
|
| R1 |
6,423.00 |
6,423.00 |
6,403.50 |
6,435.25 |
| PP |
6,394.25 |
6,394.25 |
6,394.25 |
6,400.50 |
| S1 |
6,369.75 |
6,369.75 |
6,393.50 |
6,382.00 |
| S2 |
6,341.00 |
6,341.00 |
6,388.75 |
|
| S3 |
6,287.75 |
6,316.50 |
6,383.75 |
|
| S4 |
6,234.50 |
6,263.25 |
6,369.25 |
|
|
| 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 |
6,418.75 |
6,288.75 |
130.00 |
2.0% |
53.00 |
0.8% |
84% |
True |
False |
179,454 |
| 10 |
6,418.75 |
6,231.75 |
187.00 |
2.9% |
80.00 |
1.2% |
89% |
True |
False |
329,125 |
| 20 |
6,429.50 |
6,230.75 |
198.75 |
3.1% |
69.75 |
1.1% |
84% |
False |
False |
308,648 |
| 40 |
6,429.50 |
6,011.00 |
418.50 |
6.5% |
64.25 |
1.0% |
93% |
False |
False |
307,443 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.2% |
58.25 |
0.9% |
95% |
False |
False |
290,388 |
| 80 |
6,429.50 |
5,784.50 |
645.00 |
10.1% |
58.50 |
0.9% |
95% |
False |
False |
244,795 |
| 100 |
6,429.50 |
5,760.00 |
669.50 |
10.5% |
60.75 |
0.9% |
95% |
False |
False |
196,062 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.5% |
62.75 |
1.0% |
96% |
False |
False |
163,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,645.00 |
|
2.618 |
6,558.25 |
|
1.618 |
6,505.00 |
|
1.000 |
6,472.00 |
|
0.618 |
6,451.75 |
|
HIGH |
6,418.75 |
|
0.618 |
6,398.50 |
|
0.500 |
6,392.00 |
|
0.382 |
6,385.75 |
|
LOW |
6,365.50 |
|
0.618 |
6,332.50 |
|
1.000 |
6,312.25 |
|
1.618 |
6,279.25 |
|
2.618 |
6,226.00 |
|
4.250 |
6,139.25 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,396.50 |
6,392.00 |
| PP |
6,394.25 |
6,385.75 |
| S1 |
6,392.00 |
6,379.25 |
|