| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,385.00 |
6,396.75 |
11.75 |
0.2% |
6,371.00 |
| High |
6,418.75 |
6,425.00 |
6.25 |
0.1% |
6,391.75 |
| Low |
6,365.50 |
6,385.50 |
20.00 |
0.3% |
6,231.75 |
| Close |
6,398.50 |
6,391.75 |
-6.75 |
-0.1% |
6,340.00 |
| Range |
53.25 |
39.50 |
-13.75 |
-25.8% |
160.00 |
| ATR |
66.73 |
64.78 |
-1.94 |
-2.9% |
0.00 |
| Volume |
109,048 |
79,395 |
-29,653 |
-27.2% |
1,833,643 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,519.25 |
6,495.00 |
6,413.50 |
|
| R3 |
6,479.75 |
6,455.50 |
6,402.50 |
|
| R2 |
6,440.25 |
6,440.25 |
6,399.00 |
|
| R1 |
6,416.00 |
6,416.00 |
6,395.25 |
6,408.50 |
| PP |
6,400.75 |
6,400.75 |
6,400.75 |
6,397.00 |
| S1 |
6,376.50 |
6,376.50 |
6,388.25 |
6,369.00 |
| S2 |
6,361.25 |
6,361.25 |
6,384.50 |
|
| S3 |
6,321.75 |
6,337.00 |
6,381.00 |
|
| S4 |
6,282.25 |
6,297.50 |
6,370.00 |
|
|
| 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 |
6,425.00 |
6,320.50 |
104.50 |
1.6% |
51.50 |
0.8% |
68% |
True |
False |
130,263 |
| 10 |
6,425.00 |
6,231.75 |
193.25 |
3.0% |
75.00 |
1.2% |
83% |
True |
False |
291,287 |
| 20 |
6,429.50 |
6,231.75 |
197.75 |
3.1% |
68.50 |
1.1% |
81% |
False |
False |
292,636 |
| 40 |
6,429.50 |
6,011.00 |
418.50 |
6.5% |
64.75 |
1.0% |
91% |
False |
False |
304,917 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.2% |
57.75 |
0.9% |
94% |
False |
False |
285,920 |
| 80 |
6,429.50 |
5,784.50 |
645.00 |
10.1% |
57.75 |
0.9% |
94% |
False |
False |
245,771 |
| 100 |
6,429.50 |
5,760.00 |
669.50 |
10.5% |
60.75 |
1.0% |
94% |
False |
False |
196,854 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.5% |
62.50 |
1.0% |
96% |
False |
False |
164,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,593.00 |
|
2.618 |
6,528.50 |
|
1.618 |
6,489.00 |
|
1.000 |
6,464.50 |
|
0.618 |
6,449.50 |
|
HIGH |
6,425.00 |
|
0.618 |
6,410.00 |
|
0.500 |
6,405.25 |
|
0.382 |
6,400.50 |
|
LOW |
6,385.50 |
|
0.618 |
6,361.00 |
|
1.000 |
6,346.00 |
|
1.618 |
6,321.50 |
|
2.618 |
6,282.00 |
|
4.250 |
6,217.50 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,405.25 |
6,395.25 |
| PP |
6,400.75 |
6,394.00 |
| S1 |
6,396.25 |
6,393.00 |
|