| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,396.75 |
6,389.50 |
-7.25 |
-0.1% |
6,343.00 |
| High |
6,425.00 |
6,500.00 |
75.00 |
1.2% |
6,500.00 |
| Low |
6,385.50 |
6,384.00 |
-1.50 |
0.0% |
6,339.75 |
| Close |
6,391.75 |
6,436.94 |
45.19 |
0.7% |
6,436.94 |
| Range |
39.50 |
116.00 |
76.50 |
193.7% |
160.25 |
| ATR |
64.78 |
68.44 |
3.66 |
5.6% |
0.00 |
| Volume |
79,395 |
3,859 |
-75,536 |
-95.1% |
475,090 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,788.25 |
6,728.75 |
6,500.75 |
|
| R3 |
6,672.25 |
6,612.75 |
6,468.75 |
|
| R2 |
6,556.25 |
6,556.25 |
6,458.25 |
|
| R1 |
6,496.75 |
6,496.75 |
6,447.50 |
6,526.50 |
| PP |
6,440.25 |
6,440.25 |
6,440.25 |
6,455.25 |
| S1 |
6,380.75 |
6,380.75 |
6,426.25 |
6,410.50 |
| S2 |
6,324.25 |
6,324.25 |
6,415.75 |
|
| S3 |
6,208.25 |
6,264.75 |
6,405.00 |
|
| S4 |
6,092.25 |
6,148.75 |
6,373.25 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,906.25 |
6,832.00 |
6,525.00 |
|
| R3 |
6,746.00 |
6,671.75 |
6,481.00 |
|
| R2 |
6,585.75 |
6,585.75 |
6,466.25 |
|
| R1 |
6,511.50 |
6,511.50 |
6,451.75 |
6,548.50 |
| PP |
6,425.50 |
6,425.50 |
6,425.50 |
6,444.25 |
| S1 |
6,351.25 |
6,351.25 |
6,422.25 |
6,388.25 |
| S2 |
6,265.25 |
6,265.25 |
6,407.50 |
|
| S3 |
6,105.00 |
6,191.00 |
6,392.75 |
|
| S4 |
5,944.75 |
6,030.75 |
6,348.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,500.00 |
6,339.75 |
160.25 |
2.5% |
63.00 |
1.0% |
61% |
True |
False |
95,018 |
| 10 |
6,500.00 |
6,231.75 |
268.25 |
4.2% |
74.25 |
1.2% |
76% |
True |
False |
230,873 |
| 20 |
6,500.00 |
6,231.75 |
268.25 |
4.2% |
69.25 |
1.1% |
76% |
True |
False |
275,845 |
| 40 |
6,500.00 |
6,011.00 |
489.00 |
7.6% |
65.75 |
1.0% |
87% |
True |
False |
296,708 |
| 60 |
6,500.00 |
5,842.00 |
658.00 |
10.2% |
58.75 |
0.9% |
90% |
True |
False |
280,261 |
| 80 |
6,500.00 |
5,784.50 |
715.50 |
11.1% |
58.75 |
0.9% |
91% |
True |
False |
245,804 |
| 100 |
6,500.00 |
5,760.00 |
740.00 |
11.5% |
61.75 |
1.0% |
91% |
True |
False |
196,888 |
| 120 |
6,500.00 |
5,568.25 |
931.75 |
14.5% |
62.50 |
1.0% |
93% |
True |
False |
164,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,993.00 |
|
2.618 |
6,803.75 |
|
1.618 |
6,687.75 |
|
1.000 |
6,616.00 |
|
0.618 |
6,571.75 |
|
HIGH |
6,500.00 |
|
0.618 |
6,455.75 |
|
0.500 |
6,442.00 |
|
0.382 |
6,428.25 |
|
LOW |
6,384.00 |
|
0.618 |
6,312.25 |
|
1.000 |
6,268.00 |
|
1.618 |
6,196.25 |
|
2.618 |
6,080.25 |
|
4.250 |
5,891.00 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,442.00 |
6,435.50 |
| PP |
6,440.25 |
6,434.25 |
| S1 |
6,438.75 |
6,432.75 |
|