| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1,540.9 |
1,544.8 |
3.9 |
0.3% |
1,518.0 |
| High |
1,545.9 |
1,561.9 |
16.0 |
1.0% |
1,553.9 |
| Low |
1,495.2 |
1,529.2 |
34.0 |
2.3% |
1,495.2 |
| Close |
1,537.7 |
1,531.1 |
-6.6 |
-0.4% |
1,537.7 |
| Range |
50.7 |
32.7 |
-18.0 |
-35.5% |
58.7 |
| ATR |
19.7 |
20.6 |
0.9 |
4.7% |
0.0 |
| Volume |
74,720 |
40,613 |
-34,107 |
-45.6% |
215,020 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,638.8 |
1,617.8 |
1,549.0 |
|
| R3 |
1,606.3 |
1,585.0 |
1,540.0 |
|
| R2 |
1,573.5 |
1,573.5 |
1,537.0 |
|
| R1 |
1,552.3 |
1,552.3 |
1,534.0 |
1,546.5 |
| PP |
1,540.8 |
1,540.8 |
1,540.8 |
1,537.8 |
| S1 |
1,519.5 |
1,519.5 |
1,528.0 |
1,513.8 |
| S2 |
1,508.0 |
1,508.0 |
1,525.0 |
|
| S3 |
1,475.3 |
1,486.8 |
1,522.0 |
|
| S4 |
1,442.8 |
1,454.3 |
1,513.0 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,705.0 |
1,680.0 |
1,570.0 |
|
| R3 |
1,646.3 |
1,621.3 |
1,553.8 |
|
| R2 |
1,587.8 |
1,587.8 |
1,548.5 |
|
| R1 |
1,562.8 |
1,562.8 |
1,543.0 |
1,575.3 |
| PP |
1,529.0 |
1,529.0 |
1,529.0 |
1,535.3 |
| S1 |
1,504.0 |
1,504.0 |
1,532.3 |
1,516.5 |
| S2 |
1,470.3 |
1,470.3 |
1,527.0 |
|
| S3 |
1,411.5 |
1,445.3 |
1,521.5 |
|
| S4 |
1,352.8 |
1,386.5 |
1,505.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,561.9 |
1,495.2 |
66.7 |
4.4% |
28.3 |
1.8% |
54% |
True |
False |
46,809 |
| 10 |
1,561.9 |
1,486.3 |
75.6 |
4.9% |
23.0 |
1.5% |
59% |
True |
False |
34,244 |
| 20 |
1,561.9 |
1,453.1 |
108.8 |
7.1% |
20.5 |
1.3% |
72% |
True |
False |
35,719 |
| 40 |
1,561.9 |
1,453.1 |
108.8 |
7.1% |
17.5 |
1.1% |
72% |
True |
False |
35,173 |
| 60 |
1,561.9 |
1,405.0 |
156.9 |
10.2% |
15.8 |
1.0% |
80% |
True |
False |
40,249 |
| 80 |
1,561.9 |
1,349.1 |
212.8 |
13.9% |
14.8 |
1.0% |
86% |
True |
False |
31,245 |
| 100 |
1,561.9 |
1,349.1 |
212.8 |
13.9% |
13.8 |
0.9% |
86% |
True |
False |
25,004 |
| 120 |
1,561.9 |
1,349.1 |
212.8 |
13.9% |
12.8 |
0.8% |
86% |
True |
False |
20,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,701.0 |
|
2.618 |
1,647.5 |
|
1.618 |
1,614.8 |
|
1.000 |
1,594.5 |
|
0.618 |
1,582.0 |
|
HIGH |
1,562.0 |
|
0.618 |
1,549.5 |
|
0.500 |
1,545.5 |
|
0.382 |
1,541.8 |
|
LOW |
1,529.3 |
|
0.618 |
1,509.0 |
|
1.000 |
1,496.5 |
|
1.618 |
1,476.3 |
|
2.618 |
1,443.5 |
|
4.250 |
1,390.3 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,545.5 |
1,530.3 |
| PP |
1,540.8 |
1,529.5 |
| S1 |
1,536.0 |
1,528.5 |
|