| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1,544.8 |
1,534.0 |
-10.8 |
-0.7% |
1,518.0 |
| High |
1,561.9 |
1,539.5 |
-22.4 |
-1.4% |
1,553.9 |
| Low |
1,529.2 |
1,515.4 |
-13.8 |
-0.9% |
1,495.2 |
| Close |
1,531.1 |
1,516.7 |
-14.4 |
-0.9% |
1,537.7 |
| Range |
32.7 |
24.1 |
-8.6 |
-26.3% |
58.7 |
| ATR |
20.6 |
20.9 |
0.2 |
1.2% |
0.0 |
| Volume |
40,613 |
37,650 |
-2,963 |
-7.3% |
215,020 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,596.3 |
1,580.5 |
1,530.0 |
|
| R3 |
1,572.0 |
1,556.5 |
1,523.3 |
|
| R2 |
1,548.0 |
1,548.0 |
1,521.0 |
|
| R1 |
1,532.3 |
1,532.3 |
1,519.0 |
1,528.0 |
| PP |
1,523.8 |
1,523.8 |
1,523.8 |
1,521.8 |
| S1 |
1,508.3 |
1,508.3 |
1,514.5 |
1,504.0 |
| S2 |
1,499.8 |
1,499.8 |
1,512.3 |
|
| S3 |
1,475.8 |
1,484.3 |
1,510.0 |
|
| S4 |
1,451.5 |
1,460.0 |
1,503.5 |
|
|
| 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% |
27.8 |
1.8% |
32% |
False |
False |
47,686 |
| 10 |
1,561.9 |
1,495.2 |
66.7 |
4.4% |
23.5 |
1.6% |
32% |
False |
False |
35,673 |
| 20 |
1,561.9 |
1,453.1 |
108.8 |
7.2% |
21.0 |
1.4% |
58% |
False |
False |
35,996 |
| 40 |
1,561.9 |
1,453.1 |
108.8 |
7.2% |
17.8 |
1.2% |
58% |
False |
False |
35,469 |
| 60 |
1,561.9 |
1,415.1 |
146.8 |
9.7% |
16.0 |
1.0% |
69% |
False |
False |
39,908 |
| 80 |
1,561.9 |
1,349.1 |
212.8 |
14.0% |
15.0 |
1.0% |
79% |
False |
False |
31,712 |
| 100 |
1,561.9 |
1,349.1 |
212.8 |
14.0% |
14.0 |
0.9% |
79% |
False |
False |
25,381 |
| 120 |
1,561.9 |
1,349.1 |
212.8 |
14.0% |
12.8 |
0.8% |
79% |
False |
False |
21,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,642.0 |
|
2.618 |
1,602.5 |
|
1.618 |
1,578.5 |
|
1.000 |
1,563.5 |
|
0.618 |
1,554.5 |
|
HIGH |
1,539.5 |
|
0.618 |
1,530.3 |
|
0.500 |
1,527.5 |
|
0.382 |
1,524.5 |
|
LOW |
1,515.5 |
|
0.618 |
1,500.5 |
|
1.000 |
1,491.3 |
|
1.618 |
1,476.5 |
|
2.618 |
1,452.3 |
|
4.250 |
1,413.0 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,527.5 |
1,528.5 |
| PP |
1,523.8 |
1,524.5 |
| S1 |
1,520.3 |
1,520.8 |
|