| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1,520.7 |
1,527.3 |
6.6 |
0.4% |
1,544.8 |
| High |
1,528.0 |
1,527.5 |
-0.5 |
0.0% |
1,561.9 |
| Low |
1,517.2 |
1,515.1 |
-2.1 |
-0.1% |
1,506.7 |
| Close |
1,522.3 |
1,516.1 |
-6.2 |
-0.4% |
1,521.0 |
| Range |
10.8 |
12.4 |
1.6 |
14.8% |
55.2 |
| ATR |
18.9 |
18.4 |
-0.5 |
-2.4% |
0.0 |
| Volume |
11,916 |
17,793 |
5,877 |
49.3% |
151,388 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,556.8 |
1,548.8 |
1,523.0 |
|
| R3 |
1,544.3 |
1,536.5 |
1,519.5 |
|
| R2 |
1,532.0 |
1,532.0 |
1,518.3 |
|
| R1 |
1,524.0 |
1,524.0 |
1,517.3 |
1,521.8 |
| PP |
1,519.5 |
1,519.5 |
1,519.5 |
1,518.5 |
| S1 |
1,511.8 |
1,511.8 |
1,515.0 |
1,509.5 |
| S2 |
1,507.3 |
1,507.3 |
1,513.8 |
|
| S3 |
1,494.8 |
1,499.3 |
1,512.8 |
|
| S4 |
1,482.3 |
1,486.8 |
1,509.3 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,695.5 |
1,663.5 |
1,551.3 |
|
| R3 |
1,640.3 |
1,608.3 |
1,536.3 |
|
| R2 |
1,585.0 |
1,585.0 |
1,531.0 |
|
| R1 |
1,553.0 |
1,553.0 |
1,526.0 |
1,541.5 |
| PP |
1,529.8 |
1,529.8 |
1,529.8 |
1,524.0 |
| S1 |
1,497.8 |
1,497.8 |
1,516.0 |
1,486.3 |
| S2 |
1,474.8 |
1,474.8 |
1,511.0 |
|
| S3 |
1,419.5 |
1,442.8 |
1,505.8 |
|
| S4 |
1,364.3 |
1,387.5 |
1,490.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,529.7 |
1,506.7 |
23.0 |
1.5% |
13.0 |
0.9% |
41% |
False |
False |
20,566 |
| 10 |
1,561.9 |
1,495.2 |
66.7 |
4.4% |
20.3 |
1.3% |
31% |
False |
False |
34,126 |
| 20 |
1,561.9 |
1,453.1 |
108.8 |
7.2% |
19.5 |
1.3% |
58% |
False |
False |
30,590 |
| 40 |
1,561.9 |
1,453.1 |
108.8 |
7.2% |
18.0 |
1.2% |
58% |
False |
False |
34,124 |
| 60 |
1,561.9 |
1,437.5 |
124.4 |
8.2% |
16.0 |
1.1% |
63% |
False |
False |
36,843 |
| 80 |
1,561.9 |
1,350.4 |
211.5 |
14.0% |
14.8 |
1.0% |
78% |
False |
False |
32,997 |
| 100 |
1,561.9 |
1,349.1 |
212.8 |
14.0% |
14.0 |
0.9% |
78% |
False |
False |
26,408 |
| 120 |
1,561.9 |
1,349.1 |
212.8 |
14.0% |
13.0 |
0.9% |
78% |
False |
False |
22,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,580.3 |
|
2.618 |
1,560.0 |
|
1.618 |
1,547.5 |
|
1.000 |
1,540.0 |
|
0.618 |
1,535.3 |
|
HIGH |
1,527.5 |
|
0.618 |
1,522.8 |
|
0.500 |
1,521.3 |
|
0.382 |
1,519.8 |
|
LOW |
1,515.0 |
|
0.618 |
1,507.5 |
|
1.000 |
1,502.8 |
|
1.618 |
1,495.0 |
|
2.618 |
1,482.8 |
|
4.250 |
1,462.5 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,521.3 |
1,522.5 |
| PP |
1,519.5 |
1,520.3 |
| S1 |
1,517.8 |
1,518.3 |
|