| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1,527.3 |
1,515.8 |
-11.5 |
-0.8% |
1,544.8 |
| High |
1,527.5 |
1,534.3 |
6.8 |
0.4% |
1,561.9 |
| Low |
1,515.1 |
1,509.6 |
-5.5 |
-0.4% |
1,506.7 |
| Close |
1,516.1 |
1,525.6 |
9.5 |
0.6% |
1,521.0 |
| Range |
12.4 |
24.7 |
12.3 |
99.2% |
55.2 |
| ATR |
18.4 |
18.8 |
0.5 |
2.5% |
0.0 |
| Volume |
17,793 |
15,289 |
-2,504 |
-14.1% |
151,388 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,597.3 |
1,586.3 |
1,539.3 |
|
| R3 |
1,572.5 |
1,561.5 |
1,532.5 |
|
| R2 |
1,547.8 |
1,547.8 |
1,530.3 |
|
| R1 |
1,536.8 |
1,536.8 |
1,527.8 |
1,542.3 |
| PP |
1,523.3 |
1,523.3 |
1,523.3 |
1,526.0 |
| S1 |
1,512.0 |
1,512.0 |
1,523.3 |
1,517.5 |
| S2 |
1,498.5 |
1,498.5 |
1,521.0 |
|
| S3 |
1,473.8 |
1,487.3 |
1,518.8 |
|
| S4 |
1,449.0 |
1,462.8 |
1,512.0 |
|
|
| 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 |
1,534.3 |
1,507.2 |
27.1 |
1.8% |
15.3 |
1.0% |
68% |
True |
False |
17,097 |
| 10 |
1,561.9 |
1,495.2 |
66.7 |
4.4% |
21.3 |
1.4% |
46% |
False |
False |
31,576 |
| 20 |
1,561.9 |
1,453.1 |
108.8 |
7.1% |
20.3 |
1.3% |
67% |
False |
False |
29,848 |
| 40 |
1,561.9 |
1,453.1 |
108.8 |
7.1% |
18.5 |
1.2% |
67% |
False |
False |
33,686 |
| 60 |
1,561.9 |
1,438.5 |
123.4 |
8.1% |
16.5 |
1.1% |
71% |
False |
False |
36,536 |
| 80 |
1,561.9 |
1,359.8 |
202.1 |
13.2% |
15.0 |
1.0% |
82% |
False |
False |
33,188 |
| 100 |
1,561.9 |
1,349.1 |
212.8 |
13.9% |
14.3 |
0.9% |
83% |
False |
False |
26,555 |
| 120 |
1,561.9 |
1,349.1 |
212.8 |
13.9% |
13.3 |
0.9% |
83% |
False |
False |
22,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,639.3 |
|
2.618 |
1,599.0 |
|
1.618 |
1,574.3 |
|
1.000 |
1,559.0 |
|
0.618 |
1,549.5 |
|
HIGH |
1,534.3 |
|
0.618 |
1,524.8 |
|
0.500 |
1,522.0 |
|
0.382 |
1,519.0 |
|
LOW |
1,509.5 |
|
0.618 |
1,494.3 |
|
1.000 |
1,485.0 |
|
1.618 |
1,469.8 |
|
2.618 |
1,445.0 |
|
4.250 |
1,404.5 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,524.5 |
1,524.5 |
| PP |
1,523.3 |
1,523.3 |
| S1 |
1,522.0 |
1,522.0 |
|