| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1,286.9 |
1,277.9 |
-9.0 |
-0.7% |
1,292.0 |
| High |
1,288.4 |
1,292.5 |
4.1 |
0.3% |
1,303.4 |
| Low |
1,273.1 |
1,274.2 |
1.1 |
0.1% |
1,273.1 |
| Close |
1,276.7 |
1,282.3 |
5.6 |
0.4% |
1,282.3 |
| Range |
15.3 |
18.3 |
3.0 |
19.6% |
30.3 |
| ATR |
12.7 |
13.1 |
0.4 |
3.2% |
0.0 |
| Volume |
354,076 |
438,931 |
84,855 |
24.0% |
1,559,979 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.9 |
1,328.4 |
1,292.4 |
|
| R3 |
1,319.6 |
1,310.1 |
1,287.3 |
|
| R2 |
1,301.3 |
1,301.3 |
1,285.7 |
|
| R1 |
1,291.8 |
1,291.8 |
1,284.0 |
1,296.6 |
| PP |
1,283.0 |
1,283.0 |
1,283.0 |
1,285.4 |
| S1 |
1,273.5 |
1,273.5 |
1,280.6 |
1,278.3 |
| S2 |
1,264.7 |
1,264.7 |
1,278.9 |
|
| S3 |
1,246.4 |
1,255.2 |
1,277.3 |
|
| S4 |
1,228.1 |
1,236.9 |
1,272.2 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.2 |
1,360.0 |
1,299.0 |
|
| R3 |
1,346.9 |
1,329.7 |
1,290.6 |
|
| R2 |
1,316.6 |
1,316.6 |
1,287.9 |
|
| R1 |
1,299.4 |
1,299.4 |
1,285.1 |
1,292.9 |
| PP |
1,286.3 |
1,286.3 |
1,286.3 |
1,283.0 |
| S1 |
1,269.1 |
1,269.1 |
1,279.5 |
1,262.6 |
| S2 |
1,256.0 |
1,256.0 |
1,276.7 |
|
| S3 |
1,225.7 |
1,238.8 |
1,274.0 |
|
| S4 |
1,195.4 |
1,208.5 |
1,265.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,303.4 |
1,273.1 |
30.3 |
2.4% |
13.7 |
1.1% |
30% |
False |
False |
311,995 |
| 10 |
1,303.4 |
1,273.1 |
30.3 |
2.4% |
14.2 |
1.1% |
30% |
False |
False |
188,165 |
| 20 |
1,303.4 |
1,270.1 |
33.3 |
2.6% |
12.9 |
1.0% |
37% |
False |
False |
105,547 |
| 40 |
1,312.7 |
1,267.0 |
45.7 |
3.6% |
12.3 |
1.0% |
33% |
False |
False |
56,581 |
| 60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.7 |
1.0% |
15% |
False |
False |
39,118 |
| 80 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.8 |
1.0% |
15% |
False |
False |
30,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,370.3 |
|
2.618 |
1,340.4 |
|
1.618 |
1,322.1 |
|
1.000 |
1,310.8 |
|
0.618 |
1,303.8 |
|
HIGH |
1,292.5 |
|
0.618 |
1,285.5 |
|
0.500 |
1,283.4 |
|
0.382 |
1,281.2 |
|
LOW |
1,274.2 |
|
0.618 |
1,262.9 |
|
1.000 |
1,255.9 |
|
1.618 |
1,244.6 |
|
2.618 |
1,226.3 |
|
4.250 |
1,196.4 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,283.4 |
1,286.8 |
| PP |
1,283.0 |
1,285.3 |
| S1 |
1,282.7 |
1,283.8 |
|