| 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 |
1,249.2 |
1,243.9 |
-5.3 |
-0.4% |
1,277.6 |
| High |
1,253.4 |
1,247.9 |
-5.5 |
-0.4% |
1,280.5 |
| Low |
1,242.4 |
1,238.3 |
-4.1 |
-0.3% |
1,244.4 |
| Close |
1,246.9 |
1,241.7 |
-5.2 |
-0.4% |
1,248.4 |
| Range |
11.0 |
9.6 |
-1.4 |
-12.7% |
36.1 |
| ATR |
12.9 |
12.6 |
-0.2 |
-1.8% |
0.0 |
| Volume |
194,377 |
232,769 |
38,392 |
19.8% |
1,453,468 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.4 |
1,266.2 |
1,247.0 |
|
| R3 |
1,261.8 |
1,256.6 |
1,244.3 |
|
| R2 |
1,252.2 |
1,252.2 |
1,243.5 |
|
| R1 |
1,247.0 |
1,247.0 |
1,242.6 |
1,244.8 |
| PP |
1,242.6 |
1,242.6 |
1,242.6 |
1,241.6 |
| S1 |
1,237.4 |
1,237.4 |
1,240.8 |
1,235.2 |
| S2 |
1,233.0 |
1,233.0 |
1,239.9 |
|
| S3 |
1,223.4 |
1,227.8 |
1,239.1 |
|
| S4 |
1,213.8 |
1,218.2 |
1,236.4 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.1 |
1,343.3 |
1,268.3 |
|
| R3 |
1,330.0 |
1,307.2 |
1,258.3 |
|
| R2 |
1,293.9 |
1,293.9 |
1,255.0 |
|
| R1 |
1,271.1 |
1,271.1 |
1,251.7 |
1,264.5 |
| PP |
1,257.8 |
1,257.8 |
1,257.8 |
1,254.4 |
| S1 |
1,235.0 |
1,235.0 |
1,245.1 |
1,228.4 |
| S2 |
1,221.7 |
1,221.7 |
1,241.8 |
|
| S3 |
1,185.6 |
1,198.9 |
1,238.5 |
|
| S4 |
1,149.5 |
1,162.8 |
1,228.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,271.8 |
1,238.3 |
33.5 |
2.7% |
11.7 |
0.9% |
10% |
False |
True |
256,744 |
| 10 |
1,300.4 |
1,238.3 |
62.1 |
5.0% |
13.1 |
1.1% |
5% |
False |
True |
306,567 |
| 20 |
1,303.4 |
1,238.3 |
65.1 |
5.2% |
12.9 |
1.0% |
5% |
False |
True |
191,596 |
| 40 |
1,303.4 |
1,238.3 |
65.1 |
5.2% |
12.3 |
1.0% |
5% |
False |
True |
102,688 |
| 60 |
1,323.5 |
1,238.3 |
85.2 |
6.9% |
12.5 |
1.0% |
4% |
False |
True |
70,106 |
| 80 |
1,365.8 |
1,238.3 |
127.5 |
10.3% |
12.8 |
1.0% |
3% |
False |
True |
53,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,288.7 |
|
2.618 |
1,273.0 |
|
1.618 |
1,263.4 |
|
1.000 |
1,257.5 |
|
0.618 |
1,253.8 |
|
HIGH |
1,247.9 |
|
0.618 |
1,244.2 |
|
0.500 |
1,243.1 |
|
0.382 |
1,242.0 |
|
LOW |
1,238.3 |
|
0.618 |
1,232.4 |
|
1.000 |
1,228.7 |
|
1.618 |
1,222.8 |
|
2.618 |
1,213.2 |
|
4.250 |
1,197.5 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.1 |
1,246.4 |
| PP |
1,242.6 |
1,244.8 |
| S1 |
1,242.2 |
1,243.3 |
|