| 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 |
1,243.9 |
1,246.3 |
2.4 |
0.2% |
1,277.6 |
| High |
1,247.9 |
1,259.7 |
11.8 |
0.9% |
1,280.5 |
| Low |
1,238.3 |
1,242.3 |
4.0 |
0.3% |
1,244.4 |
| Close |
1,241.7 |
1,248.6 |
6.9 |
0.6% |
1,248.4 |
| Range |
9.6 |
17.4 |
7.8 |
81.3% |
36.1 |
| ATR |
12.6 |
13.0 |
0.4 |
3.0% |
0.0 |
| Volume |
232,769 |
324,220 |
91,451 |
39.3% |
1,453,468 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.4 |
1,292.9 |
1,258.2 |
|
| R3 |
1,285.0 |
1,275.5 |
1,253.4 |
|
| R2 |
1,267.6 |
1,267.6 |
1,251.8 |
|
| R1 |
1,258.1 |
1,258.1 |
1,250.2 |
1,262.9 |
| PP |
1,250.2 |
1,250.2 |
1,250.2 |
1,252.6 |
| S1 |
1,240.7 |
1,240.7 |
1,247.0 |
1,245.5 |
| S2 |
1,232.8 |
1,232.8 |
1,245.4 |
|
| S3 |
1,215.4 |
1,223.3 |
1,243.8 |
|
| S4 |
1,198.0 |
1,205.9 |
1,239.0 |
|
|
| 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 |
1,266.8 |
1,238.3 |
28.5 |
2.3% |
13.8 |
1.1% |
36% |
False |
False |
270,978 |
| 10 |
1,292.5 |
1,238.3 |
54.2 |
4.3% |
13.3 |
1.1% |
19% |
False |
False |
299,784 |
| 20 |
1,303.4 |
1,238.3 |
65.1 |
5.2% |
13.1 |
1.0% |
16% |
False |
False |
206,654 |
| 40 |
1,303.4 |
1,238.3 |
65.1 |
5.2% |
12.4 |
1.0% |
16% |
False |
False |
110,611 |
| 60 |
1,323.5 |
1,238.3 |
85.2 |
6.8% |
12.6 |
1.0% |
12% |
False |
False |
75,492 |
| 80 |
1,365.8 |
1,238.3 |
127.5 |
10.2% |
12.8 |
1.0% |
8% |
False |
False |
57,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.7 |
|
2.618 |
1,305.3 |
|
1.618 |
1,287.9 |
|
1.000 |
1,277.1 |
|
0.618 |
1,270.5 |
|
HIGH |
1,259.7 |
|
0.618 |
1,253.1 |
|
0.500 |
1,251.0 |
|
0.382 |
1,248.9 |
|
LOW |
1,242.3 |
|
0.618 |
1,231.5 |
|
1.000 |
1,224.9 |
|
1.618 |
1,214.1 |
|
2.618 |
1,196.7 |
|
4.250 |
1,168.4 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,251.0 |
1,249.0 |
| PP |
1,250.2 |
1,248.9 |
| S1 |
1,249.4 |
1,248.7 |
|