| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1,258.1 |
1,255.5 |
-2.6 |
-0.2% |
1,249.2 |
| High |
1,261.6 |
1,264.5 |
2.9 |
0.2% |
1,264.5 |
| Low |
1,252.8 |
1,255.2 |
2.4 |
0.2% |
1,238.3 |
| Close |
1,257.1 |
1,257.5 |
0.4 |
0.0% |
1,257.5 |
| Range |
8.8 |
9.3 |
0.5 |
5.7% |
26.2 |
| ATR |
13.0 |
12.7 |
-0.3 |
-2.0% |
0.0 |
| Volume |
264,708 |
246,113 |
-18,595 |
-7.0% |
1,262,187 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,287.0 |
1,281.5 |
1,262.6 |
|
| R3 |
1,277.7 |
1,272.2 |
1,260.1 |
|
| R2 |
1,268.4 |
1,268.4 |
1,259.2 |
|
| R1 |
1,262.9 |
1,262.9 |
1,258.4 |
1,265.7 |
| PP |
1,259.1 |
1,259.1 |
1,259.1 |
1,260.4 |
| S1 |
1,253.6 |
1,253.6 |
1,256.6 |
1,256.4 |
| S2 |
1,249.8 |
1,249.8 |
1,255.8 |
|
| S3 |
1,240.5 |
1,244.3 |
1,254.9 |
|
| S4 |
1,231.2 |
1,235.0 |
1,252.4 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.0 |
1,321.0 |
1,271.9 |
|
| R3 |
1,305.8 |
1,294.8 |
1,264.7 |
|
| R2 |
1,279.6 |
1,279.6 |
1,262.3 |
|
| R1 |
1,268.6 |
1,268.6 |
1,259.9 |
1,274.1 |
| PP |
1,253.4 |
1,253.4 |
1,253.4 |
1,256.2 |
| S1 |
1,242.4 |
1,242.4 |
1,255.1 |
1,247.9 |
| S2 |
1,227.2 |
1,227.2 |
1,252.7 |
|
| S3 |
1,201.0 |
1,216.2 |
1,250.3 |
|
| S4 |
1,174.8 |
1,190.0 |
1,243.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,264.5 |
1,238.3 |
26.2 |
2.1% |
11.2 |
0.9% |
73% |
True |
False |
252,437 |
| 10 |
1,280.5 |
1,238.3 |
42.2 |
3.4% |
11.8 |
0.9% |
45% |
False |
False |
271,565 |
| 20 |
1,303.4 |
1,238.3 |
65.1 |
5.2% |
13.0 |
1.0% |
29% |
False |
False |
229,865 |
| 40 |
1,303.4 |
1,238.3 |
65.1 |
5.2% |
12.2 |
1.0% |
29% |
False |
False |
122,731 |
| 60 |
1,321.1 |
1,238.3 |
82.8 |
6.6% |
12.4 |
1.0% |
23% |
False |
False |
83,667 |
| 80 |
1,365.8 |
1,238.3 |
127.5 |
10.1% |
12.8 |
1.0% |
15% |
False |
False |
63,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,304.0 |
|
2.618 |
1,288.8 |
|
1.618 |
1,279.5 |
|
1.000 |
1,273.8 |
|
0.618 |
1,270.2 |
|
HIGH |
1,264.5 |
|
0.618 |
1,260.9 |
|
0.500 |
1,259.9 |
|
0.382 |
1,258.8 |
|
LOW |
1,255.2 |
|
0.618 |
1,249.5 |
|
1.000 |
1,245.9 |
|
1.618 |
1,240.2 |
|
2.618 |
1,230.9 |
|
4.250 |
1,215.7 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.9 |
1,256.1 |
| PP |
1,259.1 |
1,254.8 |
| S1 |
1,258.3 |
1,253.4 |
|