| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1,255.5 |
1,257.8 |
2.3 |
0.2% |
1,249.2 |
| High |
1,264.5 |
1,267.0 |
2.5 |
0.2% |
1,264.5 |
| Low |
1,255.2 |
1,255.3 |
0.1 |
0.0% |
1,238.3 |
| Close |
1,257.5 |
1,265.5 |
8.0 |
0.6% |
1,257.5 |
| Range |
9.3 |
11.7 |
2.4 |
25.8% |
26.2 |
| ATR |
12.7 |
12.7 |
-0.1 |
-0.6% |
0.0 |
| Volume |
246,113 |
214,218 |
-31,895 |
-13.0% |
1,262,187 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.7 |
1,293.3 |
1,271.9 |
|
| R3 |
1,286.0 |
1,281.6 |
1,268.7 |
|
| R2 |
1,274.3 |
1,274.3 |
1,267.6 |
|
| R1 |
1,269.9 |
1,269.9 |
1,266.6 |
1,272.1 |
| PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,263.7 |
| S1 |
1,258.2 |
1,258.2 |
1,264.4 |
1,260.4 |
| S2 |
1,250.9 |
1,250.9 |
1,263.4 |
|
| S3 |
1,239.2 |
1,246.5 |
1,262.3 |
|
| S4 |
1,227.5 |
1,234.8 |
1,259.1 |
|
|
| 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 |
1,267.0 |
1,238.3 |
28.7 |
2.3% |
11.4 |
0.9% |
95% |
True |
False |
256,405 |
| 10 |
1,279.8 |
1,238.3 |
41.5 |
3.3% |
12.2 |
1.0% |
66% |
False |
False |
266,780 |
| 20 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
12.6 |
1.0% |
42% |
False |
False |
238,800 |
| 40 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
12.2 |
1.0% |
42% |
False |
False |
127,810 |
| 60 |
1,321.1 |
1,238.3 |
82.8 |
6.5% |
12.5 |
1.0% |
33% |
False |
False |
87,227 |
| 80 |
1,365.8 |
1,238.3 |
127.5 |
10.1% |
12.9 |
1.0% |
21% |
False |
False |
66,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,316.7 |
|
2.618 |
1,297.6 |
|
1.618 |
1,285.9 |
|
1.000 |
1,278.7 |
|
0.618 |
1,274.2 |
|
HIGH |
1,267.0 |
|
0.618 |
1,262.5 |
|
0.500 |
1,261.2 |
|
0.382 |
1,259.8 |
|
LOW |
1,255.3 |
|
0.618 |
1,248.1 |
|
1.000 |
1,243.6 |
|
1.618 |
1,236.4 |
|
2.618 |
1,224.7 |
|
4.250 |
1,205.6 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,264.1 |
1,263.6 |
| PP |
1,262.6 |
1,261.8 |
| S1 |
1,261.2 |
1,259.9 |
|