| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1,270.3 |
1,279.0 |
8.7 |
0.7% |
1,257.8 |
| High |
1,280.4 |
1,288.4 |
8.0 |
0.6% |
1,280.4 |
| Low |
1,268.4 |
1,277.7 |
9.3 |
0.7% |
1,255.3 |
| Close |
1,278.8 |
1,287.5 |
8.7 |
0.7% |
1,278.8 |
| Range |
12.0 |
10.7 |
-1.3 |
-10.8% |
25.1 |
| ATR |
11.5 |
11.5 |
-0.1 |
-0.5% |
0.0 |
| Volume |
193,025 |
134,618 |
-58,407 |
-30.3% |
1,015,986 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.6 |
1,312.8 |
1,293.4 |
|
| R3 |
1,305.9 |
1,302.1 |
1,290.4 |
|
| R2 |
1,295.2 |
1,295.2 |
1,289.5 |
|
| R1 |
1,291.4 |
1,291.4 |
1,288.5 |
1,293.3 |
| PP |
1,284.5 |
1,284.5 |
1,284.5 |
1,285.5 |
| S1 |
1,280.7 |
1,280.7 |
1,286.5 |
1,282.6 |
| S2 |
1,273.8 |
1,273.8 |
1,285.5 |
|
| S3 |
1,263.1 |
1,270.0 |
1,284.6 |
|
| S4 |
1,252.4 |
1,259.3 |
1,281.6 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,346.8 |
1,337.9 |
1,292.6 |
|
| R3 |
1,321.7 |
1,312.8 |
1,285.7 |
|
| R2 |
1,296.6 |
1,296.6 |
1,283.4 |
|
| R1 |
1,287.7 |
1,287.7 |
1,281.1 |
1,292.2 |
| PP |
1,271.5 |
1,271.5 |
1,271.5 |
1,273.7 |
| S1 |
1,262.6 |
1,262.6 |
1,276.5 |
1,267.1 |
| S2 |
1,246.4 |
1,246.4 |
1,274.2 |
|
| S3 |
1,221.3 |
1,237.5 |
1,271.9 |
|
| S4 |
1,196.2 |
1,212.4 |
1,265.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,288.4 |
1,262.3 |
26.1 |
2.0% |
8.5 |
0.7% |
97% |
True |
False |
187,277 |
| 10 |
1,288.4 |
1,238.3 |
50.1 |
3.9% |
9.9 |
0.8% |
98% |
True |
False |
221,841 |
| 20 |
1,301.3 |
1,238.3 |
63.0 |
4.9% |
11.4 |
0.9% |
78% |
False |
False |
264,079 |
| 40 |
1,303.4 |
1,238.3 |
65.1 |
5.1% |
11.8 |
0.9% |
76% |
False |
False |
150,561 |
| 60 |
1,312.7 |
1,238.3 |
74.4 |
5.8% |
11.7 |
0.9% |
66% |
False |
False |
102,281 |
| 80 |
1,365.8 |
1,238.3 |
127.5 |
9.9% |
12.3 |
1.0% |
39% |
False |
False |
78,060 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.9% |
12.5 |
1.0% |
39% |
False |
False |
62,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.9 |
|
2.618 |
1,316.4 |
|
1.618 |
1,305.7 |
|
1.000 |
1,299.1 |
|
0.618 |
1,295.0 |
|
HIGH |
1,288.4 |
|
0.618 |
1,284.3 |
|
0.500 |
1,283.1 |
|
0.382 |
1,281.8 |
|
LOW |
1,277.7 |
|
0.618 |
1,271.1 |
|
1.000 |
1,267.0 |
|
1.618 |
1,260.4 |
|
2.618 |
1,249.7 |
|
4.250 |
1,232.2 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,286.0 |
1,284.1 |
| PP |
1,284.5 |
1,280.6 |
| S1 |
1,283.1 |
1,277.2 |
|