| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1,287.8 |
1,292.0 |
4.2 |
0.3% |
1,257.8 |
| High |
1,293.2 |
1,297.3 |
4.1 |
0.3% |
1,280.4 |
| Low |
1,286.0 |
1,290.5 |
4.5 |
0.3% |
1,255.3 |
| Close |
1,291.4 |
1,297.2 |
5.8 |
0.4% |
1,278.8 |
| Range |
7.2 |
6.8 |
-0.4 |
-5.6% |
25.1 |
| ATR |
11.1 |
10.8 |
-0.3 |
-2.8% |
0.0 |
| Volume |
205,799 |
225,664 |
19,865 |
9.7% |
1,015,986 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.4 |
1,313.1 |
1,300.9 |
|
| R3 |
1,308.6 |
1,306.3 |
1,299.1 |
|
| R2 |
1,301.8 |
1,301.8 |
1,298.4 |
|
| R1 |
1,299.5 |
1,299.5 |
1,297.8 |
1,300.7 |
| PP |
1,295.0 |
1,295.0 |
1,295.0 |
1,295.6 |
| S1 |
1,292.7 |
1,292.7 |
1,296.6 |
1,293.9 |
| S2 |
1,288.2 |
1,288.2 |
1,296.0 |
|
| S3 |
1,281.4 |
1,285.9 |
1,295.3 |
|
| S4 |
1,274.6 |
1,279.1 |
1,293.5 |
|
|
| 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 |
1,297.3 |
1,266.0 |
31.3 |
2.4% |
8.6 |
0.7% |
100% |
True |
False |
191,129 |
| 10 |
1,297.3 |
1,252.8 |
44.5 |
3.4% |
8.6 |
0.7% |
100% |
True |
False |
209,288 |
| 20 |
1,297.3 |
1,238.3 |
59.0 |
4.5% |
11.0 |
0.8% |
100% |
True |
False |
254,536 |
| 40 |
1,303.4 |
1,238.3 |
65.1 |
5.0% |
11.7 |
0.9% |
90% |
False |
False |
160,744 |
| 60 |
1,312.7 |
1,238.3 |
74.4 |
5.7% |
11.7 |
0.9% |
79% |
False |
False |
109,410 |
| 80 |
1,365.8 |
1,238.3 |
127.5 |
9.8% |
12.2 |
0.9% |
46% |
False |
False |
83,166 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.8% |
12.4 |
1.0% |
46% |
False |
False |
67,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,326.2 |
|
2.618 |
1,315.1 |
|
1.618 |
1,308.3 |
|
1.000 |
1,304.1 |
|
0.618 |
1,301.5 |
|
HIGH |
1,297.3 |
|
0.618 |
1,294.7 |
|
0.500 |
1,293.9 |
|
0.382 |
1,293.1 |
|
LOW |
1,290.5 |
|
0.618 |
1,286.3 |
|
1.000 |
1,283.7 |
|
1.618 |
1,279.5 |
|
2.618 |
1,272.7 |
|
4.250 |
1,261.6 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,296.1 |
1,294.0 |
| PP |
1,295.0 |
1,290.7 |
| S1 |
1,293.9 |
1,287.5 |
|