| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
3,551.0 |
3,561.0 |
10.0 |
0.3% |
3,557.0 |
| High |
3,571.0 |
3,568.0 |
-3.0 |
-0.1% |
3,604.0 |
| Low |
3,539.0 |
3,539.0 |
0.0 |
0.0% |
3,499.0 |
| Close |
3,557.0 |
3,560.0 |
3.0 |
0.1% |
3,510.0 |
| Range |
32.0 |
29.0 |
-3.0 |
-9.4% |
105.0 |
| ATR |
38.0 |
37.3 |
-0.6 |
-1.7% |
0.0 |
| Volume |
40,255 |
95,057 |
54,802 |
136.1% |
108,913 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,642.7 |
3,630.3 |
3,576.0 |
|
| R3 |
3,613.7 |
3,601.3 |
3,568.0 |
|
| R2 |
3,584.7 |
3,584.7 |
3,565.3 |
|
| R1 |
3,572.3 |
3,572.3 |
3,562.7 |
3,564.0 |
| PP |
3,555.7 |
3,555.7 |
3,555.7 |
3,551.5 |
| S1 |
3,543.3 |
3,543.3 |
3,557.3 |
3,535.0 |
| S2 |
3,526.7 |
3,526.7 |
3,554.7 |
|
| S3 |
3,497.7 |
3,514.3 |
3,552.0 |
|
| S4 |
3,468.7 |
3,485.3 |
3,544.1 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,852.7 |
3,786.3 |
3,567.8 |
|
| R3 |
3,747.7 |
3,681.3 |
3,538.9 |
|
| R2 |
3,642.7 |
3,642.7 |
3,529.3 |
|
| R1 |
3,576.3 |
3,576.3 |
3,519.6 |
3,557.0 |
| PP |
3,537.7 |
3,537.7 |
3,537.7 |
3,528.0 |
| S1 |
3,471.3 |
3,471.3 |
3,500.4 |
3,452.0 |
| S2 |
3,432.7 |
3,432.7 |
3,490.8 |
|
| S3 |
3,327.7 |
3,366.3 |
3,481.1 |
|
| S4 |
3,222.7 |
3,261.3 |
3,452.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
40.2 |
1.1% |
58% |
False |
False |
44,802 |
| 10 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
38.2 |
1.1% |
58% |
False |
False |
83,910 |
| 20 |
3,646.0 |
3,499.0 |
147.0 |
4.1% |
37.4 |
1.0% |
41% |
False |
False |
42,934 |
| 40 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
30.9 |
0.9% |
32% |
False |
False |
23,785 |
| 60 |
3,689.0 |
3,479.0 |
210.0 |
5.9% |
26.7 |
0.7% |
39% |
False |
False |
16,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,691.3 |
|
2.618 |
3,643.9 |
|
1.618 |
3,614.9 |
|
1.000 |
3,597.0 |
|
0.618 |
3,585.9 |
|
HIGH |
3,568.0 |
|
0.618 |
3,556.9 |
|
0.500 |
3,553.5 |
|
0.382 |
3,550.1 |
|
LOW |
3,539.0 |
|
0.618 |
3,521.1 |
|
1.000 |
3,510.0 |
|
1.618 |
3,492.1 |
|
2.618 |
3,463.1 |
|
4.250 |
3,415.8 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,557.8 |
3,551.7 |
| PP |
3,555.7 |
3,543.3 |
| S1 |
3,553.5 |
3,535.0 |
|