| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
3,561.0 |
3,537.0 |
-24.0 |
-0.7% |
3,557.0 |
| High |
3,568.0 |
3,555.0 |
-13.0 |
-0.4% |
3,604.0 |
| Low |
3,539.0 |
3,518.0 |
-21.0 |
-0.6% |
3,499.0 |
| Close |
3,560.0 |
3,546.0 |
-14.0 |
-0.4% |
3,510.0 |
| Range |
29.0 |
37.0 |
8.0 |
27.6% |
105.0 |
| ATR |
37.3 |
37.7 |
0.3 |
0.9% |
0.0 |
| Volume |
95,057 |
204,657 |
109,600 |
115.3% |
108,913 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,650.7 |
3,635.3 |
3,566.4 |
|
| R3 |
3,613.7 |
3,598.3 |
3,556.2 |
|
| R2 |
3,576.7 |
3,576.7 |
3,552.8 |
|
| R1 |
3,561.3 |
3,561.3 |
3,549.4 |
3,569.0 |
| PP |
3,539.7 |
3,539.7 |
3,539.7 |
3,543.5 |
| S1 |
3,524.3 |
3,524.3 |
3,542.6 |
3,532.0 |
| S2 |
3,502.7 |
3,502.7 |
3,539.2 |
|
| S3 |
3,465.7 |
3,487.3 |
3,535.8 |
|
| S4 |
3,428.7 |
3,450.3 |
3,525.7 |
|
|
| 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 |
3,599.0 |
3,499.0 |
100.0 |
2.8% |
40.6 |
1.1% |
47% |
False |
False |
78,266 |
| 10 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
38.1 |
1.1% |
45% |
False |
False |
103,394 |
| 20 |
3,640.0 |
3,499.0 |
141.0 |
4.0% |
38.2 |
1.1% |
33% |
False |
False |
53,144 |
| 40 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
31.4 |
0.9% |
25% |
False |
False |
28,650 |
| 60 |
3,689.0 |
3,483.0 |
206.0 |
5.8% |
26.9 |
0.8% |
31% |
False |
False |
20,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,712.3 |
|
2.618 |
3,651.9 |
|
1.618 |
3,614.9 |
|
1.000 |
3,592.0 |
|
0.618 |
3,577.9 |
|
HIGH |
3,555.0 |
|
0.618 |
3,540.9 |
|
0.500 |
3,536.5 |
|
0.382 |
3,532.1 |
|
LOW |
3,518.0 |
|
0.618 |
3,495.1 |
|
1.000 |
3,481.0 |
|
1.618 |
3,458.1 |
|
2.618 |
3,421.1 |
|
4.250 |
3,360.8 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,542.8 |
3,545.5 |
| PP |
3,539.7 |
3,545.0 |
| S1 |
3,536.5 |
3,544.5 |
|