| 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 |
3,538.0 |
3,576.0 |
38.0 |
1.1% |
3,589.0 |
| High |
3,561.0 |
3,603.0 |
42.0 |
1.2% |
3,591.0 |
| Low |
3,529.0 |
3,569.0 |
40.0 |
1.1% |
3,529.0 |
| Close |
3,550.0 |
3,598.0 |
48.0 |
1.4% |
3,550.0 |
| Range |
32.0 |
34.0 |
2.0 |
6.3% |
62.0 |
| ATR |
35.9 |
37.1 |
1.2 |
3.4% |
0.0 |
| Volume |
1,030,180 |
815,351 |
-214,829 |
-20.9% |
6,545,872 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,692.0 |
3,679.0 |
3,616.7 |
|
| R3 |
3,658.0 |
3,645.0 |
3,607.4 |
|
| R2 |
3,624.0 |
3,624.0 |
3,604.2 |
|
| R1 |
3,611.0 |
3,611.0 |
3,601.1 |
3,617.5 |
| PP |
3,590.0 |
3,590.0 |
3,590.0 |
3,593.3 |
| S1 |
3,577.0 |
3,577.0 |
3,594.9 |
3,583.5 |
| S2 |
3,556.0 |
3,556.0 |
3,591.8 |
|
| S3 |
3,522.0 |
3,543.0 |
3,588.7 |
|
| S4 |
3,488.0 |
3,509.0 |
3,579.3 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,742.7 |
3,708.3 |
3,584.1 |
|
| R3 |
3,680.7 |
3,646.3 |
3,567.1 |
|
| R2 |
3,618.7 |
3,618.7 |
3,561.4 |
|
| R1 |
3,584.3 |
3,584.3 |
3,555.7 |
3,570.5 |
| PP |
3,556.7 |
3,556.7 |
3,556.7 |
3,549.8 |
| S1 |
3,522.3 |
3,522.3 |
3,544.3 |
3,508.5 |
| S2 |
3,494.7 |
3,494.7 |
3,538.6 |
|
| S3 |
3,432.7 |
3,460.3 |
3,533.0 |
|
| S4 |
3,370.7 |
3,398.3 |
3,515.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,603.0 |
3,529.0 |
74.0 |
2.1% |
34.2 |
1.0% |
93% |
True |
False |
1,214,410 |
| 10 |
3,603.0 |
3,518.0 |
85.0 |
2.4% |
31.2 |
0.9% |
94% |
True |
False |
852,547 |
| 20 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
35.3 |
1.0% |
94% |
False |
False |
464,213 |
| 40 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
33.5 |
0.9% |
52% |
False |
False |
233,758 |
| 60 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
29.1 |
0.8% |
52% |
False |
False |
156,801 |
| 80 |
3,689.0 |
3,336.0 |
353.0 |
9.8% |
26.6 |
0.7% |
74% |
False |
False |
118,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,747.5 |
|
2.618 |
3,692.0 |
|
1.618 |
3,658.0 |
|
1.000 |
3,637.0 |
|
0.618 |
3,624.0 |
|
HIGH |
3,603.0 |
|
0.618 |
3,590.0 |
|
0.500 |
3,586.0 |
|
0.382 |
3,582.0 |
|
LOW |
3,569.0 |
|
0.618 |
3,548.0 |
|
1.000 |
3,535.0 |
|
1.618 |
3,514.0 |
|
2.618 |
3,480.0 |
|
4.250 |
3,424.5 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,594.0 |
3,587.3 |
| PP |
3,590.0 |
3,576.7 |
| S1 |
3,586.0 |
3,566.0 |
|