| 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 |
3,540.0 |
3,538.0 |
-2.0 |
-0.1% |
3,576.0 |
| High |
3,558.0 |
3,539.0 |
-19.0 |
-0.5% |
3,603.0 |
| Low |
3,529.0 |
3,506.0 |
-23.0 |
-0.7% |
3,522.0 |
| Close |
3,541.0 |
3,508.0 |
-33.0 |
-0.9% |
3,541.0 |
| Range |
29.0 |
33.0 |
4.0 |
13.8% |
81.0 |
| ATR |
36.4 |
36.3 |
-0.1 |
-0.3% |
0.0 |
| Volume |
341,766 |
422,248 |
80,482 |
23.5% |
3,226,196 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,616.7 |
3,595.3 |
3,526.2 |
|
| R3 |
3,583.7 |
3,562.3 |
3,517.1 |
|
| R2 |
3,550.7 |
3,550.7 |
3,514.1 |
|
| R1 |
3,529.3 |
3,529.3 |
3,511.0 |
3,523.5 |
| PP |
3,517.7 |
3,517.7 |
3,517.7 |
3,514.8 |
| S1 |
3,496.3 |
3,496.3 |
3,505.0 |
3,490.5 |
| S2 |
3,484.7 |
3,484.7 |
3,502.0 |
|
| S3 |
3,451.7 |
3,463.3 |
3,498.9 |
|
| S4 |
3,418.7 |
3,430.3 |
3,489.9 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,798.3 |
3,750.7 |
3,585.6 |
|
| R3 |
3,717.3 |
3,669.7 |
3,563.3 |
|
| R2 |
3,636.3 |
3,636.3 |
3,555.9 |
|
| R1 |
3,588.7 |
3,588.7 |
3,548.4 |
3,572.0 |
| PP |
3,555.3 |
3,555.3 |
3,555.3 |
3,547.0 |
| S1 |
3,507.7 |
3,507.7 |
3,533.6 |
3,491.0 |
| S2 |
3,474.3 |
3,474.3 |
3,526.2 |
|
| S3 |
3,393.3 |
3,426.7 |
3,518.7 |
|
| S4 |
3,312.3 |
3,345.7 |
3,496.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,579.0 |
3,506.0 |
73.0 |
2.1% |
34.0 |
1.0% |
3% |
False |
True |
503,555 |
| 10 |
3,603.0 |
3,506.0 |
97.0 |
2.8% |
34.6 |
1.0% |
2% |
False |
True |
759,842 |
| 20 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
34.5 |
1.0% |
9% |
False |
False |
591,464 |
| 40 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
34.0 |
1.0% |
5% |
False |
False |
312,466 |
| 60 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
30.7 |
0.9% |
5% |
False |
False |
209,542 |
| 80 |
3,689.0 |
3,375.0 |
314.0 |
9.0% |
27.6 |
0.8% |
42% |
False |
False |
157,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,679.3 |
|
2.618 |
3,625.4 |
|
1.618 |
3,592.4 |
|
1.000 |
3,572.0 |
|
0.618 |
3,559.4 |
|
HIGH |
3,539.0 |
|
0.618 |
3,526.4 |
|
0.500 |
3,522.5 |
|
0.382 |
3,518.6 |
|
LOW |
3,506.0 |
|
0.618 |
3,485.6 |
|
1.000 |
3,473.0 |
|
1.618 |
3,452.6 |
|
2.618 |
3,419.6 |
|
4.250 |
3,365.8 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,522.5 |
3,532.0 |
| PP |
3,517.7 |
3,524.0 |
| S1 |
3,512.8 |
3,516.0 |
|