| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
12,962.0 |
13,036.0 |
74.0 |
0.6% |
13,030.0 |
| High |
13,030.0 |
13,100.0 |
70.0 |
0.5% |
13,190.0 |
| Low |
12,867.0 |
12,985.5 |
118.5 |
0.9% |
12,810.0 |
| Close |
12,997.5 |
13,042.0 |
44.5 |
0.3% |
12,858.5 |
| Range |
163.0 |
114.5 |
-48.5 |
-29.8% |
380.0 |
| ATR |
157.2 |
154.1 |
-3.0 |
-1.9% |
0.0 |
| Volume |
5,990 |
13,435 |
7,445 |
124.3% |
13,311 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,386.0 |
13,328.5 |
13,105.0 |
|
| R3 |
13,271.5 |
13,214.0 |
13,073.5 |
|
| R2 |
13,157.0 |
13,157.0 |
13,063.0 |
|
| R1 |
13,099.5 |
13,099.5 |
13,052.5 |
13,128.3 |
| PP |
13,042.5 |
13,042.5 |
13,042.5 |
13,056.9 |
| S1 |
12,985.0 |
12,985.0 |
13,031.5 |
13,013.8 |
| S2 |
12,928.0 |
12,928.0 |
13,021.0 |
|
| S3 |
12,813.5 |
12,870.5 |
13,010.5 |
|
| S4 |
12,699.0 |
12,756.0 |
12,979.0 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,092.8 |
13,855.7 |
13,067.5 |
|
| R3 |
13,712.8 |
13,475.7 |
12,963.0 |
|
| R2 |
13,332.8 |
13,332.8 |
12,928.2 |
|
| R1 |
13,095.7 |
13,095.7 |
12,893.3 |
13,024.3 |
| PP |
12,952.8 |
12,952.8 |
12,952.8 |
12,917.1 |
| S1 |
12,715.7 |
12,715.7 |
12,823.7 |
12,644.3 |
| S2 |
12,572.8 |
12,572.8 |
12,788.8 |
|
| S3 |
12,192.8 |
12,335.7 |
12,754.0 |
|
| S4 |
11,812.8 |
11,955.7 |
12,649.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,113.0 |
12,810.0 |
303.0 |
2.3% |
159.9 |
1.2% |
77% |
False |
False |
6,355 |
| 10 |
13,190.0 |
12,810.0 |
380.0 |
2.9% |
157.3 |
1.2% |
61% |
False |
False |
4,493 |
| 20 |
13,201.0 |
12,810.0 |
391.0 |
3.0% |
152.2 |
1.2% |
59% |
False |
False |
3,021 |
| 40 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
126.1 |
1.0% |
32% |
False |
False |
1,627 |
| 60 |
13,525.0 |
12,482.0 |
1,043.0 |
8.0% |
102.3 |
0.8% |
54% |
False |
False |
1,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,586.6 |
|
2.618 |
13,399.8 |
|
1.618 |
13,285.3 |
|
1.000 |
13,214.5 |
|
0.618 |
13,170.8 |
|
HIGH |
13,100.0 |
|
0.618 |
13,056.3 |
|
0.500 |
13,042.8 |
|
0.382 |
13,029.2 |
|
LOW |
12,985.5 |
|
0.618 |
12,914.7 |
|
1.000 |
12,871.0 |
|
1.618 |
12,800.2 |
|
2.618 |
12,685.7 |
|
4.250 |
12,498.9 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,042.8 |
13,022.5 |
| PP |
13,042.5 |
13,003.0 |
| S1 |
13,042.3 |
12,983.5 |
|