| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
13,244.0 |
13,046.5 |
-197.5 |
-1.5% |
13,235.0 |
| High |
13,253.5 |
13,136.5 |
-117.0 |
-0.9% |
13,235.0 |
| Low |
13,018.0 |
13,008.0 |
-10.0 |
-0.1% |
13,000.0 |
| Close |
13,051.5 |
13,098.5 |
47.0 |
0.4% |
13,099.0 |
| Range |
235.5 |
128.5 |
-107.0 |
-45.4% |
235.0 |
| ATR |
159.5 |
157.3 |
-2.2 |
-1.4% |
0.0 |
| Volume |
70,342 |
36,046 |
-34,296 |
-48.8% |
344,792 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,466.5 |
13,411.0 |
13,169.2 |
|
| R3 |
13,338.0 |
13,282.5 |
13,133.8 |
|
| R2 |
13,209.5 |
13,209.5 |
13,122.1 |
|
| R1 |
13,154.0 |
13,154.0 |
13,110.3 |
13,181.8 |
| PP |
13,081.0 |
13,081.0 |
13,081.0 |
13,094.9 |
| S1 |
13,025.5 |
13,025.5 |
13,086.7 |
13,053.3 |
| S2 |
12,952.5 |
12,952.5 |
13,074.9 |
|
| S3 |
12,824.0 |
12,897.0 |
13,063.2 |
|
| S4 |
12,695.5 |
12,768.5 |
13,027.8 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,816.3 |
13,692.7 |
13,228.3 |
|
| R3 |
13,581.3 |
13,457.7 |
13,163.6 |
|
| R2 |
13,346.3 |
13,346.3 |
13,142.1 |
|
| R1 |
13,222.7 |
13,222.7 |
13,120.5 |
13,167.0 |
| PP |
13,111.3 |
13,111.3 |
13,111.3 |
13,083.5 |
| S1 |
12,987.7 |
12,987.7 |
13,077.5 |
12,932.0 |
| S2 |
12,876.3 |
12,876.3 |
13,055.9 |
|
| S3 |
12,641.3 |
12,752.7 |
13,034.4 |
|
| S4 |
12,406.3 |
12,517.7 |
12,969.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,336.5 |
13,000.0 |
336.5 |
2.6% |
157.2 |
1.2% |
29% |
False |
False |
65,479 |
| 10 |
13,336.5 |
13,000.0 |
336.5 |
2.6% |
140.2 |
1.1% |
29% |
False |
False |
63,134 |
| 20 |
13,336.5 |
12,810.0 |
526.5 |
4.0% |
148.7 |
1.1% |
55% |
False |
False |
33,814 |
| 40 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
140.9 |
1.1% |
40% |
False |
False |
17,344 |
| 60 |
13,525.0 |
12,613.0 |
912.0 |
7.0% |
117.0 |
0.9% |
53% |
False |
False |
11,624 |
| 80 |
13,525.0 |
11,980.0 |
1,545.0 |
11.8% |
100.1 |
0.8% |
72% |
False |
False |
8,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,682.6 |
|
2.618 |
13,472.9 |
|
1.618 |
13,344.4 |
|
1.000 |
13,265.0 |
|
0.618 |
13,215.9 |
|
HIGH |
13,136.5 |
|
0.618 |
13,087.4 |
|
0.500 |
13,072.3 |
|
0.382 |
13,057.1 |
|
LOW |
13,008.0 |
|
0.618 |
12,928.6 |
|
1.000 |
12,879.5 |
|
1.618 |
12,800.1 |
|
2.618 |
12,671.6 |
|
4.250 |
12,461.9 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,089.8 |
13,172.3 |
| PP |
13,081.0 |
13,147.7 |
| S1 |
13,072.3 |
13,123.1 |
|