| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
13,060.5 |
13,050.0 |
-10.5 |
-0.1% |
13,198.5 |
| High |
13,105.0 |
13,129.0 |
24.0 |
0.2% |
13,336.5 |
| Low |
13,045.5 |
13,012.5 |
-33.0 |
-0.3% |
13,008.0 |
| Close |
13,071.5 |
13,076.5 |
5.0 |
0.0% |
13,071.5 |
| Range |
59.5 |
116.5 |
57.0 |
95.8% |
328.5 |
| ATR |
150.3 |
147.9 |
-2.4 |
-1.6% |
0.0 |
| Volume |
52,209 |
44,942 |
-7,267 |
-13.9% |
306,804 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,422.2 |
13,365.8 |
13,140.6 |
|
| R3 |
13,305.7 |
13,249.3 |
13,108.5 |
|
| R2 |
13,189.2 |
13,189.2 |
13,097.9 |
|
| R1 |
13,132.8 |
13,132.8 |
13,087.2 |
13,161.0 |
| PP |
13,072.7 |
13,072.7 |
13,072.7 |
13,086.8 |
| S1 |
13,016.3 |
13,016.3 |
13,065.8 |
13,044.5 |
| S2 |
12,956.2 |
12,956.2 |
13,055.1 |
|
| S3 |
12,839.7 |
12,899.8 |
13,044.5 |
|
| S4 |
12,723.2 |
12,783.3 |
13,012.4 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,124.2 |
13,926.3 |
13,252.2 |
|
| R3 |
13,795.7 |
13,597.8 |
13,161.8 |
|
| R2 |
13,467.2 |
13,467.2 |
13,131.7 |
|
| R1 |
13,269.3 |
13,269.3 |
13,101.6 |
13,204.0 |
| PP |
13,138.7 |
13,138.7 |
13,138.7 |
13,106.0 |
| S1 |
12,940.8 |
12,940.8 |
13,041.4 |
12,875.5 |
| S2 |
12,810.2 |
12,810.2 |
13,011.3 |
|
| S3 |
12,481.7 |
12,612.3 |
12,981.2 |
|
| S4 |
12,153.2 |
12,283.8 |
12,890.8 |
|
|
| 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 |
13,008.0 |
328.5 |
2.5% |
135.8 |
1.0% |
21% |
False |
False |
59,051 |
| 10 |
13,336.5 |
13,000.0 |
336.5 |
2.6% |
134.5 |
1.0% |
23% |
False |
False |
62,146 |
| 20 |
13,336.5 |
12,810.0 |
526.5 |
4.0% |
142.7 |
1.1% |
51% |
False |
False |
38,564 |
| 40 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
138.2 |
1.1% |
37% |
False |
False |
19,766 |
| 60 |
13,525.0 |
12,725.0 |
800.0 |
6.1% |
118.6 |
0.9% |
44% |
False |
False |
13,243 |
| 80 |
13,525.0 |
12,055.0 |
1,470.0 |
11.2% |
101.5 |
0.8% |
69% |
False |
False |
9,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,624.1 |
|
2.618 |
13,434.0 |
|
1.618 |
13,317.5 |
|
1.000 |
13,245.5 |
|
0.618 |
13,201.0 |
|
HIGH |
13,129.0 |
|
0.618 |
13,084.5 |
|
0.500 |
13,070.8 |
|
0.382 |
13,057.0 |
|
LOW |
13,012.5 |
|
0.618 |
12,940.5 |
|
1.000 |
12,896.0 |
|
1.618 |
12,824.0 |
|
2.618 |
12,707.5 |
|
4.250 |
12,517.4 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,074.6 |
13,075.1 |
| PP |
13,072.7 |
13,073.7 |
| S1 |
13,070.8 |
13,072.3 |
|