| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
13,046.5 |
12,997.5 |
-49.0 |
-0.4% |
13,050.0 |
| High |
13,067.0 |
12,997.5 |
-69.5 |
-0.5% |
13,129.0 |
| Low |
12,958.0 |
12,823.0 |
-135.0 |
-1.0% |
12,823.0 |
| Close |
12,965.0 |
12,910.0 |
-55.0 |
-0.4% |
12,910.0 |
| Range |
109.0 |
174.5 |
65.5 |
60.1% |
306.0 |
| ATR |
145.8 |
147.8 |
2.1 |
1.4% |
0.0 |
| Volume |
52,172 |
82,936 |
30,764 |
59.0% |
180,050 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,433.7 |
13,346.3 |
13,006.0 |
|
| R3 |
13,259.2 |
13,171.8 |
12,958.0 |
|
| R2 |
13,084.7 |
13,084.7 |
12,942.0 |
|
| R1 |
12,997.3 |
12,997.3 |
12,926.0 |
12,953.8 |
| PP |
12,910.2 |
12,910.2 |
12,910.2 |
12,888.4 |
| S1 |
12,822.8 |
12,822.8 |
12,894.0 |
12,779.3 |
| S2 |
12,735.7 |
12,735.7 |
12,878.0 |
|
| S3 |
12,561.2 |
12,648.3 |
12,862.0 |
|
| S4 |
12,386.7 |
12,473.8 |
12,814.0 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,872.0 |
13,697.0 |
13,078.3 |
|
| R3 |
13,566.0 |
13,391.0 |
12,994.2 |
|
| R2 |
13,260.0 |
13,260.0 |
12,966.1 |
|
| R1 |
13,085.0 |
13,085.0 |
12,938.1 |
13,019.5 |
| PP |
12,954.0 |
12,954.0 |
12,954.0 |
12,921.3 |
| S1 |
12,779.0 |
12,779.0 |
12,882.0 |
12,713.5 |
| S2 |
12,648.0 |
12,648.0 |
12,853.9 |
|
| S3 |
12,342.0 |
12,473.0 |
12,825.9 |
|
| S4 |
12,036.0 |
12,167.0 |
12,741.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,136.5 |
12,823.0 |
313.5 |
2.4% |
117.6 |
0.9% |
28% |
False |
True |
53,661 |
| 10 |
13,336.5 |
12,823.0 |
513.5 |
4.0% |
140.0 |
1.1% |
17% |
False |
True |
63,508 |
| 20 |
13,336.5 |
12,810.0 |
526.5 |
4.1% |
140.9 |
1.1% |
19% |
False |
False |
44,886 |
| 40 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
140.2 |
1.1% |
14% |
False |
False |
23,133 |
| 60 |
13,525.0 |
12,810.0 |
715.0 |
5.5% |
120.7 |
0.9% |
14% |
False |
False |
15,488 |
| 80 |
13,525.0 |
12,094.0 |
1,431.0 |
11.1% |
104.3 |
0.8% |
57% |
False |
False |
11,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,739.1 |
|
2.618 |
13,454.3 |
|
1.618 |
13,279.8 |
|
1.000 |
13,172.0 |
|
0.618 |
13,105.3 |
|
HIGH |
12,997.5 |
|
0.618 |
12,930.8 |
|
0.500 |
12,910.3 |
|
0.382 |
12,889.7 |
|
LOW |
12,823.0 |
|
0.618 |
12,715.2 |
|
1.000 |
12,648.5 |
|
1.618 |
12,540.7 |
|
2.618 |
12,366.2 |
|
4.250 |
12,081.4 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,910.3 |
12,976.0 |
| PP |
12,910.2 |
12,954.0 |
| S1 |
12,910.1 |
12,932.0 |
|