| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,655.50 |
2,638.50 |
-17.00 |
-0.6% |
2,602.00 |
| High |
2,667.25 |
2,650.75 |
-16.50 |
-0.6% |
2,660.75 |
| Low |
2,636.25 |
2,629.50 |
-6.75 |
-0.3% |
2,597.75 |
| Close |
2,640.50 |
2,630.50 |
-10.00 |
-0.4% |
2,646.00 |
| Range |
31.00 |
21.25 |
-9.75 |
-31.5% |
63.00 |
| ATR |
20.09 |
20.17 |
0.08 |
0.4% |
0.00 |
| Volume |
89,688 |
161,592 |
71,904 |
80.2% |
274,835 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,700.75 |
2,686.75 |
2,642.25 |
|
| R3 |
2,679.50 |
2,665.50 |
2,636.25 |
|
| R2 |
2,658.25 |
2,658.25 |
2,634.50 |
|
| R1 |
2,644.25 |
2,644.25 |
2,632.50 |
2,640.50 |
| PP |
2,637.00 |
2,637.00 |
2,637.00 |
2,635.00 |
| S1 |
2,623.00 |
2,623.00 |
2,628.50 |
2,619.50 |
| S2 |
2,615.75 |
2,615.75 |
2,626.50 |
|
| S3 |
2,594.50 |
2,601.75 |
2,624.75 |
|
| S4 |
2,573.25 |
2,580.50 |
2,618.75 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.75 |
2,798.00 |
2,680.75 |
|
| R3 |
2,760.75 |
2,735.00 |
2,663.25 |
|
| R2 |
2,697.75 |
2,697.75 |
2,657.50 |
|
| R1 |
2,672.00 |
2,672.00 |
2,651.75 |
2,685.00 |
| PP |
2,634.75 |
2,634.75 |
2,634.75 |
2,641.25 |
| S1 |
2,609.00 |
2,609.00 |
2,640.25 |
2,622.00 |
| S2 |
2,571.75 |
2,571.75 |
2,634.50 |
|
| S3 |
2,508.75 |
2,546.00 |
2,628.75 |
|
| S4 |
2,445.75 |
2,483.00 |
2,611.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,667.25 |
2,606.25 |
61.00 |
2.3% |
30.00 |
1.1% |
40% |
False |
False |
93,413 |
| 10 |
2,667.25 |
2,580.00 |
87.25 |
3.3% |
23.00 |
0.9% |
58% |
False |
False |
56,103 |
| 20 |
2,667.25 |
2,556.25 |
111.00 |
4.2% |
20.25 |
0.8% |
67% |
False |
False |
31,734 |
| 40 |
2,667.25 |
2,542.00 |
125.25 |
4.8% |
16.25 |
0.6% |
71% |
False |
False |
18,288 |
| 60 |
2,667.25 |
2,484.50 |
182.75 |
6.9% |
14.25 |
0.5% |
80% |
False |
False |
12,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.00 |
|
2.618 |
2,706.50 |
|
1.618 |
2,685.25 |
|
1.000 |
2,672.00 |
|
0.618 |
2,664.00 |
|
HIGH |
2,650.75 |
|
0.618 |
2,642.75 |
|
0.500 |
2,640.00 |
|
0.382 |
2,637.50 |
|
LOW |
2,629.50 |
|
0.618 |
2,616.25 |
|
1.000 |
2,608.25 |
|
1.618 |
2,595.00 |
|
2.618 |
2,573.75 |
|
4.250 |
2,539.25 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,640.00 |
2,636.75 |
| PP |
2,637.00 |
2,634.75 |
| S1 |
2,633.75 |
2,632.50 |
|