| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,633.25 |
2,642.25 |
9.00 |
0.3% |
2,655.50 |
| High |
2,643.75 |
2,655.25 |
11.50 |
0.4% |
2,667.25 |
| Low |
2,629.00 |
2,640.25 |
11.25 |
0.4% |
2,622.50 |
| Close |
2,642.25 |
2,654.00 |
11.75 |
0.4% |
2,654.00 |
| Range |
14.75 |
15.00 |
0.25 |
1.7% |
44.75 |
| ATR |
19.43 |
19.11 |
-0.32 |
-1.6% |
0.00 |
| Volume |
645,300 |
1,327,053 |
681,753 |
105.6% |
2,496,274 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.75 |
2,689.50 |
2,662.25 |
|
| R3 |
2,679.75 |
2,674.50 |
2,658.00 |
|
| R2 |
2,664.75 |
2,664.75 |
2,656.75 |
|
| R1 |
2,659.50 |
2,659.50 |
2,655.50 |
2,662.00 |
| PP |
2,649.75 |
2,649.75 |
2,649.75 |
2,651.25 |
| S1 |
2,644.50 |
2,644.50 |
2,652.50 |
2,647.00 |
| S2 |
2,634.75 |
2,634.75 |
2,651.25 |
|
| S3 |
2,619.75 |
2,629.50 |
2,650.00 |
|
| S4 |
2,604.75 |
2,614.50 |
2,645.75 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.25 |
2,762.75 |
2,678.50 |
|
| R3 |
2,737.50 |
2,718.00 |
2,666.25 |
|
| R2 |
2,692.75 |
2,692.75 |
2,662.25 |
|
| R1 |
2,673.25 |
2,673.25 |
2,658.00 |
2,660.50 |
| PP |
2,648.00 |
2,648.00 |
2,648.00 |
2,641.50 |
| S1 |
2,628.50 |
2,628.50 |
2,650.00 |
2,616.00 |
| S2 |
2,603.25 |
2,603.25 |
2,645.75 |
|
| S3 |
2,558.50 |
2,583.75 |
2,641.75 |
|
| S4 |
2,513.75 |
2,539.00 |
2,629.50 |
|
|
| 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 |
2,622.50 |
44.75 |
1.7% |
19.25 |
0.7% |
70% |
False |
False |
499,254 |
| 10 |
2,667.25 |
2,597.75 |
69.50 |
2.6% |
23.25 |
0.9% |
81% |
False |
False |
277,110 |
| 20 |
2,667.25 |
2,556.25 |
111.00 |
4.2% |
19.75 |
0.7% |
88% |
False |
False |
142,997 |
| 40 |
2,667.25 |
2,542.00 |
125.25 |
4.7% |
16.75 |
0.6% |
89% |
False |
False |
74,242 |
| 60 |
2,667.25 |
2,484.75 |
182.50 |
6.9% |
14.50 |
0.5% |
93% |
False |
False |
50,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,719.00 |
|
2.618 |
2,694.50 |
|
1.618 |
2,679.50 |
|
1.000 |
2,670.25 |
|
0.618 |
2,664.50 |
|
HIGH |
2,655.25 |
|
0.618 |
2,649.50 |
|
0.500 |
2,647.75 |
|
0.382 |
2,646.00 |
|
LOW |
2,640.25 |
|
0.618 |
2,631.00 |
|
1.000 |
2,625.25 |
|
1.618 |
2,616.00 |
|
2.618 |
2,601.00 |
|
4.250 |
2,576.50 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,652.00 |
2,649.00 |
| PP |
2,649.75 |
2,644.00 |
| S1 |
2,647.75 |
2,639.00 |
|