| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,642.25 |
2,655.00 |
12.75 |
0.5% |
2,655.50 |
| High |
2,655.25 |
2,667.75 |
12.50 |
0.5% |
2,667.25 |
| Low |
2,640.25 |
2,652.25 |
12.00 |
0.5% |
2,622.50 |
| Close |
2,654.00 |
2,664.50 |
10.50 |
0.4% |
2,654.00 |
| Range |
15.00 |
15.50 |
0.50 |
3.3% |
44.75 |
| ATR |
19.11 |
18.85 |
-0.26 |
-1.3% |
0.00 |
| Volume |
1,327,053 |
1,633,120 |
306,067 |
23.1% |
2,496,274 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,708.00 |
2,701.75 |
2,673.00 |
|
| R3 |
2,692.50 |
2,686.25 |
2,668.75 |
|
| R2 |
2,677.00 |
2,677.00 |
2,667.25 |
|
| R1 |
2,670.75 |
2,670.75 |
2,666.00 |
2,674.00 |
| PP |
2,661.50 |
2,661.50 |
2,661.50 |
2,663.00 |
| S1 |
2,655.25 |
2,655.25 |
2,663.00 |
2,658.50 |
| S2 |
2,646.00 |
2,646.00 |
2,661.75 |
|
| S3 |
2,630.50 |
2,639.75 |
2,660.25 |
|
| S4 |
2,615.00 |
2,624.25 |
2,656.00 |
|
|
| 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 |
2,667.75 |
2,622.50 |
45.25 |
1.7% |
16.25 |
0.6% |
93% |
True |
False |
807,941 |
| 10 |
2,667.75 |
2,599.00 |
68.75 |
2.6% |
24.00 |
0.9% |
95% |
True |
False |
437,762 |
| 20 |
2,667.75 |
2,556.25 |
111.50 |
4.2% |
20.00 |
0.7% |
97% |
True |
False |
224,540 |
| 40 |
2,667.75 |
2,542.00 |
125.75 |
4.7% |
16.75 |
0.6% |
97% |
True |
False |
114,995 |
| 60 |
2,667.75 |
2,484.75 |
183.00 |
6.9% |
14.50 |
0.5% |
98% |
True |
False |
77,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,733.50 |
|
2.618 |
2,708.25 |
|
1.618 |
2,692.75 |
|
1.000 |
2,683.25 |
|
0.618 |
2,677.25 |
|
HIGH |
2,667.75 |
|
0.618 |
2,661.75 |
|
0.500 |
2,660.00 |
|
0.382 |
2,658.25 |
|
LOW |
2,652.25 |
|
0.618 |
2,642.75 |
|
1.000 |
2,636.75 |
|
1.618 |
2,627.25 |
|
2.618 |
2,611.75 |
|
4.250 |
2,586.50 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.00 |
2,659.00 |
| PP |
2,661.50 |
2,653.75 |
| S1 |
2,660.00 |
2,648.50 |
|