| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,655.00 |
2,666.00 |
11.00 |
0.4% |
2,655.50 |
| High |
2,667.75 |
2,673.00 |
5.25 |
0.2% |
2,667.25 |
| Low |
2,652.25 |
2,663.25 |
11.00 |
0.4% |
2,622.50 |
| Close |
2,664.50 |
2,667.75 |
3.25 |
0.1% |
2,654.00 |
| Range |
15.50 |
9.75 |
-5.75 |
-37.1% |
44.75 |
| ATR |
18.85 |
18.20 |
-0.65 |
-3.4% |
0.00 |
| Volume |
1,633,120 |
1,659,061 |
25,941 |
1.6% |
2,496,274 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,697.25 |
2,692.25 |
2,673.00 |
|
| R3 |
2,687.50 |
2,682.50 |
2,670.50 |
|
| R2 |
2,677.75 |
2,677.75 |
2,669.50 |
|
| R1 |
2,672.75 |
2,672.75 |
2,668.75 |
2,675.25 |
| PP |
2,668.00 |
2,668.00 |
2,668.00 |
2,669.25 |
| S1 |
2,663.00 |
2,663.00 |
2,666.75 |
2,665.50 |
| S2 |
2,658.25 |
2,658.25 |
2,666.00 |
|
| S3 |
2,648.50 |
2,653.25 |
2,665.00 |
|
| S4 |
2,638.75 |
2,643.50 |
2,662.50 |
|
|
| 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 |
2,673.00 |
2,622.50 |
50.50 |
1.9% |
14.00 |
0.5% |
90% |
True |
False |
1,107,435 |
| 10 |
2,673.00 |
2,606.25 |
66.75 |
2.5% |
22.00 |
0.8% |
92% |
True |
False |
600,424 |
| 20 |
2,673.00 |
2,556.25 |
116.75 |
4.4% |
19.50 |
0.7% |
96% |
True |
False |
307,240 |
| 40 |
2,673.00 |
2,542.00 |
131.00 |
4.9% |
17.00 |
0.6% |
96% |
True |
False |
156,406 |
| 60 |
2,673.00 |
2,484.75 |
188.25 |
7.1% |
14.75 |
0.5% |
97% |
True |
False |
104,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,714.50 |
|
2.618 |
2,698.50 |
|
1.618 |
2,688.75 |
|
1.000 |
2,682.75 |
|
0.618 |
2,679.00 |
|
HIGH |
2,673.00 |
|
0.618 |
2,669.25 |
|
0.500 |
2,668.00 |
|
0.382 |
2,667.00 |
|
LOW |
2,663.25 |
|
0.618 |
2,657.25 |
|
1.000 |
2,653.50 |
|
1.618 |
2,647.50 |
|
2.618 |
2,637.75 |
|
4.250 |
2,621.75 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,668.00 |
2,664.00 |
| PP |
2,668.00 |
2,660.25 |
| S1 |
2,668.00 |
2,656.50 |
|