| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,666.00 |
2,667.75 |
1.75 |
0.1% |
2,655.50 |
| High |
2,673.00 |
2,675.50 |
2.50 |
0.1% |
2,667.25 |
| Low |
2,663.25 |
2,659.25 |
-4.00 |
-0.2% |
2,622.50 |
| Close |
2,667.75 |
2,669.00 |
1.25 |
0.0% |
2,654.00 |
| Range |
9.75 |
16.25 |
6.50 |
66.7% |
44.75 |
| ATR |
18.20 |
18.06 |
-0.14 |
-0.8% |
0.00 |
| Volume |
1,659,061 |
1,565,803 |
-93,258 |
-5.6% |
2,496,274 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,716.75 |
2,709.00 |
2,678.00 |
|
| R3 |
2,700.50 |
2,692.75 |
2,673.50 |
|
| R2 |
2,684.25 |
2,684.25 |
2,672.00 |
|
| R1 |
2,676.50 |
2,676.50 |
2,670.50 |
2,680.50 |
| PP |
2,668.00 |
2,668.00 |
2,668.00 |
2,669.75 |
| S1 |
2,660.25 |
2,660.25 |
2,667.50 |
2,664.00 |
| S2 |
2,651.75 |
2,651.75 |
2,666.00 |
|
| S3 |
2,635.50 |
2,644.00 |
2,664.50 |
|
| S4 |
2,619.25 |
2,627.75 |
2,660.00 |
|
|
| 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 |
2,675.50 |
2,629.00 |
46.50 |
1.7% |
14.25 |
0.5% |
86% |
True |
False |
1,366,067 |
| 10 |
2,675.50 |
2,606.25 |
69.25 |
2.6% |
22.25 |
0.8% |
91% |
True |
False |
752,915 |
| 20 |
2,675.50 |
2,556.25 |
119.25 |
4.5% |
19.50 |
0.7% |
95% |
True |
False |
385,134 |
| 40 |
2,675.50 |
2,542.00 |
133.50 |
5.0% |
17.25 |
0.6% |
95% |
True |
False |
195,428 |
| 60 |
2,675.50 |
2,484.75 |
190.75 |
7.1% |
14.75 |
0.6% |
97% |
True |
False |
131,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,744.50 |
|
2.618 |
2,718.00 |
|
1.618 |
2,701.75 |
|
1.000 |
2,691.75 |
|
0.618 |
2,685.50 |
|
HIGH |
2,675.50 |
|
0.618 |
2,669.25 |
|
0.500 |
2,667.50 |
|
0.382 |
2,665.50 |
|
LOW |
2,659.25 |
|
0.618 |
2,649.25 |
|
1.000 |
2,643.00 |
|
1.618 |
2,633.00 |
|
2.618 |
2,616.75 |
|
4.250 |
2,590.25 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,668.50 |
2,667.25 |
| PP |
2,668.00 |
2,665.50 |
| S1 |
2,667.50 |
2,664.00 |
|