| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,667.75 |
2,668.50 |
0.75 |
0.0% |
2,655.50 |
| High |
2,675.50 |
2,673.50 |
-2.00 |
-0.1% |
2,667.25 |
| Low |
2,659.25 |
2,651.75 |
-7.50 |
-0.3% |
2,622.50 |
| Close |
2,669.00 |
2,656.00 |
-13.00 |
-0.5% |
2,654.00 |
| Range |
16.25 |
21.75 |
5.50 |
33.8% |
44.75 |
| ATR |
18.06 |
18.33 |
0.26 |
1.5% |
0.00 |
| Volume |
1,565,803 |
1,467,120 |
-98,683 |
-6.3% |
2,496,274 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.75 |
2,712.50 |
2,668.00 |
|
| R3 |
2,704.00 |
2,690.75 |
2,662.00 |
|
| R2 |
2,682.25 |
2,682.25 |
2,660.00 |
|
| R1 |
2,669.00 |
2,669.00 |
2,658.00 |
2,664.75 |
| PP |
2,660.50 |
2,660.50 |
2,660.50 |
2,658.25 |
| S1 |
2,647.25 |
2,647.25 |
2,654.00 |
2,643.00 |
| S2 |
2,638.75 |
2,638.75 |
2,652.00 |
|
| S3 |
2,617.00 |
2,625.50 |
2,650.00 |
|
| S4 |
2,595.25 |
2,603.75 |
2,644.00 |
|
|
| 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 |
2,640.25 |
35.25 |
1.3% |
15.75 |
0.6% |
45% |
False |
False |
1,530,431 |
| 10 |
2,675.50 |
2,606.25 |
69.25 |
2.6% |
20.75 |
0.8% |
72% |
False |
False |
890,968 |
| 20 |
2,675.50 |
2,563.00 |
112.50 |
4.2% |
19.50 |
0.7% |
83% |
False |
False |
458,195 |
| 40 |
2,675.50 |
2,542.00 |
133.50 |
5.0% |
17.50 |
0.7% |
85% |
False |
False |
232,050 |
| 60 |
2,675.50 |
2,484.75 |
190.75 |
7.2% |
15.00 |
0.6% |
90% |
False |
False |
155,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.00 |
|
2.618 |
2,730.50 |
|
1.618 |
2,708.75 |
|
1.000 |
2,695.25 |
|
0.618 |
2,687.00 |
|
HIGH |
2,673.50 |
|
0.618 |
2,665.25 |
|
0.500 |
2,662.50 |
|
0.382 |
2,660.00 |
|
LOW |
2,651.75 |
|
0.618 |
2,638.25 |
|
1.000 |
2,630.00 |
|
1.618 |
2,616.50 |
|
2.618 |
2,594.75 |
|
4.250 |
2,559.25 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,662.50 |
2,663.50 |
| PP |
2,660.50 |
2,661.00 |
| S1 |
2,658.25 |
2,658.50 |
|