| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,683.00 |
2,695.00 |
12.00 |
0.4% |
2,655.00 |
| High |
2,698.00 |
2,698.00 |
0.00 |
0.0% |
2,683.25 |
| Low |
2,682.50 |
2,682.50 |
0.00 |
0.0% |
2,651.75 |
| Close |
2,694.50 |
2,684.00 |
-10.50 |
-0.4% |
2,682.00 |
| Range |
15.50 |
15.50 |
0.00 |
0.0% |
31.50 |
| ATR |
18.98 |
18.74 |
-0.25 |
-1.3% |
0.00 |
| Volume |
1,040,769 |
980,483 |
-60,286 |
-5.8% |
7,735,951 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.75 |
2,724.75 |
2,692.50 |
|
| R3 |
2,719.25 |
2,709.25 |
2,688.25 |
|
| R2 |
2,703.75 |
2,703.75 |
2,686.75 |
|
| R1 |
2,693.75 |
2,693.75 |
2,685.50 |
2,691.00 |
| PP |
2,688.25 |
2,688.25 |
2,688.25 |
2,686.75 |
| S1 |
2,678.25 |
2,678.25 |
2,682.50 |
2,675.50 |
| S2 |
2,672.75 |
2,672.75 |
2,681.25 |
|
| S3 |
2,657.25 |
2,662.75 |
2,679.75 |
|
| S4 |
2,641.75 |
2,647.25 |
2,675.50 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.75 |
2,756.00 |
2,699.25 |
|
| R3 |
2,735.25 |
2,724.50 |
2,690.75 |
|
| R2 |
2,703.75 |
2,703.75 |
2,687.75 |
|
| R1 |
2,693.00 |
2,693.00 |
2,685.00 |
2,698.50 |
| PP |
2,672.25 |
2,672.25 |
2,672.25 |
2,675.00 |
| S1 |
2,661.50 |
2,661.50 |
2,679.00 |
2,667.00 |
| S2 |
2,640.75 |
2,640.75 |
2,676.25 |
|
| S3 |
2,609.25 |
2,630.00 |
2,673.25 |
|
| S4 |
2,577.75 |
2,598.50 |
2,664.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,698.00 |
2,651.75 |
46.25 |
1.7% |
20.00 |
0.7% |
70% |
True |
False |
1,293,004 |
| 10 |
2,698.00 |
2,622.50 |
75.50 |
2.8% |
17.00 |
0.6% |
81% |
True |
False |
1,200,219 |
| 20 |
2,698.00 |
2,580.00 |
118.00 |
4.4% |
20.00 |
0.7% |
88% |
True |
False |
628,161 |
| 40 |
2,698.00 |
2,542.00 |
156.00 |
5.8% |
18.00 |
0.7% |
91% |
True |
False |
317,328 |
| 60 |
2,698.00 |
2,491.75 |
206.25 |
7.7% |
15.50 |
0.6% |
93% |
True |
False |
212,658 |
| 80 |
2,698.00 |
2,418.25 |
279.75 |
10.4% |
14.75 |
0.5% |
95% |
True |
False |
159,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,764.00 |
|
2.618 |
2,738.50 |
|
1.618 |
2,723.00 |
|
1.000 |
2,713.50 |
|
0.618 |
2,707.50 |
|
HIGH |
2,698.00 |
|
0.618 |
2,692.00 |
|
0.500 |
2,690.25 |
|
0.382 |
2,688.50 |
|
LOW |
2,682.50 |
|
0.618 |
2,673.00 |
|
1.000 |
2,667.00 |
|
1.618 |
2,657.50 |
|
2.618 |
2,642.00 |
|
4.250 |
2,616.50 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,690.25 |
2,681.00 |
| PP |
2,688.25 |
2,678.25 |
| S1 |
2,686.00 |
2,675.25 |
|