| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,695.00 |
2,684.75 |
-10.25 |
-0.4% |
2,655.00 |
| High |
2,698.00 |
2,695.50 |
-2.50 |
-0.1% |
2,683.25 |
| Low |
2,682.50 |
2,679.00 |
-3.50 |
-0.1% |
2,651.75 |
| Close |
2,684.00 |
2,681.50 |
-2.50 |
-0.1% |
2,682.00 |
| Range |
15.50 |
16.50 |
1.00 |
6.5% |
31.50 |
| ATR |
18.74 |
18.58 |
-0.16 |
-0.9% |
0.00 |
| Volume |
980,483 |
981,223 |
740 |
0.1% |
7,735,951 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.75 |
2,724.75 |
2,690.50 |
|
| R3 |
2,718.25 |
2,708.25 |
2,686.00 |
|
| R2 |
2,701.75 |
2,701.75 |
2,684.50 |
|
| R1 |
2,691.75 |
2,691.75 |
2,683.00 |
2,688.50 |
| PP |
2,685.25 |
2,685.25 |
2,685.25 |
2,683.75 |
| S1 |
2,675.25 |
2,675.25 |
2,680.00 |
2,672.00 |
| S2 |
2,668.75 |
2,668.75 |
2,678.50 |
|
| S3 |
2,652.25 |
2,658.75 |
2,677.00 |
|
| S4 |
2,635.75 |
2,642.25 |
2,672.50 |
|
|
| 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% |
64% |
False |
False |
1,176,088 |
| 10 |
2,698.00 |
2,629.00 |
69.00 |
2.6% |
17.00 |
0.6% |
76% |
False |
False |
1,271,077 |
| 20 |
2,698.00 |
2,590.75 |
107.25 |
4.0% |
19.75 |
0.7% |
85% |
False |
False |
676,226 |
| 40 |
2,698.00 |
2,542.00 |
156.00 |
5.8% |
18.25 |
0.7% |
89% |
False |
False |
341,671 |
| 60 |
2,698.00 |
2,492.50 |
205.50 |
7.7% |
15.50 |
0.6% |
92% |
False |
False |
228,984 |
| 80 |
2,698.00 |
2,418.25 |
279.75 |
10.4% |
14.75 |
0.6% |
94% |
False |
False |
171,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,765.50 |
|
2.618 |
2,738.75 |
|
1.618 |
2,722.25 |
|
1.000 |
2,712.00 |
|
0.618 |
2,705.75 |
|
HIGH |
2,695.50 |
|
0.618 |
2,689.25 |
|
0.500 |
2,687.25 |
|
0.382 |
2,685.25 |
|
LOW |
2,679.00 |
|
0.618 |
2,668.75 |
|
1.000 |
2,662.50 |
|
1.618 |
2,652.25 |
|
2.618 |
2,635.75 |
|
4.250 |
2,609.00 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,687.25 |
2,688.50 |
| PP |
2,685.25 |
2,686.25 |
| S1 |
2,683.50 |
2,683.75 |
|