| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,681.50 |
2,686.75 |
5.25 |
0.2% |
2,683.00 |
| High |
2,696.00 |
2,691.50 |
-4.50 |
-0.2% |
2,698.00 |
| Low |
2,680.75 |
2,682.25 |
1.50 |
0.1% |
2,679.00 |
| Close |
2,687.75 |
2,686.00 |
-1.75 |
-0.1% |
2,686.00 |
| Range |
15.25 |
9.25 |
-6.00 |
-39.3% |
19.00 |
| ATR |
18.34 |
17.69 |
-0.65 |
-3.5% |
0.00 |
| Volume |
853,748 |
654,510 |
-199,238 |
-23.3% |
4,510,733 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.25 |
2,709.50 |
2,691.00 |
|
| R3 |
2,705.00 |
2,700.25 |
2,688.50 |
|
| R2 |
2,695.75 |
2,695.75 |
2,687.75 |
|
| R1 |
2,691.00 |
2,691.00 |
2,686.75 |
2,688.75 |
| PP |
2,686.50 |
2,686.50 |
2,686.50 |
2,685.50 |
| S1 |
2,681.75 |
2,681.75 |
2,685.25 |
2,679.50 |
| S2 |
2,677.25 |
2,677.25 |
2,684.25 |
|
| S3 |
2,668.00 |
2,672.50 |
2,683.50 |
|
| S4 |
2,658.75 |
2,663.25 |
2,681.00 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.75 |
2,734.25 |
2,696.50 |
|
| R3 |
2,725.75 |
2,715.25 |
2,691.25 |
|
| R2 |
2,706.75 |
2,706.75 |
2,689.50 |
|
| R1 |
2,696.25 |
2,696.25 |
2,687.75 |
2,701.50 |
| PP |
2,687.75 |
2,687.75 |
2,687.75 |
2,690.25 |
| S1 |
2,677.25 |
2,677.25 |
2,684.25 |
2,682.50 |
| S2 |
2,668.75 |
2,668.75 |
2,682.50 |
|
| S3 |
2,649.75 |
2,658.25 |
2,680.75 |
|
| S4 |
2,630.75 |
2,639.25 |
2,675.50 |
|
|
| 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 |
2,679.00 |
19.00 |
0.7% |
14.50 |
0.5% |
37% |
False |
False |
902,146 |
| 10 |
2,698.00 |
2,651.75 |
46.25 |
1.7% |
16.50 |
0.6% |
74% |
False |
False |
1,224,668 |
| 20 |
2,698.00 |
2,597.75 |
100.25 |
3.7% |
20.00 |
0.7% |
88% |
False |
False |
750,889 |
| 40 |
2,698.00 |
2,556.25 |
141.75 |
5.3% |
18.00 |
0.7% |
92% |
False |
False |
378,979 |
| 60 |
2,698.00 |
2,504.50 |
193.50 |
7.2% |
15.50 |
0.6% |
94% |
False |
False |
254,031 |
| 80 |
2,698.00 |
2,443.00 |
255.00 |
9.5% |
14.50 |
0.5% |
95% |
False |
False |
190,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.75 |
|
2.618 |
2,715.75 |
|
1.618 |
2,706.50 |
|
1.000 |
2,700.75 |
|
0.618 |
2,697.25 |
|
HIGH |
2,691.50 |
|
0.618 |
2,688.00 |
|
0.500 |
2,687.00 |
|
0.382 |
2,685.75 |
|
LOW |
2,682.25 |
|
0.618 |
2,676.50 |
|
1.000 |
2,673.00 |
|
1.618 |
2,667.25 |
|
2.618 |
2,658.00 |
|
4.250 |
2,643.00 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,687.00 |
2,687.50 |
| PP |
2,686.50 |
2,687.00 |
| S1 |
2,686.25 |
2,686.50 |
|