| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,687.50 |
2,684.00 |
-3.50 |
-0.1% |
2,683.00 |
| High |
2,691.00 |
2,689.00 |
-2.00 |
-0.1% |
2,698.00 |
| Low |
2,681.50 |
2,683.00 |
1.50 |
0.1% |
2,679.00 |
| Close |
2,685.50 |
2,685.75 |
0.25 |
0.0% |
2,686.00 |
| Range |
9.50 |
6.00 |
-3.50 |
-36.8% |
19.00 |
| ATR |
16.33 |
15.59 |
-0.74 |
-4.5% |
0.00 |
| Volume |
666,329 |
535,624 |
-130,705 |
-19.6% |
4,510,733 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.00 |
2,700.75 |
2,689.00 |
|
| R3 |
2,698.00 |
2,694.75 |
2,687.50 |
|
| R2 |
2,692.00 |
2,692.00 |
2,686.75 |
|
| R1 |
2,688.75 |
2,688.75 |
2,686.25 |
2,690.50 |
| PP |
2,686.00 |
2,686.00 |
2,686.00 |
2,686.75 |
| S1 |
2,682.75 |
2,682.75 |
2,685.25 |
2,684.50 |
| S2 |
2,680.00 |
2,680.00 |
2,684.75 |
|
| S3 |
2,674.00 |
2,676.75 |
2,684.00 |
|
| S4 |
2,668.00 |
2,670.75 |
2,682.50 |
|
|
| 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 |
2,696.00 |
2,680.75 |
15.25 |
0.6% |
9.25 |
0.3% |
33% |
False |
False |
617,262 |
| 10 |
2,698.00 |
2,651.75 |
46.25 |
1.7% |
14.50 |
0.5% |
74% |
False |
False |
896,675 |
| 20 |
2,698.00 |
2,606.25 |
91.75 |
3.4% |
18.50 |
0.7% |
87% |
False |
False |
824,795 |
| 40 |
2,698.00 |
2,556.25 |
141.75 |
5.3% |
17.50 |
0.6% |
91% |
False |
False |
418,056 |
| 60 |
2,698.00 |
2,529.00 |
169.00 |
6.3% |
15.50 |
0.6% |
93% |
False |
False |
280,209 |
| 80 |
2,698.00 |
2,454.00 |
244.00 |
9.1% |
14.25 |
0.5% |
95% |
False |
False |
210,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,714.50 |
|
2.618 |
2,704.75 |
|
1.618 |
2,698.75 |
|
1.000 |
2,695.00 |
|
0.618 |
2,692.75 |
|
HIGH |
2,689.00 |
|
0.618 |
2,686.75 |
|
0.500 |
2,686.00 |
|
0.382 |
2,685.25 |
|
LOW |
2,683.00 |
|
0.618 |
2,679.25 |
|
1.000 |
2,677.00 |
|
1.618 |
2,673.25 |
|
2.618 |
2,667.25 |
|
4.250 |
2,657.50 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,686.00 |
2,686.25 |
| PP |
2,686.00 |
2,686.00 |
| S1 |
2,685.75 |
2,686.00 |
|