| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,371.75 |
6,275.00 |
-96.75 |
-1.5% |
6,433.50 |
| High |
6,418.50 |
6,358.00 |
-60.50 |
-0.9% |
6,446.50 |
| Low |
6,269.25 |
6,250.00 |
-19.25 |
-0.3% |
6,264.50 |
| Close |
6,283.50 |
6,290.25 |
6.75 |
0.1% |
6,364.00 |
| Range |
149.25 |
108.00 |
-41.25 |
-27.6% |
182.00 |
| ATR |
69.82 |
72.55 |
2.73 |
3.9% |
0.00 |
| Volume |
9,585 |
18,462 |
8,877 |
92.6% |
20,543 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,623.50 |
6,564.75 |
6,349.75 |
|
| R3 |
6,515.50 |
6,456.75 |
6,320.00 |
|
| R2 |
6,407.50 |
6,407.50 |
6,310.00 |
|
| R1 |
6,348.75 |
6,348.75 |
6,300.25 |
6,378.00 |
| PP |
6,299.50 |
6,299.50 |
6,299.50 |
6,314.00 |
| S1 |
6,240.75 |
6,240.75 |
6,280.25 |
6,270.00 |
| S2 |
6,191.50 |
6,191.50 |
6,270.50 |
|
| S3 |
6,083.50 |
6,132.75 |
6,260.50 |
|
| S4 |
5,975.50 |
6,024.75 |
6,230.75 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,904.25 |
6,816.25 |
6,464.00 |
|
| R3 |
6,722.25 |
6,634.25 |
6,414.00 |
|
| R2 |
6,540.25 |
6,540.25 |
6,397.25 |
|
| R1 |
6,452.25 |
6,452.25 |
6,380.75 |
6,405.25 |
| PP |
6,358.25 |
6,358.25 |
6,358.25 |
6,335.00 |
| S1 |
6,270.25 |
6,270.25 |
6,347.25 |
6,223.25 |
| S2 |
6,176.25 |
6,176.25 |
6,330.75 |
|
| S3 |
5,994.25 |
6,088.25 |
6,314.00 |
|
| S4 |
5,812.25 |
5,906.25 |
6,264.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,445.00 |
6,250.00 |
195.00 |
3.1% |
122.25 |
1.9% |
21% |
False |
True |
8,745 |
| 10 |
6,446.50 |
6,250.00 |
196.50 |
3.1% |
81.25 |
1.3% |
20% |
False |
True |
5,162 |
| 20 |
6,446.50 |
6,247.00 |
199.50 |
3.2% |
68.50 |
1.1% |
22% |
False |
False |
2,964 |
| 40 |
6,446.50 |
6,024.00 |
422.50 |
6.7% |
59.75 |
1.0% |
63% |
False |
False |
1,779 |
| 60 |
6,446.50 |
5,853.25 |
593.25 |
9.4% |
55.75 |
0.9% |
74% |
False |
False |
1,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,817.00 |
|
2.618 |
6,640.75 |
|
1.618 |
6,532.75 |
|
1.000 |
6,466.00 |
|
0.618 |
6,424.75 |
|
HIGH |
6,358.00 |
|
0.618 |
6,316.75 |
|
0.500 |
6,304.00 |
|
0.382 |
6,291.25 |
|
LOW |
6,250.00 |
|
0.618 |
6,183.25 |
|
1.000 |
6,142.00 |
|
1.618 |
6,075.25 |
|
2.618 |
5,967.25 |
|
4.250 |
5,791.00 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,304.00 |
6,334.25 |
| PP |
6,299.50 |
6,319.50 |
| S1 |
6,294.75 |
6,305.00 |
|