| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,275.00 |
6,291.75 |
16.75 |
0.3% |
6,433.50 |
| High |
6,358.00 |
6,325.50 |
-32.50 |
-0.5% |
6,446.50 |
| Low |
6,250.00 |
6,251.25 |
1.25 |
0.0% |
6,264.50 |
| Close |
6,290.25 |
6,311.75 |
21.50 |
0.3% |
6,364.00 |
| Range |
108.00 |
74.25 |
-33.75 |
-31.3% |
182.00 |
| ATR |
72.55 |
72.67 |
0.12 |
0.2% |
0.00 |
| Volume |
18,462 |
20,355 |
1,893 |
10.3% |
20,543 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,519.00 |
6,489.50 |
6,352.50 |
|
| R3 |
6,444.75 |
6,415.25 |
6,332.25 |
|
| R2 |
6,370.50 |
6,370.50 |
6,325.25 |
|
| R1 |
6,341.00 |
6,341.00 |
6,318.50 |
6,355.75 |
| PP |
6,296.25 |
6,296.25 |
6,296.25 |
6,303.50 |
| S1 |
6,266.75 |
6,266.75 |
6,305.00 |
6,281.50 |
| S2 |
6,222.00 |
6,222.00 |
6,298.25 |
|
| S3 |
6,147.75 |
6,192.50 |
6,291.25 |
|
| S4 |
6,073.50 |
6,118.25 |
6,271.00 |
|
|
| 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 |
6,418.50 |
6,250.00 |
168.50 |
2.7% |
108.50 |
1.7% |
37% |
False |
False |
11,874 |
| 10 |
6,446.50 |
6,250.00 |
196.50 |
3.1% |
81.25 |
1.3% |
31% |
False |
False |
7,068 |
| 20 |
6,446.50 |
6,247.00 |
199.50 |
3.2% |
70.50 |
1.1% |
32% |
False |
False |
3,945 |
| 40 |
6,446.50 |
6,024.00 |
422.50 |
6.7% |
60.50 |
1.0% |
68% |
False |
False |
2,279 |
| 60 |
6,446.50 |
5,853.25 |
593.25 |
9.4% |
56.50 |
0.9% |
77% |
False |
False |
1,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,641.00 |
|
2.618 |
6,520.00 |
|
1.618 |
6,445.75 |
|
1.000 |
6,399.75 |
|
0.618 |
6,371.50 |
|
HIGH |
6,325.50 |
|
0.618 |
6,297.25 |
|
0.500 |
6,288.50 |
|
0.382 |
6,279.50 |
|
LOW |
6,251.25 |
|
0.618 |
6,205.25 |
|
1.000 |
6,177.00 |
|
1.618 |
6,131.00 |
|
2.618 |
6,056.75 |
|
4.250 |
5,935.75 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,304.00 |
6,334.25 |
| PP |
6,296.25 |
6,326.75 |
| S1 |
6,288.50 |
6,319.25 |
|