| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,291.75 |
6,316.25 |
24.50 |
0.4% |
6,433.50 |
| High |
6,325.50 |
6,354.00 |
28.50 |
0.5% |
6,446.50 |
| Low |
6,251.25 |
6,307.25 |
56.00 |
0.9% |
6,264.50 |
| Close |
6,311.75 |
6,341.75 |
30.00 |
0.5% |
6,364.00 |
| Range |
74.25 |
46.75 |
-27.50 |
-37.0% |
182.00 |
| ATR |
72.67 |
70.82 |
-1.85 |
-2.5% |
0.00 |
| Volume |
20,355 |
72,016 |
51,661 |
253.8% |
20,543 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,474.50 |
6,455.00 |
6,367.50 |
|
| R3 |
6,427.75 |
6,408.25 |
6,354.50 |
|
| R2 |
6,381.00 |
6,381.00 |
6,350.25 |
|
| R1 |
6,361.50 |
6,361.50 |
6,346.00 |
6,371.25 |
| PP |
6,334.25 |
6,334.25 |
6,334.25 |
6,339.25 |
| S1 |
6,314.75 |
6,314.75 |
6,337.50 |
6,324.50 |
| S2 |
6,287.50 |
6,287.50 |
6,333.25 |
|
| S3 |
6,240.75 |
6,268.00 |
6,329.00 |
|
| S4 |
6,194.00 |
6,221.25 |
6,316.00 |
|
|
| 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% |
100.00 |
1.6% |
54% |
False |
False |
25,501 |
| 10 |
6,446.50 |
6,250.00 |
196.50 |
3.1% |
84.25 |
1.3% |
47% |
False |
False |
14,179 |
| 20 |
6,446.50 |
6,247.00 |
199.50 |
3.1% |
70.75 |
1.1% |
47% |
False |
False |
7,524 |
| 40 |
6,446.50 |
6,024.00 |
422.50 |
6.7% |
60.75 |
1.0% |
75% |
False |
False |
4,072 |
| 60 |
6,446.50 |
5,853.25 |
593.25 |
9.4% |
56.75 |
0.9% |
82% |
False |
False |
2,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,552.75 |
|
2.618 |
6,476.50 |
|
1.618 |
6,429.75 |
|
1.000 |
6,400.75 |
|
0.618 |
6,383.00 |
|
HIGH |
6,354.00 |
|
0.618 |
6,336.25 |
|
0.500 |
6,330.50 |
|
0.382 |
6,325.00 |
|
LOW |
6,307.25 |
|
0.618 |
6,278.25 |
|
1.000 |
6,260.50 |
|
1.618 |
6,231.50 |
|
2.618 |
6,184.75 |
|
4.250 |
6,108.50 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,338.00 |
6,329.25 |
| PP |
6,334.25 |
6,316.50 |
| S1 |
6,330.50 |
6,304.00 |
|