| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,316.25 |
6,344.50 |
28.25 |
0.4% |
6,371.75 |
| High |
6,354.00 |
6,398.00 |
44.00 |
0.7% |
6,418.50 |
| Low |
6,307.25 |
6,339.00 |
31.75 |
0.5% |
6,250.00 |
| Close |
6,341.75 |
6,358.50 |
16.75 |
0.3% |
6,358.50 |
| Range |
46.75 |
59.00 |
12.25 |
26.2% |
168.50 |
| ATR |
70.82 |
69.97 |
-0.84 |
-1.2% |
0.00 |
| Volume |
72,016 |
244,209 |
172,193 |
239.1% |
364,627 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,542.25 |
6,509.25 |
6,391.00 |
|
| R3 |
6,483.25 |
6,450.25 |
6,374.75 |
|
| R2 |
6,424.25 |
6,424.25 |
6,369.25 |
|
| R1 |
6,391.25 |
6,391.25 |
6,364.00 |
6,407.75 |
| PP |
6,365.25 |
6,365.25 |
6,365.25 |
6,373.50 |
| S1 |
6,332.25 |
6,332.25 |
6,353.00 |
6,348.75 |
| S2 |
6,306.25 |
6,306.25 |
6,347.75 |
|
| S3 |
6,247.25 |
6,273.25 |
6,342.25 |
|
| S4 |
6,188.25 |
6,214.25 |
6,326.00 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,847.75 |
6,771.75 |
6,451.25 |
|
| R3 |
6,679.25 |
6,603.25 |
6,404.75 |
|
| R2 |
6,510.75 |
6,510.75 |
6,389.50 |
|
| R1 |
6,434.75 |
6,434.75 |
6,374.00 |
6,388.50 |
| PP |
6,342.25 |
6,342.25 |
6,342.25 |
6,319.25 |
| S1 |
6,266.25 |
6,266.25 |
6,343.00 |
6,220.00 |
| S2 |
6,173.75 |
6,173.75 |
6,327.50 |
|
| S3 |
6,005.25 |
6,097.75 |
6,312.25 |
|
| S4 |
5,836.75 |
5,929.25 |
6,265.75 |
|
|
| 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 |
2.6% |
87.50 |
1.4% |
64% |
False |
False |
72,925 |
| 10 |
6,446.50 |
6,250.00 |
196.50 |
3.1% |
86.25 |
1.4% |
55% |
False |
False |
38,517 |
| 20 |
6,446.50 |
6,247.00 |
199.50 |
3.1% |
68.25 |
1.1% |
56% |
False |
False |
19,665 |
| 40 |
6,446.50 |
6,024.00 |
422.50 |
6.6% |
61.50 |
1.0% |
79% |
False |
False |
10,170 |
| 60 |
6,446.50 |
5,853.25 |
593.25 |
9.3% |
57.25 |
0.9% |
85% |
False |
False |
6,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,648.75 |
|
2.618 |
6,552.50 |
|
1.618 |
6,493.50 |
|
1.000 |
6,457.00 |
|
0.618 |
6,434.50 |
|
HIGH |
6,398.00 |
|
0.618 |
6,375.50 |
|
0.500 |
6,368.50 |
|
0.382 |
6,361.50 |
|
LOW |
6,339.00 |
|
0.618 |
6,302.50 |
|
1.000 |
6,280.00 |
|
1.618 |
6,243.50 |
|
2.618 |
6,184.50 |
|
4.250 |
6,088.25 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,368.50 |
6,347.25 |
| PP |
6,365.25 |
6,336.00 |
| S1 |
6,361.75 |
6,324.50 |
|