| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,344.50 |
6,363.50 |
19.00 |
0.3% |
6,371.75 |
| High |
6,398.00 |
6,427.75 |
29.75 |
0.5% |
6,418.50 |
| Low |
6,339.00 |
6,359.00 |
20.00 |
0.3% |
6,250.00 |
| Close |
6,358.50 |
6,416.00 |
57.50 |
0.9% |
6,358.50 |
| Range |
59.00 |
68.75 |
9.75 |
16.5% |
168.50 |
| ATR |
69.97 |
69.92 |
-0.05 |
-0.1% |
0.00 |
| Volume |
244,209 |
253,958 |
9,749 |
4.0% |
364,627 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,607.25 |
6,580.25 |
6,453.75 |
|
| R3 |
6,538.50 |
6,511.50 |
6,435.00 |
|
| R2 |
6,469.75 |
6,469.75 |
6,428.50 |
|
| R1 |
6,442.75 |
6,442.75 |
6,422.25 |
6,456.25 |
| PP |
6,401.00 |
6,401.00 |
6,401.00 |
6,407.50 |
| S1 |
6,374.00 |
6,374.00 |
6,409.75 |
6,387.50 |
| S2 |
6,332.25 |
6,332.25 |
6,403.50 |
|
| S3 |
6,263.50 |
6,305.25 |
6,397.00 |
|
| S4 |
6,194.75 |
6,236.50 |
6,378.25 |
|
|
| 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 |
6,427.75 |
6,250.00 |
177.75 |
2.8% |
71.25 |
1.1% |
93% |
True |
False |
121,800 |
| 10 |
6,446.50 |
6,250.00 |
196.50 |
3.1% |
90.00 |
1.4% |
84% |
False |
False |
63,768 |
| 20 |
6,446.50 |
6,247.00 |
199.50 |
3.1% |
69.75 |
1.1% |
85% |
False |
False |
32,346 |
| 40 |
6,446.50 |
6,024.00 |
422.50 |
6.6% |
62.50 |
1.0% |
93% |
False |
False |
16,509 |
| 60 |
6,446.50 |
5,853.25 |
593.25 |
9.2% |
57.25 |
0.9% |
95% |
False |
False |
11,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,720.00 |
|
2.618 |
6,607.75 |
|
1.618 |
6,539.00 |
|
1.000 |
6,496.50 |
|
0.618 |
6,470.25 |
|
HIGH |
6,427.75 |
|
0.618 |
6,401.50 |
|
0.500 |
6,393.50 |
|
0.382 |
6,385.25 |
|
LOW |
6,359.00 |
|
0.618 |
6,316.50 |
|
1.000 |
6,290.25 |
|
1.618 |
6,247.75 |
|
2.618 |
6,179.00 |
|
4.250 |
6,066.75 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,408.50 |
6,399.75 |
| PP |
6,401.00 |
6,383.75 |
| S1 |
6,393.50 |
6,367.50 |
|