| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,404.25 |
6,417.25 |
13.00 |
0.2% |
6,371.75 |
| High |
6,437.75 |
6,443.75 |
6.00 |
0.1% |
6,418.50 |
| Low |
6,383.00 |
6,402.50 |
19.50 |
0.3% |
6,250.00 |
| Close |
6,417.25 |
6,409.00 |
-8.25 |
-0.1% |
6,358.50 |
| Range |
54.75 |
41.25 |
-13.50 |
-24.7% |
168.50 |
| ATR |
66.60 |
64.79 |
-1.81 |
-2.7% |
0.00 |
| Volume |
324,688 |
292,712 |
-31,976 |
-9.8% |
364,627 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,542.25 |
6,516.75 |
6,431.75 |
|
| R3 |
6,501.00 |
6,475.50 |
6,420.25 |
|
| R2 |
6,459.75 |
6,459.75 |
6,416.50 |
|
| R1 |
6,434.25 |
6,434.25 |
6,412.75 |
6,426.50 |
| PP |
6,418.50 |
6,418.50 |
6,418.50 |
6,414.50 |
| S1 |
6,393.00 |
6,393.00 |
6,405.25 |
6,385.00 |
| S2 |
6,377.25 |
6,377.25 |
6,401.50 |
|
| S3 |
6,336.00 |
6,351.75 |
6,397.75 |
|
| S4 |
6,294.75 |
6,310.50 |
6,386.25 |
|
|
| 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 |
6,443.75 |
6,339.00 |
104.75 |
1.6% |
52.00 |
0.8% |
67% |
True |
False |
282,322 |
| 10 |
6,443.75 |
6,250.00 |
193.75 |
3.0% |
76.00 |
1.2% |
82% |
True |
False |
153,912 |
| 20 |
6,446.50 |
6,250.00 |
196.50 |
3.1% |
68.50 |
1.1% |
81% |
False |
False |
77,893 |
| 40 |
6,446.50 |
6,024.00 |
422.50 |
6.6% |
64.00 |
1.0% |
91% |
False |
False |
39,330 |
| 60 |
6,446.50 |
5,853.25 |
593.25 |
9.3% |
57.00 |
0.9% |
94% |
False |
False |
26,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,619.00 |
|
2.618 |
6,551.75 |
|
1.618 |
6,510.50 |
|
1.000 |
6,485.00 |
|
0.618 |
6,469.25 |
|
HIGH |
6,443.75 |
|
0.618 |
6,428.00 |
|
0.500 |
6,423.00 |
|
0.382 |
6,418.25 |
|
LOW |
6,402.50 |
|
0.618 |
6,377.00 |
|
1.000 |
6,361.25 |
|
1.618 |
6,335.75 |
|
2.618 |
6,294.50 |
|
4.250 |
6,227.25 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,423.00 |
6,413.50 |
| PP |
6,418.50 |
6,412.00 |
| S1 |
6,413.75 |
6,410.50 |
|