| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,403.75 |
6,498.00 |
94.25 |
1.5% |
6,363.50 |
| High |
6,502.75 |
6,542.00 |
39.25 |
0.6% |
6,502.75 |
| Low |
6,400.75 |
6,497.50 |
96.75 |
1.5% |
6,359.00 |
| Close |
6,498.50 |
6,535.25 |
36.75 |
0.6% |
6,498.50 |
| Range |
102.00 |
44.50 |
-57.50 |
-56.4% |
143.75 |
| ATR |
67.45 |
65.81 |
-1.64 |
-2.4% |
0.00 |
| Volume |
288,903 |
220,351 |
-68,552 |
-23.7% |
1,456,308 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,658.50 |
6,641.25 |
6,559.75 |
|
| R3 |
6,614.00 |
6,596.75 |
6,547.50 |
|
| R2 |
6,569.50 |
6,569.50 |
6,543.50 |
|
| R1 |
6,552.25 |
6,552.25 |
6,539.25 |
6,561.00 |
| PP |
6,525.00 |
6,525.00 |
6,525.00 |
6,529.25 |
| S1 |
6,507.75 |
6,507.75 |
6,531.25 |
6,516.50 |
| S2 |
6,480.50 |
6,480.50 |
6,527.00 |
|
| S3 |
6,436.00 |
6,463.25 |
6,523.00 |
|
| S4 |
6,391.50 |
6,418.75 |
6,510.75 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,884.75 |
6,835.25 |
6,577.50 |
|
| R3 |
6,741.00 |
6,691.50 |
6,538.00 |
|
| R2 |
6,597.25 |
6,597.25 |
6,524.75 |
|
| R1 |
6,547.75 |
6,547.75 |
6,511.75 |
6,572.50 |
| PP |
6,453.50 |
6,453.50 |
6,453.50 |
6,465.75 |
| S1 |
6,404.00 |
6,404.00 |
6,485.25 |
6,428.75 |
| S2 |
6,309.75 |
6,309.75 |
6,472.25 |
|
| S3 |
6,166.00 |
6,260.25 |
6,459.00 |
|
| S4 |
6,022.25 |
6,116.50 |
6,419.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,542.00 |
6,383.00 |
159.00 |
2.4% |
55.75 |
0.9% |
96% |
True |
False |
284,540 |
| 10 |
6,542.00 |
6,250.00 |
292.00 |
4.5% |
63.50 |
1.0% |
98% |
True |
False |
203,170 |
| 20 |
6,542.00 |
6,250.00 |
292.00 |
4.5% |
69.00 |
1.1% |
98% |
True |
False |
103,277 |
| 40 |
6,542.00 |
6,024.00 |
518.00 |
7.9% |
65.00 |
1.0% |
99% |
True |
False |
52,047 |
| 60 |
6,542.00 |
5,853.25 |
688.75 |
10.5% |
58.00 |
0.9% |
99% |
True |
False |
34,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,731.00 |
|
2.618 |
6,658.50 |
|
1.618 |
6,614.00 |
|
1.000 |
6,586.50 |
|
0.618 |
6,569.50 |
|
HIGH |
6,542.00 |
|
0.618 |
6,525.00 |
|
0.500 |
6,519.75 |
|
0.382 |
6,514.50 |
|
LOW |
6,497.50 |
|
0.618 |
6,470.00 |
|
1.000 |
6,453.00 |
|
1.618 |
6,425.50 |
|
2.618 |
6,381.00 |
|
4.250 |
6,308.50 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,530.00 |
6,514.00 |
| PP |
6,525.00 |
6,492.75 |
| S1 |
6,519.75 |
6,471.50 |
|