| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,498.00 |
6,535.00 |
37.00 |
0.6% |
6,363.50 |
| High |
6,542.00 |
6,545.75 |
3.75 |
0.1% |
6,502.75 |
| Low |
6,497.50 |
6,479.75 |
-17.75 |
-0.3% |
6,359.00 |
| Close |
6,535.25 |
6,500.75 |
-34.50 |
-0.5% |
6,498.50 |
| Range |
44.50 |
66.00 |
21.50 |
48.3% |
143.75 |
| ATR |
65.81 |
65.82 |
0.01 |
0.0% |
0.00 |
| Volume |
220,351 |
272,966 |
52,615 |
23.9% |
1,456,308 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,706.75 |
6,669.75 |
6,537.00 |
|
| R3 |
6,640.75 |
6,603.75 |
6,519.00 |
|
| R2 |
6,574.75 |
6,574.75 |
6,512.75 |
|
| R1 |
6,537.75 |
6,537.75 |
6,506.75 |
6,523.25 |
| PP |
6,508.75 |
6,508.75 |
6,508.75 |
6,501.50 |
| S1 |
6,471.75 |
6,471.75 |
6,494.75 |
6,457.25 |
| S2 |
6,442.75 |
6,442.75 |
6,488.75 |
|
| S3 |
6,376.75 |
6,405.75 |
6,482.50 |
|
| S4 |
6,310.75 |
6,339.75 |
6,464.50 |
|
|
| 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 |
6,545.75 |
6,383.00 |
162.75 |
2.5% |
61.75 |
0.9% |
72% |
True |
False |
279,924 |
| 10 |
6,545.75 |
6,251.25 |
294.50 |
4.5% |
59.25 |
0.9% |
85% |
True |
False |
228,620 |
| 20 |
6,545.75 |
6,250.00 |
295.75 |
4.5% |
70.25 |
1.1% |
85% |
True |
False |
116,891 |
| 40 |
6,545.75 |
6,024.00 |
521.75 |
8.0% |
65.25 |
1.0% |
91% |
True |
False |
58,863 |
| 60 |
6,545.75 |
5,875.50 |
670.25 |
10.3% |
57.25 |
0.9% |
93% |
True |
False |
39,367 |
| 80 |
6,545.75 |
5,801.50 |
744.25 |
11.4% |
56.00 |
0.9% |
94% |
True |
False |
29,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,826.25 |
|
2.618 |
6,718.50 |
|
1.618 |
6,652.50 |
|
1.000 |
6,611.75 |
|
0.618 |
6,586.50 |
|
HIGH |
6,545.75 |
|
0.618 |
6,520.50 |
|
0.500 |
6,512.75 |
|
0.382 |
6,505.00 |
|
LOW |
6,479.75 |
|
0.618 |
6,439.00 |
|
1.000 |
6,413.75 |
|
1.618 |
6,373.00 |
|
2.618 |
6,307.00 |
|
4.250 |
6,199.25 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,512.75 |
6,491.50 |
| PP |
6,508.75 |
6,482.50 |
| S1 |
6,504.75 |
6,473.25 |
|