| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,535.00 |
6,504.00 |
-31.00 |
-0.5% |
6,363.50 |
| High |
6,545.75 |
6,529.00 |
-16.75 |
-0.3% |
6,502.75 |
| Low |
6,479.75 |
6,463.25 |
-16.50 |
-0.3% |
6,359.00 |
| Close |
6,500.75 |
6,489.00 |
-11.75 |
-0.2% |
6,498.50 |
| Range |
66.00 |
65.75 |
-0.25 |
-0.4% |
143.75 |
| ATR |
65.82 |
65.82 |
-0.01 |
0.0% |
0.00 |
| Volume |
272,966 |
276,115 |
3,149 |
1.2% |
1,456,308 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,691.00 |
6,655.75 |
6,525.25 |
|
| R3 |
6,625.25 |
6,590.00 |
6,507.00 |
|
| R2 |
6,559.50 |
6,559.50 |
6,501.00 |
|
| R1 |
6,524.25 |
6,524.25 |
6,495.00 |
6,509.00 |
| PP |
6,493.75 |
6,493.75 |
6,493.75 |
6,486.00 |
| S1 |
6,458.50 |
6,458.50 |
6,483.00 |
6,443.25 |
| S2 |
6,428.00 |
6,428.00 |
6,477.00 |
|
| S3 |
6,362.25 |
6,392.75 |
6,471.00 |
|
| S4 |
6,296.50 |
6,327.00 |
6,452.75 |
|
|
| 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 |
6,545.75 |
6,400.75 |
145.00 |
2.2% |
64.00 |
1.0% |
61% |
False |
False |
270,209 |
| 10 |
6,545.75 |
6,307.25 |
238.50 |
3.7% |
58.50 |
0.9% |
76% |
False |
False |
254,196 |
| 20 |
6,545.75 |
6,250.00 |
295.75 |
4.6% |
70.00 |
1.1% |
81% |
False |
False |
130,632 |
| 40 |
6,545.75 |
6,024.00 |
521.75 |
8.0% |
66.00 |
1.0% |
89% |
False |
False |
65,759 |
| 60 |
6,545.75 |
5,896.50 |
649.25 |
10.0% |
57.50 |
0.9% |
91% |
False |
False |
43,957 |
| 80 |
6,545.75 |
5,801.50 |
744.25 |
11.5% |
56.25 |
0.9% |
92% |
False |
False |
33,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,808.50 |
|
2.618 |
6,701.25 |
|
1.618 |
6,635.50 |
|
1.000 |
6,594.75 |
|
0.618 |
6,569.75 |
|
HIGH |
6,529.00 |
|
0.618 |
6,504.00 |
|
0.500 |
6,496.00 |
|
0.382 |
6,488.25 |
|
LOW |
6,463.25 |
|
0.618 |
6,422.50 |
|
1.000 |
6,397.50 |
|
1.618 |
6,356.75 |
|
2.618 |
6,291.00 |
|
4.250 |
6,183.75 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,496.00 |
6,504.50 |
| PP |
6,493.75 |
6,499.25 |
| S1 |
6,491.50 |
6,494.25 |
|