| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,486.75 |
6,489.75 |
3.00 |
0.0% |
6,498.00 |
| High |
6,520.75 |
6,501.75 |
-19.00 |
-0.3% |
6,545.75 |
| Low |
6,476.00 |
6,467.50 |
-8.50 |
-0.1% |
6,463.25 |
| Close |
6,492.25 |
6,483.75 |
-8.50 |
-0.1% |
6,483.75 |
| Range |
44.75 |
34.25 |
-10.50 |
-23.5% |
82.50 |
| ATR |
64.31 |
62.17 |
-2.15 |
-3.3% |
0.00 |
| Volume |
211,561 |
154,620 |
-56,941 |
-26.9% |
1,135,613 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,587.00 |
6,569.75 |
6,502.50 |
|
| R3 |
6,552.75 |
6,535.50 |
6,493.25 |
|
| R2 |
6,518.50 |
6,518.50 |
6,490.00 |
|
| R1 |
6,501.25 |
6,501.25 |
6,487.00 |
6,492.75 |
| PP |
6,484.25 |
6,484.25 |
6,484.25 |
6,480.00 |
| S1 |
6,467.00 |
6,467.00 |
6,480.50 |
6,458.50 |
| S2 |
6,450.00 |
6,450.00 |
6,477.50 |
|
| S3 |
6,415.75 |
6,432.75 |
6,474.25 |
|
| S4 |
6,381.50 |
6,398.50 |
6,465.00 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,745.00 |
6,697.00 |
6,529.00 |
|
| R3 |
6,662.50 |
6,614.50 |
6,506.50 |
|
| R2 |
6,580.00 |
6,580.00 |
6,499.00 |
|
| R1 |
6,532.00 |
6,532.00 |
6,491.25 |
6,514.75 |
| PP |
6,497.50 |
6,497.50 |
6,497.50 |
6,489.00 |
| S1 |
6,449.50 |
6,449.50 |
6,476.25 |
6,432.25 |
| S2 |
6,415.00 |
6,415.00 |
6,468.50 |
|
| S3 |
6,332.50 |
6,367.00 |
6,461.00 |
|
| S4 |
6,250.00 |
6,284.50 |
6,438.50 |
|
|
| 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 |
6,463.25 |
82.50 |
1.3% |
51.00 |
0.8% |
25% |
False |
False |
227,122 |
| 10 |
6,545.75 |
6,359.00 |
186.75 |
2.9% |
55.75 |
0.9% |
67% |
False |
False |
259,192 |
| 20 |
6,545.75 |
6,250.00 |
295.75 |
4.6% |
71.00 |
1.1% |
79% |
False |
False |
148,854 |
| 40 |
6,545.75 |
6,092.25 |
453.50 |
7.0% |
64.50 |
1.0% |
86% |
False |
False |
74,869 |
| 60 |
6,545.75 |
5,943.75 |
602.00 |
9.3% |
57.00 |
0.9% |
90% |
False |
False |
50,036 |
| 80 |
6,545.75 |
5,853.25 |
692.50 |
10.7% |
55.25 |
0.9% |
91% |
False |
False |
37,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,647.25 |
|
2.618 |
6,591.50 |
|
1.618 |
6,557.25 |
|
1.000 |
6,536.00 |
|
0.618 |
6,523.00 |
|
HIGH |
6,501.75 |
|
0.618 |
6,488.75 |
|
0.500 |
6,484.50 |
|
0.382 |
6,480.50 |
|
LOW |
6,467.50 |
|
0.618 |
6,446.25 |
|
1.000 |
6,433.25 |
|
1.618 |
6,412.00 |
|
2.618 |
6,377.75 |
|
4.250 |
6,322.00 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,484.50 |
6,496.00 |
| PP |
6,484.25 |
6,492.00 |
| S1 |
6,484.00 |
6,488.00 |
|