| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,489.75 |
6,482.50 |
-7.25 |
-0.1% |
6,498.00 |
| High |
6,501.75 |
6,492.00 |
-9.75 |
-0.1% |
6,545.75 |
| Low |
6,467.50 |
6,432.25 |
-35.25 |
-0.5% |
6,463.25 |
| Close |
6,483.75 |
6,460.00 |
-23.75 |
-0.4% |
6,483.75 |
| Range |
34.25 |
59.75 |
25.50 |
74.5% |
82.50 |
| ATR |
62.17 |
61.99 |
-0.17 |
-0.3% |
0.00 |
| Volume |
154,620 |
135,130 |
-19,490 |
-12.6% |
1,135,613 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,640.75 |
6,610.00 |
6,492.75 |
|
| R3 |
6,581.00 |
6,550.25 |
6,476.50 |
|
| R2 |
6,521.25 |
6,521.25 |
6,471.00 |
|
| R1 |
6,490.50 |
6,490.50 |
6,465.50 |
6,476.00 |
| PP |
6,461.50 |
6,461.50 |
6,461.50 |
6,454.00 |
| S1 |
6,430.75 |
6,430.75 |
6,454.50 |
6,416.25 |
| S2 |
6,401.75 |
6,401.75 |
6,449.00 |
|
| S3 |
6,342.00 |
6,371.00 |
6,443.50 |
|
| S4 |
6,282.25 |
6,311.25 |
6,427.25 |
|
|
| 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 |
6,432.25 |
113.50 |
1.8% |
54.00 |
0.8% |
24% |
False |
True |
210,078 |
| 10 |
6,545.75 |
6,383.00 |
162.75 |
2.5% |
55.00 |
0.9% |
47% |
False |
False |
247,309 |
| 20 |
6,545.75 |
6,250.00 |
295.75 |
4.6% |
72.50 |
1.1% |
71% |
False |
False |
155,539 |
| 40 |
6,545.75 |
6,206.00 |
339.75 |
5.3% |
62.25 |
1.0% |
75% |
False |
False |
78,190 |
| 60 |
6,545.75 |
5,969.75 |
576.00 |
8.9% |
57.25 |
0.9% |
85% |
False |
False |
52,281 |
| 80 |
6,545.75 |
5,853.25 |
692.50 |
10.7% |
55.25 |
0.9% |
88% |
False |
False |
39,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,746.00 |
|
2.618 |
6,648.50 |
|
1.618 |
6,588.75 |
|
1.000 |
6,551.75 |
|
0.618 |
6,529.00 |
|
HIGH |
6,492.00 |
|
0.618 |
6,469.25 |
|
0.500 |
6,462.00 |
|
0.382 |
6,455.00 |
|
LOW |
6,432.25 |
|
0.618 |
6,395.25 |
|
1.000 |
6,372.50 |
|
1.618 |
6,335.50 |
|
2.618 |
6,275.75 |
|
4.250 |
6,178.25 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,462.00 |
6,476.50 |
| PP |
6,461.50 |
6,471.00 |
| S1 |
6,460.75 |
6,465.50 |
|