| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,461.25 |
6,452.25 |
-9.00 |
-0.1% |
6,498.00 |
| High |
6,475.50 |
6,477.50 |
2.00 |
0.0% |
6,545.75 |
| Low |
6,442.00 |
6,442.25 |
0.25 |
0.0% |
6,463.25 |
| Close |
6,454.00 |
6,446.25 |
-7.75 |
-0.1% |
6,483.75 |
| Range |
33.50 |
35.25 |
1.75 |
5.2% |
82.50 |
| ATR |
59.96 |
58.19 |
-1.76 |
-2.9% |
0.00 |
| Volume |
158,481 |
138,254 |
-20,227 |
-12.8% |
1,135,613 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,561.00 |
6,539.00 |
6,465.75 |
|
| R3 |
6,525.75 |
6,503.75 |
6,456.00 |
|
| R2 |
6,490.50 |
6,490.50 |
6,452.75 |
|
| R1 |
6,468.50 |
6,468.50 |
6,449.50 |
6,462.00 |
| PP |
6,455.25 |
6,455.25 |
6,455.25 |
6,452.00 |
| S1 |
6,433.25 |
6,433.25 |
6,443.00 |
6,426.50 |
| S2 |
6,420.00 |
6,420.00 |
6,439.75 |
|
| S3 |
6,384.75 |
6,398.00 |
6,436.50 |
|
| S4 |
6,349.50 |
6,362.75 |
6,426.75 |
|
|
| 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 |
6,520.75 |
6,432.25 |
88.50 |
1.4% |
41.50 |
0.6% |
16% |
False |
False |
159,609 |
| 10 |
6,545.75 |
6,400.75 |
145.00 |
2.2% |
52.75 |
0.8% |
31% |
False |
False |
214,909 |
| 20 |
6,545.75 |
6,250.00 |
295.75 |
4.6% |
66.75 |
1.0% |
66% |
False |
False |
169,969 |
| 40 |
6,545.75 |
6,206.00 |
339.75 |
5.3% |
62.00 |
1.0% |
71% |
False |
False |
85,576 |
| 60 |
6,545.75 |
5,992.25 |
553.50 |
8.6% |
57.00 |
0.9% |
82% |
False |
False |
57,212 |
| 80 |
6,545.75 |
5,853.25 |
692.50 |
10.7% |
54.75 |
0.8% |
86% |
False |
False |
42,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,627.25 |
|
2.618 |
6,569.75 |
|
1.618 |
6,534.50 |
|
1.000 |
6,512.75 |
|
0.618 |
6,499.25 |
|
HIGH |
6,477.50 |
|
0.618 |
6,464.00 |
|
0.500 |
6,460.00 |
|
0.382 |
6,455.75 |
|
LOW |
6,442.25 |
|
0.618 |
6,420.50 |
|
1.000 |
6,407.00 |
|
1.618 |
6,385.25 |
|
2.618 |
6,350.00 |
|
4.250 |
6,292.50 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,460.00 |
6,462.00 |
| PP |
6,455.25 |
6,456.75 |
| S1 |
6,450.75 |
6,451.50 |
|