| 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 |
1,536.7 |
1,551.4 |
14.7 |
1.0% |
1,526.1 |
| High |
1,557.3 |
1,556.9 |
-0.4 |
0.0% |
1,542.7 |
| Low |
1,535.8 |
1,536.5 |
0.7 |
0.0% |
1,505.3 |
| Close |
1,551.4 |
1,538.7 |
-12.7 |
-0.8% |
1,536.8 |
| Range |
21.5 |
20.4 |
-1.1 |
-5.1% |
37.4 |
| ATR |
17.4 |
17.6 |
0.2 |
1.3% |
0.0 |
| Volume |
22,733 |
20,067 |
-2,666 |
-11.7% |
153,881 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,605.3 |
1,592.3 |
1,550.0 |
|
| R3 |
1,584.8 |
1,572.0 |
1,544.3 |
|
| R2 |
1,564.5 |
1,564.5 |
1,542.5 |
|
| R1 |
1,551.5 |
1,551.5 |
1,540.5 |
1,547.8 |
| PP |
1,544.0 |
1,544.0 |
1,544.0 |
1,542.3 |
| S1 |
1,531.3 |
1,531.3 |
1,536.8 |
1,527.5 |
| S2 |
1,523.8 |
1,523.8 |
1,535.0 |
|
| S3 |
1,503.3 |
1,510.8 |
1,533.0 |
|
| S4 |
1,482.8 |
1,490.3 |
1,527.5 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,640.5 |
1,626.0 |
1,557.3 |
|
| R3 |
1,603.0 |
1,588.8 |
1,547.0 |
|
| R2 |
1,565.8 |
1,565.8 |
1,543.8 |
|
| R1 |
1,551.3 |
1,551.3 |
1,540.3 |
1,558.5 |
| PP |
1,528.3 |
1,528.3 |
1,528.3 |
1,532.0 |
| S1 |
1,513.8 |
1,513.8 |
1,533.3 |
1,521.0 |
| S2 |
1,490.8 |
1,490.8 |
1,530.0 |
|
| S3 |
1,453.5 |
1,476.5 |
1,526.5 |
|
| S4 |
1,416.0 |
1,439.0 |
1,516.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,557.3 |
1,505.3 |
52.0 |
3.4% |
25.3 |
1.6% |
64% |
False |
False |
29,535 |
| 10 |
1,557.3 |
1,505.3 |
52.0 |
3.4% |
18.8 |
1.2% |
64% |
False |
False |
21,562 |
| 20 |
1,564.7 |
1,501.5 |
63.2 |
4.1% |
17.5 |
1.1% |
59% |
False |
False |
10,869 |
| 40 |
1,564.7 |
1,455.0 |
109.7 |
7.1% |
11.3 |
0.7% |
76% |
False |
False |
5,443 |
| 60 |
1,564.7 |
1,455.0 |
109.7 |
7.1% |
9.0 |
0.6% |
76% |
False |
False |
3,630 |
| 80 |
1,564.7 |
1,388.7 |
176.0 |
11.4% |
6.8 |
0.4% |
85% |
False |
False |
2,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,643.5 |
|
2.618 |
1,610.3 |
|
1.618 |
1,590.0 |
|
1.000 |
1,577.3 |
|
0.618 |
1,569.5 |
|
HIGH |
1,557.0 |
|
0.618 |
1,549.0 |
|
0.500 |
1,546.8 |
|
0.382 |
1,544.3 |
|
LOW |
1,536.5 |
|
0.618 |
1,524.0 |
|
1.000 |
1,516.0 |
|
1.618 |
1,503.5 |
|
2.618 |
1,483.0 |
|
4.250 |
1,449.8 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,546.8 |
1,537.0 |
| PP |
1,544.0 |
1,535.5 |
| S1 |
1,541.3 |
1,533.8 |
|