| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,422.50 |
6,404.25 |
-18.25 |
-0.3% |
6,371.75 |
| High |
6,426.25 |
6,437.75 |
11.50 |
0.2% |
6,418.50 |
| Low |
6,390.00 |
6,383.00 |
-7.00 |
-0.1% |
6,250.00 |
| Close |
6,403.00 |
6,417.25 |
14.25 |
0.2% |
6,358.50 |
| Range |
36.25 |
54.75 |
18.50 |
51.0% |
168.50 |
| ATR |
67.52 |
66.60 |
-0.91 |
-1.4% |
0.00 |
| Volume |
296,047 |
324,688 |
28,641 |
9.7% |
364,627 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,577.00 |
6,551.75 |
6,447.25 |
|
| R3 |
6,522.25 |
6,497.00 |
6,432.25 |
|
| R2 |
6,467.50 |
6,467.50 |
6,427.25 |
|
| R1 |
6,442.25 |
6,442.25 |
6,422.25 |
6,455.00 |
| PP |
6,412.75 |
6,412.75 |
6,412.75 |
6,419.00 |
| S1 |
6,387.50 |
6,387.50 |
6,412.25 |
6,400.00 |
| S2 |
6,358.00 |
6,358.00 |
6,407.25 |
|
| S3 |
6,303.25 |
6,332.75 |
6,402.25 |
|
| S4 |
6,248.50 |
6,278.00 |
6,387.25 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,847.75 |
6,771.75 |
6,451.25 |
|
| R3 |
6,679.25 |
6,603.25 |
6,404.75 |
|
| R2 |
6,510.75 |
6,510.75 |
6,389.50 |
|
| R1 |
6,434.75 |
6,434.75 |
6,374.00 |
6,388.50 |
| PP |
6,342.25 |
6,342.25 |
6,342.25 |
6,319.25 |
| S1 |
6,266.25 |
6,266.25 |
6,343.00 |
6,220.00 |
| S2 |
6,173.75 |
6,173.75 |
6,327.50 |
|
| S3 |
6,005.25 |
6,097.75 |
6,312.25 |
|
| S4 |
5,836.75 |
5,929.25 |
6,265.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,437.75 |
6,307.25 |
130.50 |
2.0% |
53.00 |
0.8% |
84% |
True |
False |
238,183 |
| 10 |
6,437.75 |
6,250.00 |
187.75 |
2.9% |
80.75 |
1.3% |
89% |
True |
False |
125,029 |
| 20 |
6,446.50 |
6,247.00 |
199.50 |
3.1% |
69.50 |
1.1% |
85% |
False |
False |
63,310 |
| 40 |
6,446.50 |
6,024.00 |
422.50 |
6.6% |
63.75 |
1.0% |
93% |
False |
False |
32,019 |
| 60 |
6,446.50 |
5,853.25 |
593.25 |
9.2% |
57.50 |
0.9% |
95% |
False |
False |
21,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,670.50 |
|
2.618 |
6,581.00 |
|
1.618 |
6,526.25 |
|
1.000 |
6,492.50 |
|
0.618 |
6,471.50 |
|
HIGH |
6,437.75 |
|
0.618 |
6,416.75 |
|
0.500 |
6,410.50 |
|
0.382 |
6,404.00 |
|
LOW |
6,383.00 |
|
0.618 |
6,349.25 |
|
1.000 |
6,328.25 |
|
1.618 |
6,294.50 |
|
2.618 |
6,239.75 |
|
4.250 |
6,150.25 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,415.00 |
6,411.00 |
| PP |
6,412.75 |
6,404.75 |
| S1 |
6,410.50 |
6,398.50 |
|