| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,657.19 |
2,639.78 |
-17.41 |
-0.7% |
2,602.66 |
| High |
2,665.19 |
2,648.72 |
-16.47 |
-0.6% |
2,657.74 |
| Low |
2,639.03 |
2,627.73 |
-11.30 |
-0.4% |
2,598.87 |
| Close |
2,639.44 |
2,629.57 |
-9.87 |
-0.4% |
2,642.22 |
| Range |
26.16 |
20.99 |
-5.17 |
-19.8% |
58.87 |
| ATR |
17.58 |
17.83 |
0.24 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,698.31 |
2,684.93 |
2,641.11 |
|
| R3 |
2,677.32 |
2,663.94 |
2,635.34 |
|
| R2 |
2,656.33 |
2,656.33 |
2,633.42 |
|
| R1 |
2,642.95 |
2,642.95 |
2,631.49 |
2,639.15 |
| PP |
2,635.34 |
2,635.34 |
2,635.34 |
2,633.44 |
| S1 |
2,621.96 |
2,621.96 |
2,627.65 |
2,618.16 |
| S2 |
2,614.35 |
2,614.35 |
2,625.72 |
|
| S3 |
2,593.36 |
2,600.97 |
2,623.80 |
|
| S4 |
2,572.37 |
2,579.98 |
2,618.03 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.55 |
2,784.76 |
2,674.60 |
|
| R3 |
2,750.68 |
2,725.89 |
2,658.41 |
|
| R2 |
2,691.81 |
2,691.81 |
2,653.01 |
|
| R1 |
2,667.02 |
2,667.02 |
2,647.62 |
2,679.42 |
| PP |
2,632.94 |
2,632.94 |
2,632.94 |
2,639.14 |
| S1 |
2,608.15 |
2,608.15 |
2,636.82 |
2,620.55 |
| S2 |
2,574.07 |
2,574.07 |
2,631.43 |
|
| S3 |
2,515.20 |
2,549.28 |
2,626.03 |
|
| S4 |
2,456.33 |
2,490.41 |
2,609.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,665.19 |
2,605.67 |
59.52 |
2.3% |
26.08 |
1.0% |
40% |
False |
False |
|
| 10 |
2,665.19 |
2,589.17 |
76.02 |
2.9% |
18.16 |
0.7% |
53% |
False |
False |
|
| 20 |
2,665.19 |
2,557.45 |
107.74 |
4.1% |
15.23 |
0.6% |
67% |
False |
False |
|
| 40 |
2,665.19 |
2,544.00 |
121.19 |
4.6% |
12.68 |
0.5% |
71% |
False |
False |
|
| 60 |
2,665.19 |
2,488.38 |
176.81 |
6.7% |
11.39 |
0.4% |
80% |
False |
False |
|
| 80 |
2,665.19 |
2,417.35 |
247.84 |
9.4% |
12.12 |
0.5% |
86% |
False |
False |
|
| 100 |
2,665.19 |
2,417.35 |
247.84 |
9.4% |
11.86 |
0.5% |
86% |
False |
False |
|
| 120 |
2,665.19 |
2,405.70 |
259.49 |
9.9% |
12.20 |
0.5% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,737.93 |
|
2.618 |
2,703.67 |
|
1.618 |
2,682.68 |
|
1.000 |
2,669.71 |
|
0.618 |
2,661.69 |
|
HIGH |
2,648.72 |
|
0.618 |
2,640.70 |
|
0.500 |
2,638.23 |
|
0.382 |
2,635.75 |
|
LOW |
2,627.73 |
|
0.618 |
2,614.76 |
|
1.000 |
2,606.74 |
|
1.618 |
2,593.77 |
|
2.618 |
2,572.78 |
|
4.250 |
2,538.52 |
|
|