| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,371.00 |
6,255.50 |
-115.50 |
-1.8% |
6,414.25 |
| High |
6,391.75 |
6,339.75 |
-52.00 |
-0.8% |
6,429.50 |
| Low |
6,250.75 |
6,231.75 |
-19.00 |
-0.3% |
6,246.00 |
| Close |
6,265.25 |
6,271.75 |
6.50 |
0.1% |
6,346.25 |
| Range |
141.00 |
108.00 |
-33.00 |
-23.4% |
183.50 |
| ATR |
70.19 |
72.89 |
2.70 |
3.8% |
0.00 |
| Volume |
520,744 |
443,788 |
-76,956 |
-14.8% |
2,202,987 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,605.00 |
6,546.50 |
6,331.25 |
|
| R3 |
6,497.00 |
6,438.50 |
6,301.50 |
|
| R2 |
6,389.00 |
6,389.00 |
6,291.50 |
|
| R1 |
6,330.50 |
6,330.50 |
6,281.75 |
6,359.75 |
| PP |
6,281.00 |
6,281.00 |
6,281.00 |
6,295.75 |
| S1 |
6,222.50 |
6,222.50 |
6,261.75 |
6,251.75 |
| S2 |
6,173.00 |
6,173.00 |
6,252.00 |
|
| S3 |
6,065.00 |
6,114.50 |
6,242.00 |
|
| S4 |
5,957.00 |
6,006.50 |
6,212.25 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,891.00 |
6,802.25 |
6,447.25 |
|
| R3 |
6,707.50 |
6,618.75 |
6,396.75 |
|
| R2 |
6,524.00 |
6,524.00 |
6,380.00 |
|
| R1 |
6,435.25 |
6,435.25 |
6,363.00 |
6,388.00 |
| PP |
6,340.50 |
6,340.50 |
6,340.50 |
6,317.00 |
| S1 |
6,251.75 |
6,251.75 |
6,329.50 |
6,204.50 |
| S2 |
6,157.00 |
6,157.00 |
6,312.50 |
|
| S3 |
5,973.50 |
6,068.25 |
6,295.75 |
|
| S4 |
5,790.00 |
5,884.75 |
6,245.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,428.50 |
6,231.75 |
196.75 |
3.1% |
121.25 |
1.9% |
20% |
False |
True |
531,213 |
| 10 |
6,429.50 |
6,231.75 |
197.75 |
3.2% |
81.00 |
1.3% |
20% |
False |
True |
369,313 |
| 20 |
6,429.50 |
6,230.75 |
198.75 |
3.2% |
69.00 |
1.1% |
21% |
False |
False |
340,179 |
| 40 |
6,429.50 |
6,011.00 |
418.50 |
6.7% |
60.50 |
1.0% |
62% |
False |
False |
303,931 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.4% |
57.00 |
0.9% |
73% |
False |
False |
294,801 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.7% |
59.50 |
1.0% |
76% |
False |
False |
229,163 |
| 100 |
6,429.50 |
5,760.00 |
669.50 |
10.7% |
60.00 |
1.0% |
76% |
False |
False |
183,472 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.7% |
63.25 |
1.0% |
82% |
False |
False |
152,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,798.75 |
|
2.618 |
6,622.50 |
|
1.618 |
6,514.50 |
|
1.000 |
6,447.75 |
|
0.618 |
6,406.50 |
|
HIGH |
6,339.75 |
|
0.618 |
6,298.50 |
|
0.500 |
6,285.75 |
|
0.382 |
6,273.00 |
|
LOW |
6,231.75 |
|
0.618 |
6,165.00 |
|
1.000 |
6,123.75 |
|
1.618 |
6,057.00 |
|
2.618 |
5,949.00 |
|
4.250 |
5,772.75 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,285.75 |
6,311.75 |
| PP |
6,281.00 |
6,298.50 |
| S1 |
6,276.50 |
6,285.00 |
|