| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1,292.0 |
1,297.5 |
5.5 |
0.4% |
1,279.0 |
| High |
1,297.3 |
1,309.8 |
12.5 |
1.0% |
1,309.8 |
| Low |
1,290.5 |
1,296.1 |
5.6 |
0.4% |
1,277.7 |
| Close |
1,297.2 |
1,309.3 |
12.1 |
0.9% |
1,309.3 |
| Range |
6.8 |
13.7 |
6.9 |
101.5% |
32.1 |
| ATR |
10.8 |
11.0 |
0.2 |
1.9% |
0.0 |
| Volume |
225,664 |
241,274 |
15,610 |
6.9% |
807,355 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,346.2 |
1,341.4 |
1,316.8 |
|
| R3 |
1,332.5 |
1,327.7 |
1,313.1 |
|
| R2 |
1,318.8 |
1,318.8 |
1,311.8 |
|
| R1 |
1,314.0 |
1,314.0 |
1,310.6 |
1,316.4 |
| PP |
1,305.1 |
1,305.1 |
1,305.1 |
1,306.3 |
| S1 |
1,300.3 |
1,300.3 |
1,308.0 |
1,302.7 |
| S2 |
1,291.4 |
1,291.4 |
1,306.8 |
|
| S3 |
1,277.7 |
1,286.6 |
1,305.5 |
|
| S4 |
1,264.0 |
1,272.9 |
1,301.8 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.2 |
1,384.4 |
1,327.0 |
|
| R3 |
1,363.1 |
1,352.3 |
1,318.1 |
|
| R2 |
1,331.0 |
1,331.0 |
1,315.2 |
|
| R1 |
1,320.2 |
1,320.2 |
1,312.2 |
1,325.6 |
| PP |
1,298.9 |
1,298.9 |
1,298.9 |
1,301.7 |
| S1 |
1,288.1 |
1,288.1 |
1,306.4 |
1,293.5 |
| S2 |
1,266.8 |
1,266.8 |
1,303.4 |
|
| S3 |
1,234.7 |
1,256.0 |
1,300.5 |
|
| S4 |
1,202.6 |
1,223.9 |
1,291.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,309.8 |
1,268.4 |
41.4 |
3.2% |
10.1 |
0.8% |
99% |
True |
False |
200,076 |
| 10 |
1,309.8 |
1,255.2 |
54.6 |
4.2% |
9.1 |
0.7% |
99% |
True |
False |
206,945 |
| 20 |
1,309.8 |
1,238.3 |
71.5 |
5.5% |
10.9 |
0.8% |
99% |
True |
False |
248,896 |
| 40 |
1,309.8 |
1,238.3 |
71.5 |
5.5% |
11.7 |
0.9% |
99% |
True |
False |
166,498 |
| 60 |
1,312.7 |
1,238.3 |
74.4 |
5.7% |
11.7 |
0.9% |
95% |
False |
False |
113,401 |
| 80 |
1,365.8 |
1,238.3 |
127.5 |
9.7% |
12.2 |
0.9% |
56% |
False |
False |
86,119 |
| 100 |
1,365.8 |
1,238.3 |
127.5 |
9.7% |
12.4 |
0.9% |
56% |
False |
False |
69,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,368.0 |
|
2.618 |
1,345.7 |
|
1.618 |
1,332.0 |
|
1.000 |
1,323.5 |
|
0.618 |
1,318.3 |
|
HIGH |
1,309.8 |
|
0.618 |
1,304.6 |
|
0.500 |
1,303.0 |
|
0.382 |
1,301.3 |
|
LOW |
1,296.1 |
|
0.618 |
1,287.6 |
|
1.000 |
1,282.4 |
|
1.618 |
1,273.9 |
|
2.618 |
1,260.2 |
|
4.250 |
1,237.9 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,307.2 |
1,305.5 |
| PP |
1,305.1 |
1,301.7 |
| S1 |
1,303.0 |
1,297.9 |
|