| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
3,589.0 |
3,580.0 |
-9.0 |
-0.3% |
3,551.0 |
| High |
3,591.0 |
3,587.0 |
-4.0 |
-0.1% |
3,599.0 |
| Low |
3,564.0 |
3,556.0 |
-8.0 |
-0.2% |
3,518.0 |
| Close |
3,568.0 |
3,583.0 |
15.0 |
0.4% |
3,581.0 |
| Range |
27.0 |
31.0 |
4.0 |
14.8% |
81.0 |
| ATR |
36.2 |
35.9 |
-0.4 |
-1.0% |
0.0 |
| Volume |
1,289,173 |
1,648,486 |
359,313 |
27.9% |
1,204,507 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,668.3 |
3,656.7 |
3,600.1 |
|
| R3 |
3,637.3 |
3,625.7 |
3,591.5 |
|
| R2 |
3,606.3 |
3,606.3 |
3,588.7 |
|
| R1 |
3,594.7 |
3,594.7 |
3,585.8 |
3,600.5 |
| PP |
3,575.3 |
3,575.3 |
3,575.3 |
3,578.3 |
| S1 |
3,563.7 |
3,563.7 |
3,580.2 |
3,569.5 |
| S2 |
3,544.3 |
3,544.3 |
3,577.3 |
|
| S3 |
3,513.3 |
3,532.7 |
3,574.5 |
|
| S4 |
3,482.3 |
3,501.7 |
3,566.0 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,809.0 |
3,776.0 |
3,625.6 |
|
| R3 |
3,728.0 |
3,695.0 |
3,603.3 |
|
| R2 |
3,647.0 |
3,647.0 |
3,595.9 |
|
| R1 |
3,614.0 |
3,614.0 |
3,588.4 |
3,630.5 |
| PP |
3,566.0 |
3,566.0 |
3,566.0 |
3,574.3 |
| S1 |
3,533.0 |
3,533.0 |
3,573.6 |
3,549.5 |
| S2 |
3,485.0 |
3,485.0 |
3,566.2 |
|
| S3 |
3,404.0 |
3,452.0 |
3,558.7 |
|
| S4 |
3,323.0 |
3,371.0 |
3,536.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,599.0 |
3,518.0 |
81.0 |
2.3% |
28.6 |
0.8% |
80% |
False |
False |
801,370 |
| 10 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
34.4 |
1.0% |
80% |
False |
False |
423,086 |
| 20 |
3,604.0 |
3,499.0 |
105.0 |
2.9% |
34.2 |
1.0% |
80% |
False |
False |
243,131 |
| 40 |
3,689.0 |
3,499.0 |
190.0 |
5.3% |
32.4 |
0.9% |
44% |
False |
False |
123,446 |
| 60 |
3,689.0 |
3,495.0 |
194.0 |
5.4% |
27.8 |
0.8% |
45% |
False |
False |
83,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,718.8 |
|
2.618 |
3,668.2 |
|
1.618 |
3,637.2 |
|
1.000 |
3,618.0 |
|
0.618 |
3,606.2 |
|
HIGH |
3,587.0 |
|
0.618 |
3,575.2 |
|
0.500 |
3,571.5 |
|
0.382 |
3,567.8 |
|
LOW |
3,556.0 |
|
0.618 |
3,536.8 |
|
1.000 |
3,525.0 |
|
1.618 |
3,505.8 |
|
2.618 |
3,474.8 |
|
4.250 |
3,424.3 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,579.2 |
3,581.2 |
| PP |
3,575.3 |
3,579.3 |
| S1 |
3,571.5 |
3,577.5 |
|