| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
3,585.0 |
3,555.0 |
-30.0 |
-0.8% |
3,551.0 |
| High |
3,589.0 |
3,568.0 |
-21.0 |
-0.6% |
3,599.0 |
| Low |
3,553.0 |
3,530.0 |
-23.0 |
-0.6% |
3,518.0 |
| Close |
3,570.0 |
3,549.0 |
-21.0 |
-0.6% |
3,581.0 |
| Range |
36.0 |
38.0 |
2.0 |
5.6% |
81.0 |
| ATR |
35.9 |
36.2 |
0.3 |
0.8% |
0.0 |
| Volume |
1,530,913 |
1,047,120 |
-483,793 |
-31.6% |
1,204,507 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,663.0 |
3,644.0 |
3,569.9 |
|
| R3 |
3,625.0 |
3,606.0 |
3,559.5 |
|
| R2 |
3,587.0 |
3,587.0 |
3,556.0 |
|
| R1 |
3,568.0 |
3,568.0 |
3,552.5 |
3,558.5 |
| PP |
3,549.0 |
3,549.0 |
3,549.0 |
3,544.3 |
| S1 |
3,530.0 |
3,530.0 |
3,545.5 |
3,520.5 |
| S2 |
3,511.0 |
3,511.0 |
3,542.0 |
|
| S3 |
3,473.0 |
3,492.0 |
3,538.6 |
|
| S4 |
3,435.0 |
3,454.0 |
3,528.1 |
|
|
| 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 |
3,530.0 |
69.0 |
1.9% |
31.2 |
0.9% |
28% |
False |
True |
1,209,983 |
| 10 |
3,599.0 |
3,499.0 |
100.0 |
2.8% |
33.9 |
1.0% |
50% |
False |
False |
675,250 |
| 20 |
3,604.0 |
3,499.0 |
105.0 |
3.0% |
35.3 |
1.0% |
48% |
False |
False |
371,987 |
| 40 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
33.0 |
0.9% |
26% |
False |
False |
187,630 |
| 60 |
3,689.0 |
3,499.0 |
190.0 |
5.4% |
28.5 |
0.8% |
26% |
False |
False |
126,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,729.5 |
|
2.618 |
3,667.5 |
|
1.618 |
3,629.5 |
|
1.000 |
3,606.0 |
|
0.618 |
3,591.5 |
|
HIGH |
3,568.0 |
|
0.618 |
3,553.5 |
|
0.500 |
3,549.0 |
|
0.382 |
3,544.5 |
|
LOW |
3,530.0 |
|
0.618 |
3,506.5 |
|
1.000 |
3,492.0 |
|
1.618 |
3,468.5 |
|
2.618 |
3,430.5 |
|
4.250 |
3,368.5 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,549.0 |
3,559.5 |
| PP |
3,549.0 |
3,556.0 |
| S1 |
3,549.0 |
3,552.5 |
|