| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,643.50 |
2,655.50 |
12.00 |
0.5% |
2,602.00 |
| High |
2,652.75 |
2,667.25 |
14.50 |
0.5% |
2,660.75 |
| Low |
2,606.25 |
2,636.25 |
30.00 |
1.2% |
2,597.75 |
| Close |
2,646.00 |
2,640.50 |
-5.50 |
-0.2% |
2,646.00 |
| Range |
46.50 |
31.00 |
-15.50 |
-33.3% |
63.00 |
| ATR |
19.25 |
20.09 |
0.84 |
4.4% |
0.00 |
| Volume |
88,302 |
89,688 |
1,386 |
1.6% |
274,835 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.00 |
2,721.75 |
2,657.50 |
|
| R3 |
2,710.00 |
2,690.75 |
2,649.00 |
|
| R2 |
2,679.00 |
2,679.00 |
2,646.25 |
|
| R1 |
2,659.75 |
2,659.75 |
2,643.25 |
2,654.00 |
| PP |
2,648.00 |
2,648.00 |
2,648.00 |
2,645.00 |
| S1 |
2,628.75 |
2,628.75 |
2,637.75 |
2,623.00 |
| S2 |
2,617.00 |
2,617.00 |
2,634.75 |
|
| S3 |
2,586.00 |
2,597.75 |
2,632.00 |
|
| S4 |
2,555.00 |
2,566.75 |
2,623.50 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.75 |
2,798.00 |
2,680.75 |
|
| R3 |
2,760.75 |
2,735.00 |
2,663.25 |
|
| R2 |
2,697.75 |
2,697.75 |
2,657.50 |
|
| R1 |
2,672.00 |
2,672.00 |
2,651.75 |
2,685.00 |
| PP |
2,634.75 |
2,634.75 |
2,634.75 |
2,641.25 |
| S1 |
2,609.00 |
2,609.00 |
2,640.25 |
2,622.00 |
| S2 |
2,571.75 |
2,571.75 |
2,634.50 |
|
| S3 |
2,508.75 |
2,546.00 |
2,628.75 |
|
| S4 |
2,445.75 |
2,483.00 |
2,611.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,667.25 |
2,599.00 |
68.25 |
2.6% |
31.75 |
1.2% |
61% |
True |
False |
67,584 |
| 10 |
2,667.25 |
2,568.75 |
98.50 |
3.7% |
22.50 |
0.9% |
73% |
True |
False |
40,754 |
| 20 |
2,667.25 |
2,556.25 |
111.00 |
4.2% |
20.00 |
0.8% |
76% |
True |
False |
23,821 |
| 40 |
2,667.25 |
2,539.75 |
127.50 |
4.8% |
16.00 |
0.6% |
79% |
True |
False |
14,300 |
| 60 |
2,667.25 |
2,467.00 |
200.25 |
7.6% |
14.25 |
0.5% |
87% |
True |
False |
10,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.00 |
|
2.618 |
2,748.50 |
|
1.618 |
2,717.50 |
|
1.000 |
2,698.25 |
|
0.618 |
2,686.50 |
|
HIGH |
2,667.25 |
|
0.618 |
2,655.50 |
|
0.500 |
2,651.75 |
|
0.382 |
2,648.00 |
|
LOW |
2,636.25 |
|
0.618 |
2,617.00 |
|
1.000 |
2,605.25 |
|
1.618 |
2,586.00 |
|
2.618 |
2,555.00 |
|
4.250 |
2,504.50 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,651.75 |
2,639.25 |
| PP |
2,648.00 |
2,638.00 |
| S1 |
2,644.25 |
2,636.75 |
|