| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,668.50 |
2,652.75 |
-15.75 |
-0.6% |
2,655.00 |
| High |
2,673.50 |
2,683.25 |
9.75 |
0.4% |
2,683.25 |
| Low |
2,651.75 |
2,652.50 |
0.75 |
0.0% |
2,651.75 |
| Close |
2,656.00 |
2,682.00 |
26.00 |
1.0% |
2,682.00 |
| Range |
21.75 |
30.75 |
9.00 |
41.4% |
31.50 |
| ATR |
18.33 |
19.21 |
0.89 |
4.8% |
0.00 |
| Volume |
1,467,120 |
1,410,847 |
-56,273 |
-3.8% |
7,735,951 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.75 |
2,754.25 |
2,699.00 |
|
| R3 |
2,734.00 |
2,723.50 |
2,690.50 |
|
| R2 |
2,703.25 |
2,703.25 |
2,687.75 |
|
| R1 |
2,692.75 |
2,692.75 |
2,684.75 |
2,698.00 |
| PP |
2,672.50 |
2,672.50 |
2,672.50 |
2,675.25 |
| S1 |
2,662.00 |
2,662.00 |
2,679.25 |
2,667.25 |
| S2 |
2,641.75 |
2,641.75 |
2,676.25 |
|
| S3 |
2,611.00 |
2,631.25 |
2,673.50 |
|
| S4 |
2,580.25 |
2,600.50 |
2,665.00 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.75 |
2,756.00 |
2,699.25 |
|
| R3 |
2,735.25 |
2,724.50 |
2,690.75 |
|
| R2 |
2,703.75 |
2,703.75 |
2,687.75 |
|
| R1 |
2,693.00 |
2,693.00 |
2,685.00 |
2,698.50 |
| PP |
2,672.25 |
2,672.25 |
2,672.25 |
2,675.00 |
| S1 |
2,661.50 |
2,661.50 |
2,679.00 |
2,667.00 |
| S2 |
2,640.75 |
2,640.75 |
2,676.25 |
|
| S3 |
2,609.25 |
2,630.00 |
2,673.25 |
|
| S4 |
2,577.75 |
2,598.50 |
2,664.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,683.25 |
2,651.75 |
31.50 |
1.2% |
18.75 |
0.7% |
96% |
True |
False |
1,547,190 |
| 10 |
2,683.25 |
2,622.50 |
60.75 |
2.3% |
19.00 |
0.7% |
98% |
True |
False |
1,023,222 |
| 20 |
2,683.25 |
2,568.75 |
114.50 |
4.3% |
19.75 |
0.7% |
99% |
True |
False |
527,734 |
| 40 |
2,683.25 |
2,542.00 |
141.25 |
5.3% |
18.00 |
0.7% |
99% |
True |
False |
267,158 |
| 60 |
2,683.25 |
2,484.75 |
198.50 |
7.4% |
15.25 |
0.6% |
99% |
True |
False |
179,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.00 |
|
2.618 |
2,763.75 |
|
1.618 |
2,733.00 |
|
1.000 |
2,714.00 |
|
0.618 |
2,702.25 |
|
HIGH |
2,683.25 |
|
0.618 |
2,671.50 |
|
0.500 |
2,668.00 |
|
0.382 |
2,664.25 |
|
LOW |
2,652.50 |
|
0.618 |
2,633.50 |
|
1.000 |
2,621.75 |
|
1.618 |
2,602.75 |
|
2.618 |
2,572.00 |
|
4.250 |
2,521.75 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,677.25 |
2,677.25 |
| PP |
2,672.50 |
2,672.25 |
| S1 |
2,668.00 |
2,667.50 |
|