| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,684.75 |
2,681.50 |
-3.25 |
-0.1% |
2,655.00 |
| High |
2,695.50 |
2,696.00 |
0.50 |
0.0% |
2,683.25 |
| Low |
2,679.00 |
2,680.75 |
1.75 |
0.1% |
2,651.75 |
| Close |
2,681.50 |
2,687.75 |
6.25 |
0.2% |
2,682.00 |
| Range |
16.50 |
15.25 |
-1.25 |
-7.6% |
31.50 |
| ATR |
18.58 |
18.34 |
-0.24 |
-1.3% |
0.00 |
| Volume |
981,223 |
853,748 |
-127,475 |
-13.0% |
7,735,951 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.00 |
2,726.00 |
2,696.25 |
|
| R3 |
2,718.75 |
2,710.75 |
2,692.00 |
|
| R2 |
2,703.50 |
2,703.50 |
2,690.50 |
|
| R1 |
2,695.50 |
2,695.50 |
2,689.25 |
2,699.50 |
| PP |
2,688.25 |
2,688.25 |
2,688.25 |
2,690.00 |
| S1 |
2,680.25 |
2,680.25 |
2,686.25 |
2,684.25 |
| S2 |
2,673.00 |
2,673.00 |
2,685.00 |
|
| S3 |
2,657.75 |
2,665.00 |
2,683.50 |
|
| S4 |
2,642.50 |
2,649.75 |
2,679.25 |
|
|
| 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 |
2,698.00 |
2,652.50 |
45.50 |
1.7% |
18.75 |
0.7% |
77% |
False |
False |
1,053,414 |
| 10 |
2,698.00 |
2,640.25 |
57.75 |
2.1% |
17.25 |
0.6% |
82% |
False |
False |
1,291,922 |
| 20 |
2,698.00 |
2,590.75 |
107.25 |
4.0% |
20.25 |
0.7% |
90% |
False |
False |
718,359 |
| 40 |
2,698.00 |
2,556.00 |
142.00 |
5.3% |
18.00 |
0.7% |
93% |
False |
False |
362,831 |
| 60 |
2,698.00 |
2,498.50 |
199.50 |
7.4% |
15.50 |
0.6% |
95% |
False |
False |
243,182 |
| 80 |
2,698.00 |
2,440.25 |
257.75 |
9.6% |
14.75 |
0.5% |
96% |
False |
False |
182,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,760.75 |
|
2.618 |
2,736.00 |
|
1.618 |
2,720.75 |
|
1.000 |
2,711.25 |
|
0.618 |
2,705.50 |
|
HIGH |
2,696.00 |
|
0.618 |
2,690.25 |
|
0.500 |
2,688.50 |
|
0.382 |
2,686.50 |
|
LOW |
2,680.75 |
|
0.618 |
2,671.25 |
|
1.000 |
2,665.50 |
|
1.618 |
2,656.00 |
|
2.618 |
2,640.75 |
|
4.250 |
2,616.00 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,688.50 |
2,688.50 |
| PP |
2,688.25 |
2,688.25 |
| S1 |
2,688.00 |
2,688.00 |
|