| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,686.75 |
2,686.75 |
0.00 |
0.0% |
2,683.00 |
| High |
2,691.50 |
2,689.50 |
-2.00 |
-0.1% |
2,698.00 |
| Low |
2,682.25 |
2,683.50 |
1.25 |
0.0% |
2,679.00 |
| Close |
2,686.00 |
2,687.00 |
1.00 |
0.0% |
2,686.00 |
| Range |
9.25 |
6.00 |
-3.25 |
-35.1% |
19.00 |
| ATR |
17.69 |
16.85 |
-0.83 |
-4.7% |
0.00 |
| Volume |
654,510 |
376,101 |
-278,409 |
-42.5% |
4,510,733 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.75 |
2,701.75 |
2,690.25 |
|
| R3 |
2,698.75 |
2,695.75 |
2,688.75 |
|
| R2 |
2,692.75 |
2,692.75 |
2,688.00 |
|
| R1 |
2,689.75 |
2,689.75 |
2,687.50 |
2,691.25 |
| PP |
2,686.75 |
2,686.75 |
2,686.75 |
2,687.50 |
| S1 |
2,683.75 |
2,683.75 |
2,686.50 |
2,685.25 |
| S2 |
2,680.75 |
2,680.75 |
2,686.00 |
|
| S3 |
2,674.75 |
2,677.75 |
2,685.25 |
|
| S4 |
2,668.75 |
2,671.75 |
2,683.75 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.75 |
2,734.25 |
2,696.50 |
|
| R3 |
2,725.75 |
2,715.25 |
2,691.25 |
|
| R2 |
2,706.75 |
2,706.75 |
2,689.50 |
|
| R1 |
2,696.25 |
2,696.25 |
2,687.75 |
2,701.50 |
| PP |
2,687.75 |
2,687.75 |
2,687.75 |
2,690.25 |
| S1 |
2,677.25 |
2,677.25 |
2,684.25 |
2,682.50 |
| S2 |
2,668.75 |
2,668.75 |
2,682.50 |
|
| S3 |
2,649.75 |
2,658.25 |
2,680.75 |
|
| S4 |
2,630.75 |
2,639.25 |
2,675.50 |
|
|
| 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 |
2,679.00 |
19.00 |
0.7% |
12.50 |
0.5% |
42% |
False |
False |
769,213 |
| 10 |
2,698.00 |
2,651.75 |
46.25 |
1.7% |
15.75 |
0.6% |
76% |
False |
False |
1,098,966 |
| 20 |
2,698.00 |
2,599.00 |
99.00 |
3.7% |
19.75 |
0.7% |
89% |
False |
False |
768,364 |
| 40 |
2,698.00 |
2,556.25 |
141.75 |
5.3% |
17.50 |
0.7% |
92% |
False |
False |
388,224 |
| 60 |
2,698.00 |
2,517.00 |
181.00 |
6.7% |
15.50 |
0.6% |
94% |
False |
False |
260,269 |
| 80 |
2,698.00 |
2,443.00 |
255.00 |
9.5% |
14.50 |
0.5% |
96% |
False |
False |
195,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,715.00 |
|
2.618 |
2,705.25 |
|
1.618 |
2,699.25 |
|
1.000 |
2,695.50 |
|
0.618 |
2,693.25 |
|
HIGH |
2,689.50 |
|
0.618 |
2,687.25 |
|
0.500 |
2,686.50 |
|
0.382 |
2,685.75 |
|
LOW |
2,683.50 |
|
0.618 |
2,679.75 |
|
1.000 |
2,677.50 |
|
1.618 |
2,673.75 |
|
2.618 |
2,667.75 |
|
4.250 |
2,658.00 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,686.75 |
2,688.50 |
| PP |
2,686.75 |
2,688.00 |
| S1 |
2,686.50 |
2,687.50 |
|