| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,684.00 |
2,684.75 |
0.75 |
0.0% |
2,686.75 |
| High |
2,689.00 |
2,698.25 |
9.25 |
0.3% |
2,698.25 |
| Low |
2,683.00 |
2,667.75 |
-15.25 |
-0.6% |
2,667.75 |
| Close |
2,685.75 |
2,676.00 |
-9.75 |
-0.4% |
2,676.00 |
| Range |
6.00 |
30.50 |
24.50 |
408.3% |
30.50 |
| ATR |
15.59 |
16.66 |
1.06 |
6.8% |
0.00 |
| Volume |
535,624 |
1,092,038 |
556,414 |
103.9% |
2,670,092 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.25 |
2,754.50 |
2,692.75 |
|
| R3 |
2,741.75 |
2,724.00 |
2,684.50 |
|
| R2 |
2,711.25 |
2,711.25 |
2,681.50 |
|
| R1 |
2,693.50 |
2,693.50 |
2,678.75 |
2,687.00 |
| PP |
2,680.75 |
2,680.75 |
2,680.75 |
2,677.50 |
| S1 |
2,663.00 |
2,663.00 |
2,673.25 |
2,656.50 |
| S2 |
2,650.25 |
2,650.25 |
2,670.50 |
|
| S3 |
2,619.75 |
2,632.50 |
2,667.50 |
|
| S4 |
2,589.25 |
2,602.00 |
2,659.25 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.25 |
2,754.50 |
2,692.75 |
|
| R3 |
2,741.75 |
2,724.00 |
2,684.50 |
|
| R2 |
2,711.25 |
2,711.25 |
2,681.50 |
|
| R1 |
2,693.50 |
2,693.50 |
2,678.75 |
2,687.00 |
| PP |
2,680.75 |
2,680.75 |
2,680.75 |
2,677.50 |
| S1 |
2,663.00 |
2,663.00 |
2,673.25 |
2,656.50 |
| S2 |
2,650.25 |
2,650.25 |
2,670.50 |
|
| S3 |
2,619.75 |
2,632.50 |
2,667.50 |
|
| S4 |
2,589.25 |
2,602.00 |
2,659.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,698.25 |
2,667.75 |
30.50 |
1.1% |
12.25 |
0.5% |
27% |
True |
True |
664,920 |
| 10 |
2,698.25 |
2,652.50 |
45.75 |
1.7% |
15.50 |
0.6% |
51% |
True |
False |
859,167 |
| 20 |
2,698.25 |
2,606.25 |
92.00 |
3.4% |
18.00 |
0.7% |
76% |
True |
False |
875,067 |
| 40 |
2,698.25 |
2,556.25 |
142.00 |
5.3% |
17.75 |
0.7% |
84% |
True |
False |
445,234 |
| 60 |
2,698.25 |
2,534.25 |
164.00 |
6.1% |
15.75 |
0.6% |
86% |
True |
False |
298,393 |
| 80 |
2,698.25 |
2,454.50 |
243.75 |
9.1% |
14.50 |
0.5% |
91% |
True |
False |
224,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.00 |
|
2.618 |
2,778.00 |
|
1.618 |
2,747.50 |
|
1.000 |
2,728.75 |
|
0.618 |
2,717.00 |
|
HIGH |
2,698.25 |
|
0.618 |
2,686.50 |
|
0.500 |
2,683.00 |
|
0.382 |
2,679.50 |
|
LOW |
2,667.75 |
|
0.618 |
2,649.00 |
|
1.000 |
2,637.25 |
|
1.618 |
2,618.50 |
|
2.618 |
2,588.00 |
|
4.250 |
2,538.00 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,683.00 |
2,683.00 |
| PP |
2,680.75 |
2,680.75 |
| S1 |
2,678.25 |
2,678.25 |
|