| 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 |
6,417.25 |
6,403.75 |
-13.50 |
-0.2% |
6,363.50 |
| High |
6,443.75 |
6,502.75 |
59.00 |
0.9% |
6,502.75 |
| Low |
6,402.50 |
6,400.75 |
-1.75 |
0.0% |
6,359.00 |
| Close |
6,409.00 |
6,498.50 |
89.50 |
1.4% |
6,498.50 |
| Range |
41.25 |
102.00 |
60.75 |
147.3% |
143.75 |
| ATR |
64.79 |
67.45 |
2.66 |
4.1% |
0.00 |
| Volume |
292,712 |
288,903 |
-3,809 |
-1.3% |
1,456,308 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,773.25 |
6,738.00 |
6,554.50 |
|
| R3 |
6,671.25 |
6,636.00 |
6,526.50 |
|
| R2 |
6,569.25 |
6,569.25 |
6,517.25 |
|
| R1 |
6,534.00 |
6,534.00 |
6,507.75 |
6,551.50 |
| PP |
6,467.25 |
6,467.25 |
6,467.25 |
6,476.25 |
| S1 |
6,432.00 |
6,432.00 |
6,489.25 |
6,449.50 |
| S2 |
6,365.25 |
6,365.25 |
6,479.75 |
|
| S3 |
6,263.25 |
6,330.00 |
6,470.50 |
|
| S4 |
6,161.25 |
6,228.00 |
6,442.50 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,884.75 |
6,835.25 |
6,577.50 |
|
| R3 |
6,741.00 |
6,691.50 |
6,538.00 |
|
| R2 |
6,597.25 |
6,597.25 |
6,524.75 |
|
| R1 |
6,547.75 |
6,547.75 |
6,511.75 |
6,572.50 |
| PP |
6,453.50 |
6,453.50 |
6,453.50 |
6,465.75 |
| S1 |
6,404.00 |
6,404.00 |
6,485.25 |
6,428.75 |
| S2 |
6,309.75 |
6,309.75 |
6,472.25 |
|
| S3 |
6,166.00 |
6,260.25 |
6,459.00 |
|
| S4 |
6,022.25 |
6,116.50 |
6,419.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,502.75 |
6,359.00 |
143.75 |
2.2% |
60.50 |
0.9% |
97% |
True |
False |
291,261 |
| 10 |
6,502.75 |
6,250.00 |
252.75 |
3.9% |
74.00 |
1.1% |
98% |
True |
False |
182,093 |
| 20 |
6,502.75 |
6,250.00 |
252.75 |
3.9% |
68.75 |
1.1% |
98% |
True |
False |
92,291 |
| 40 |
6,502.75 |
6,024.00 |
478.75 |
7.4% |
65.00 |
1.0% |
99% |
True |
False |
46,542 |
| 60 |
6,502.75 |
5,853.25 |
649.50 |
10.0% |
57.75 |
0.9% |
99% |
True |
False |
31,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,936.25 |
|
2.618 |
6,769.75 |
|
1.618 |
6,667.75 |
|
1.000 |
6,604.75 |
|
0.618 |
6,565.75 |
|
HIGH |
6,502.75 |
|
0.618 |
6,463.75 |
|
0.500 |
6,451.75 |
|
0.382 |
6,439.75 |
|
LOW |
6,400.75 |
|
0.618 |
6,337.75 |
|
1.000 |
6,298.75 |
|
1.618 |
6,235.75 |
|
2.618 |
6,133.75 |
|
4.250 |
5,967.25 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,483.00 |
6,480.00 |
| PP |
6,467.25 |
6,461.50 |
| S1 |
6,451.75 |
6,443.00 |
|