| 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 |
6,504.00 |
6,486.75 |
-17.25 |
-0.3% |
6,363.50 |
| High |
6,529.00 |
6,520.75 |
-8.25 |
-0.1% |
6,502.75 |
| Low |
6,463.25 |
6,476.00 |
12.75 |
0.2% |
6,359.00 |
| Close |
6,489.00 |
6,492.25 |
3.25 |
0.1% |
6,498.50 |
| Range |
65.75 |
44.75 |
-21.00 |
-31.9% |
143.75 |
| ATR |
65.82 |
64.31 |
-1.50 |
-2.3% |
0.00 |
| Volume |
276,115 |
211,561 |
-64,554 |
-23.4% |
1,456,308 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,630.50 |
6,606.25 |
6,516.75 |
|
| R3 |
6,585.75 |
6,561.50 |
6,504.50 |
|
| R2 |
6,541.00 |
6,541.00 |
6,500.50 |
|
| R1 |
6,516.75 |
6,516.75 |
6,496.25 |
6,529.00 |
| PP |
6,496.25 |
6,496.25 |
6,496.25 |
6,502.50 |
| S1 |
6,472.00 |
6,472.00 |
6,488.25 |
6,484.00 |
| S2 |
6,451.50 |
6,451.50 |
6,484.00 |
|
| S3 |
6,406.75 |
6,427.25 |
6,480.00 |
|
| S4 |
6,362.00 |
6,382.50 |
6,467.75 |
|
|
| 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 |
6,545.75 |
6,400.75 |
145.00 |
2.2% |
64.50 |
1.0% |
63% |
False |
False |
253,979 |
| 10 |
6,545.75 |
6,339.00 |
206.75 |
3.2% |
58.25 |
0.9% |
74% |
False |
False |
268,151 |
| 20 |
6,545.75 |
6,250.00 |
295.75 |
4.6% |
71.25 |
1.1% |
82% |
False |
False |
141,165 |
| 40 |
6,545.75 |
6,048.50 |
497.25 |
7.7% |
65.25 |
1.0% |
89% |
False |
False |
71,028 |
| 60 |
6,545.75 |
5,922.00 |
623.75 |
9.6% |
57.00 |
0.9% |
91% |
False |
False |
47,469 |
| 80 |
6,545.75 |
5,853.25 |
692.50 |
10.7% |
55.75 |
0.9% |
92% |
False |
False |
35,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,711.00 |
|
2.618 |
6,638.00 |
|
1.618 |
6,593.25 |
|
1.000 |
6,565.50 |
|
0.618 |
6,548.50 |
|
HIGH |
6,520.75 |
|
0.618 |
6,503.75 |
|
0.500 |
6,498.50 |
|
0.382 |
6,493.00 |
|
LOW |
6,476.00 |
|
0.618 |
6,448.25 |
|
1.000 |
6,431.25 |
|
1.618 |
6,403.50 |
|
2.618 |
6,358.75 |
|
4.250 |
6,285.75 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,498.50 |
6,504.50 |
| PP |
6,496.25 |
6,500.50 |
| S1 |
6,494.25 |
6,496.25 |
|