| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
6,482.50 |
6,461.25 |
-21.25 |
-0.3% |
6,498.00 |
| High |
6,492.00 |
6,475.50 |
-16.50 |
-0.3% |
6,545.75 |
| Low |
6,432.25 |
6,442.00 |
9.75 |
0.2% |
6,463.25 |
| Close |
6,460.00 |
6,454.00 |
-6.00 |
-0.1% |
6,483.75 |
| Range |
59.75 |
33.50 |
-26.25 |
-43.9% |
82.50 |
| ATR |
61.99 |
59.96 |
-2.04 |
-3.3% |
0.00 |
| Volume |
135,130 |
158,481 |
23,351 |
17.3% |
1,135,613 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,557.75 |
6,539.25 |
6,472.50 |
|
| R3 |
6,524.25 |
6,505.75 |
6,463.25 |
|
| R2 |
6,490.75 |
6,490.75 |
6,460.25 |
|
| R1 |
6,472.25 |
6,472.25 |
6,457.00 |
6,464.75 |
| PP |
6,457.25 |
6,457.25 |
6,457.25 |
6,453.50 |
| S1 |
6,438.75 |
6,438.75 |
6,451.00 |
6,431.25 |
| S2 |
6,423.75 |
6,423.75 |
6,447.75 |
|
| S3 |
6,390.25 |
6,405.25 |
6,444.75 |
|
| S4 |
6,356.75 |
6,371.75 |
6,435.50 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,745.00 |
6,697.00 |
6,529.00 |
|
| R3 |
6,662.50 |
6,614.50 |
6,506.50 |
|
| R2 |
6,580.00 |
6,580.00 |
6,499.00 |
|
| R1 |
6,532.00 |
6,532.00 |
6,491.25 |
6,514.75 |
| PP |
6,497.50 |
6,497.50 |
6,497.50 |
6,489.00 |
| S1 |
6,449.50 |
6,449.50 |
6,476.25 |
6,432.25 |
| S2 |
6,415.00 |
6,415.00 |
6,468.50 |
|
| S3 |
6,332.50 |
6,367.00 |
6,461.00 |
|
| S4 |
6,250.00 |
6,284.50 |
6,438.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,529.00 |
6,432.25 |
96.75 |
1.5% |
47.50 |
0.7% |
22% |
False |
False |
187,181 |
| 10 |
6,545.75 |
6,383.00 |
162.75 |
2.5% |
54.75 |
0.8% |
44% |
False |
False |
233,552 |
| 20 |
6,545.75 |
6,250.00 |
295.75 |
4.6% |
72.25 |
1.1% |
69% |
False |
False |
163,291 |
| 40 |
6,545.75 |
6,206.00 |
339.75 |
5.3% |
62.00 |
1.0% |
73% |
False |
False |
82,133 |
| 60 |
6,545.75 |
5,990.75 |
555.00 |
8.6% |
57.00 |
0.9% |
83% |
False |
False |
54,914 |
| 80 |
6,545.75 |
5,853.25 |
692.50 |
10.7% |
55.25 |
0.9% |
87% |
False |
False |
41,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,618.00 |
|
2.618 |
6,563.25 |
|
1.618 |
6,529.75 |
|
1.000 |
6,509.00 |
|
0.618 |
6,496.25 |
|
HIGH |
6,475.50 |
|
0.618 |
6,462.75 |
|
0.500 |
6,458.75 |
|
0.382 |
6,454.75 |
|
LOW |
6,442.00 |
|
0.618 |
6,421.25 |
|
1.000 |
6,408.50 |
|
1.618 |
6,387.75 |
|
2.618 |
6,354.25 |
|
4.250 |
6,299.50 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,458.75 |
6,467.00 |
| PP |
6,457.25 |
6,462.75 |
| S1 |
6,455.50 |
6,458.25 |
|