| 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 |
6,452.25 |
6,444.50 |
-7.75 |
-0.1% |
6,482.50 |
| High |
6,477.50 |
6,467.75 |
-9.75 |
-0.2% |
6,492.00 |
| Low |
6,442.25 |
6,383.25 |
-59.00 |
-0.9% |
6,383.25 |
| Close |
6,446.25 |
6,408.75 |
-37.50 |
-0.6% |
6,408.75 |
| Range |
35.25 |
84.50 |
49.25 |
139.7% |
108.75 |
| ATR |
58.19 |
60.07 |
1.88 |
3.2% |
0.00 |
| Volume |
138,254 |
210,114 |
71,860 |
52.0% |
641,979 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,673.50 |
6,625.50 |
6,455.25 |
|
| R3 |
6,589.00 |
6,541.00 |
6,432.00 |
|
| R2 |
6,504.50 |
6,504.50 |
6,424.25 |
|
| R1 |
6,456.50 |
6,456.50 |
6,416.50 |
6,438.25 |
| PP |
6,420.00 |
6,420.00 |
6,420.00 |
6,410.75 |
| S1 |
6,372.00 |
6,372.00 |
6,401.00 |
6,353.75 |
| S2 |
6,335.50 |
6,335.50 |
6,393.25 |
|
| S3 |
6,251.00 |
6,287.50 |
6,385.50 |
|
| S4 |
6,166.50 |
6,203.00 |
6,362.25 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,754.25 |
6,690.25 |
6,468.50 |
|
| R3 |
6,645.50 |
6,581.50 |
6,438.75 |
|
| R2 |
6,536.75 |
6,536.75 |
6,428.75 |
|
| R1 |
6,472.75 |
6,472.75 |
6,418.75 |
6,450.50 |
| PP |
6,428.00 |
6,428.00 |
6,428.00 |
6,416.75 |
| S1 |
6,364.00 |
6,364.00 |
6,398.75 |
6,341.50 |
| S2 |
6,319.25 |
6,319.25 |
6,388.75 |
|
| S3 |
6,210.50 |
6,255.25 |
6,378.75 |
|
| S4 |
6,101.75 |
6,146.50 |
6,349.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,501.75 |
6,383.25 |
118.50 |
1.8% |
49.50 |
0.8% |
22% |
False |
True |
159,319 |
| 10 |
6,545.75 |
6,383.25 |
162.50 |
2.5% |
57.00 |
0.9% |
16% |
False |
True |
206,649 |
| 20 |
6,545.75 |
6,250.00 |
295.75 |
4.6% |
66.50 |
1.0% |
54% |
False |
False |
180,280 |
| 40 |
6,545.75 |
6,206.00 |
339.75 |
5.3% |
62.50 |
1.0% |
60% |
False |
False |
90,811 |
| 60 |
6,545.75 |
6,013.75 |
532.00 |
8.3% |
58.00 |
0.9% |
74% |
False |
False |
60,709 |
| 80 |
6,545.75 |
5,853.25 |
692.50 |
10.8% |
55.25 |
0.9% |
80% |
False |
False |
45,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,827.00 |
|
2.618 |
6,689.00 |
|
1.618 |
6,604.50 |
|
1.000 |
6,552.25 |
|
0.618 |
6,520.00 |
|
HIGH |
6,467.75 |
|
0.618 |
6,435.50 |
|
0.500 |
6,425.50 |
|
0.382 |
6,415.50 |
|
LOW |
6,383.25 |
|
0.618 |
6,331.00 |
|
1.000 |
6,298.75 |
|
1.618 |
6,246.50 |
|
2.618 |
6,162.00 |
|
4.250 |
6,024.00 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,425.50 |
6,430.50 |
| PP |
6,420.00 |
6,423.25 |
| S1 |
6,414.25 |
6,416.00 |
|