| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
264.99 |
265.58 |
0.59 |
0.2% |
266.31 |
| High |
265.52 |
266.38 |
0.86 |
0.3% |
266.80 |
| Low |
264.03 |
265.48 |
1.45 |
0.5% |
262.71 |
| Close |
265.51 |
266.31 |
0.80 |
0.3% |
265.51 |
| Range |
1.49 |
0.90 |
-0.59 |
-39.6% |
4.09 |
| ATR |
1.72 |
1.66 |
-0.06 |
-3.4% |
0.00 |
| Volume |
76,563,800 |
83,077,504 |
6,513,704 |
8.5% |
401,715,784 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
268.76 |
268.43 |
266.81 |
|
| R3 |
267.86 |
267.53 |
266.56 |
|
| R2 |
266.96 |
266.96 |
266.48 |
|
| R1 |
266.63 |
266.63 |
266.39 |
266.80 |
| PP |
266.06 |
266.06 |
266.06 |
266.14 |
| S1 |
265.73 |
265.73 |
266.23 |
265.90 |
| S2 |
265.16 |
265.16 |
266.15 |
|
| S3 |
264.26 |
264.83 |
266.06 |
|
| S4 |
263.36 |
263.93 |
265.82 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
277.28 |
275.48 |
267.76 |
|
| R3 |
273.19 |
271.39 |
266.63 |
|
| R2 |
269.10 |
269.10 |
266.26 |
|
| R1 |
267.30 |
267.30 |
265.88 |
266.16 |
| PP |
265.01 |
265.01 |
265.01 |
264.43 |
| S1 |
263.21 |
263.21 |
265.14 |
262.07 |
| S2 |
260.92 |
260.92 |
264.76 |
|
| S3 |
256.83 |
259.12 |
264.39 |
|
| S4 |
252.74 |
255.03 |
263.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
266.38 |
262.71 |
3.67 |
1.4% |
1.40 |
0.5% |
98% |
True |
False |
78,150,558 |
| 10 |
266.80 |
260.66 |
6.15 |
2.3% |
2.03 |
0.8% |
92% |
False |
False |
95,356,228 |
| 20 |
266.80 |
255.63 |
11.17 |
4.2% |
1.56 |
0.6% |
96% |
False |
False |
76,593,414 |
| 40 |
266.80 |
254.00 |
12.80 |
4.8% |
1.38 |
0.5% |
96% |
False |
False |
69,526,807 |
| 60 |
266.80 |
248.08 |
18.72 |
7.0% |
1.24 |
0.5% |
97% |
False |
False |
65,171,244 |
| 80 |
266.80 |
241.83 |
24.97 |
9.4% |
1.25 |
0.5% |
98% |
False |
False |
66,376,053 |
| 100 |
266.80 |
241.83 |
24.97 |
9.4% |
1.25 |
0.5% |
98% |
False |
False |
66,033,478 |
| 120 |
266.80 |
239.96 |
26.84 |
10.1% |
1.27 |
0.5% |
98% |
False |
False |
64,630,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
270.21 |
|
2.618 |
268.74 |
|
1.618 |
267.84 |
|
1.000 |
267.28 |
|
0.618 |
266.94 |
|
HIGH |
266.38 |
|
0.618 |
266.04 |
|
0.500 |
265.93 |
|
0.382 |
265.82 |
|
LOW |
265.48 |
|
0.618 |
264.92 |
|
1.000 |
264.58 |
|
1.618 |
264.02 |
|
2.618 |
263.12 |
|
4.250 |
261.66 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
266.18 |
265.76 |
| PP |
266.06 |
265.21 |
| S1 |
265.93 |
264.66 |
|