| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
265.58 |
266.57 |
0.99 |
0.4% |
266.31 |
| High |
266.38 |
267.32 |
0.94 |
0.4% |
266.80 |
| Low |
265.48 |
266.35 |
0.87 |
0.3% |
262.71 |
| Close |
266.31 |
266.78 |
0.47 |
0.2% |
265.51 |
| Range |
0.90 |
0.98 |
0.08 |
8.3% |
4.09 |
| ATR |
1.66 |
1.62 |
-0.05 |
-2.8% |
0.00 |
| Volume |
83,077,504 |
85,195,696 |
2,118,192 |
2.5% |
401,715,784 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
269.74 |
269.24 |
267.32 |
|
| R3 |
268.77 |
268.26 |
267.05 |
|
| R2 |
267.79 |
267.79 |
266.96 |
|
| R1 |
267.29 |
267.29 |
266.87 |
267.54 |
| PP |
266.82 |
266.82 |
266.82 |
266.94 |
| S1 |
266.31 |
266.31 |
266.69 |
266.56 |
| S2 |
265.84 |
265.84 |
266.60 |
|
| S3 |
264.87 |
265.34 |
266.51 |
|
| S4 |
263.89 |
264.36 |
266.24 |
|
|
| 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 |
267.32 |
262.71 |
4.61 |
1.7% |
1.18 |
0.4% |
88% |
True |
False |
79,590,798 |
| 10 |
267.32 |
260.76 |
6.56 |
2.5% |
1.91 |
0.7% |
92% |
True |
False |
93,978,628 |
| 20 |
267.32 |
255.63 |
11.69 |
4.4% |
1.54 |
0.6% |
95% |
True |
False |
78,341,769 |
| 40 |
267.32 |
254.00 |
13.32 |
5.0% |
1.39 |
0.5% |
96% |
True |
False |
70,701,159 |
| 60 |
267.32 |
248.08 |
19.24 |
7.2% |
1.24 |
0.5% |
97% |
True |
False |
65,820,586 |
| 80 |
267.32 |
241.83 |
25.49 |
9.6% |
1.24 |
0.5% |
98% |
True |
False |
65,731,651 |
| 100 |
267.32 |
241.83 |
25.49 |
9.6% |
1.25 |
0.5% |
98% |
True |
False |
65,998,325 |
| 120 |
267.32 |
239.96 |
27.36 |
10.3% |
1.27 |
0.5% |
98% |
True |
False |
64,973,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
271.46 |
|
2.618 |
269.87 |
|
1.618 |
268.90 |
|
1.000 |
268.30 |
|
0.618 |
267.92 |
|
HIGH |
267.32 |
|
0.618 |
266.95 |
|
0.500 |
266.83 |
|
0.382 |
266.72 |
|
LOW |
266.35 |
|
0.618 |
265.74 |
|
1.000 |
265.37 |
|
1.618 |
264.77 |
|
2.618 |
263.79 |
|
4.250 |
262.20 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
266.83 |
266.41 |
| PP |
266.82 |
266.04 |
| S1 |
266.80 |
265.68 |
|