| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
267.06 |
267.09 |
0.03 |
0.0% |
266.31 |
| High |
267.56 |
267.22 |
-0.34 |
-0.1% |
266.80 |
| Low |
266.65 |
265.60 |
-1.05 |
-0.4% |
262.71 |
| Close |
266.75 |
265.66 |
-1.09 |
-0.4% |
265.51 |
| Range |
0.91 |
1.62 |
0.71 |
78.0% |
4.09 |
| ATR |
1.57 |
1.57 |
0.00 |
0.2% |
0.00 |
| Volume |
102,905,400 |
100,666,600 |
-2,238,800 |
-2.2% |
401,715,784 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
271.02 |
269.96 |
266.55 |
|
| R3 |
269.40 |
268.34 |
266.11 |
|
| R2 |
267.78 |
267.78 |
265.96 |
|
| R1 |
266.72 |
266.72 |
265.81 |
266.44 |
| PP |
266.16 |
266.16 |
266.16 |
266.02 |
| S1 |
265.10 |
265.10 |
265.51 |
264.82 |
| S2 |
264.54 |
264.54 |
265.36 |
|
| S3 |
262.92 |
263.48 |
265.21 |
|
| S4 |
261.30 |
261.86 |
264.77 |
|
|
| 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 |
267.56 |
264.03 |
3.53 |
1.3% |
1.18 |
0.4% |
46% |
False |
False |
89,681,800 |
| 10 |
267.56 |
260.76 |
6.80 |
2.6% |
1.78 |
0.7% |
72% |
False |
False |
93,795,188 |
| 20 |
267.56 |
257.48 |
10.09 |
3.8% |
1.52 |
0.6% |
81% |
False |
False |
81,414,038 |
| 40 |
267.56 |
254.00 |
13.56 |
5.1% |
1.43 |
0.5% |
86% |
False |
False |
73,979,229 |
| 60 |
267.56 |
248.08 |
19.48 |
7.3% |
1.25 |
0.5% |
90% |
False |
False |
67,435,418 |
| 80 |
267.56 |
242.93 |
24.63 |
9.3% |
1.23 |
0.5% |
92% |
False |
False |
66,668,678 |
| 100 |
267.56 |
241.83 |
25.73 |
9.7% |
1.26 |
0.5% |
93% |
False |
False |
67,018,668 |
| 120 |
267.56 |
239.96 |
27.60 |
10.4% |
1.27 |
0.5% |
93% |
False |
False |
65,638,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
274.11 |
|
2.618 |
271.46 |
|
1.618 |
269.84 |
|
1.000 |
268.84 |
|
0.618 |
268.22 |
|
HIGH |
267.22 |
|
0.618 |
266.60 |
|
0.500 |
266.41 |
|
0.382 |
266.22 |
|
LOW |
265.60 |
|
0.618 |
264.60 |
|
1.000 |
263.98 |
|
1.618 |
262.98 |
|
2.618 |
261.36 |
|
4.250 |
258.72 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
266.41 |
266.58 |
| PP |
266.16 |
266.27 |
| S1 |
265.91 |
265.97 |
|