| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
268.10 |
268.48 |
0.38 |
0.1% |
265.58 |
| High |
268.60 |
268.53 |
-0.07 |
0.0% |
267.56 |
| Low |
267.98 |
267.09 |
-0.89 |
-0.3% |
265.39 |
| Close |
268.20 |
267.17 |
-1.03 |
-0.4% |
266.51 |
| Range |
0.62 |
1.44 |
0.82 |
132.3% |
2.17 |
| ATR |
1.61 |
1.60 |
-0.01 |
-0.8% |
0.00 |
| Volume |
83,653,504 |
82,382,800 |
-1,270,704 |
-1.5% |
516,455,408 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
271.92 |
270.98 |
267.96 |
|
| R3 |
270.48 |
269.54 |
267.57 |
|
| R2 |
269.04 |
269.04 |
267.43 |
|
| R1 |
268.10 |
268.10 |
267.30 |
267.85 |
| PP |
267.60 |
267.60 |
267.60 |
267.47 |
| S1 |
266.66 |
266.66 |
267.04 |
266.41 |
| S2 |
266.16 |
266.16 |
266.91 |
|
| S3 |
264.72 |
265.22 |
266.77 |
|
| S4 |
263.28 |
263.78 |
266.38 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
273.00 |
271.92 |
267.70 |
|
| R3 |
270.83 |
269.75 |
267.11 |
|
| R2 |
268.66 |
268.66 |
266.91 |
|
| R1 |
267.58 |
267.58 |
266.71 |
268.12 |
| PP |
266.49 |
266.49 |
266.49 |
266.76 |
| S1 |
265.41 |
265.41 |
266.31 |
265.95 |
| S2 |
264.32 |
264.32 |
266.11 |
|
| S3 |
262.15 |
263.24 |
265.91 |
|
| S4 |
259.98 |
261.07 |
265.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
268.60 |
265.39 |
3.21 |
1.2% |
1.25 |
0.5% |
55% |
False |
False |
102,843,702 |
| 10 |
268.60 |
262.71 |
5.89 |
2.2% |
1.21 |
0.5% |
76% |
False |
False |
91,217,250 |
| 20 |
268.60 |
258.26 |
10.34 |
3.9% |
1.56 |
0.6% |
86% |
False |
False |
87,365,899 |
| 40 |
268.60 |
254.00 |
14.60 |
5.5% |
1.41 |
0.5% |
90% |
False |
False |
76,370,509 |
| 60 |
268.60 |
248.81 |
19.80 |
7.4% |
1.27 |
0.5% |
93% |
False |
False |
70,004,700 |
| 80 |
268.60 |
242.93 |
25.67 |
9.6% |
1.23 |
0.5% |
94% |
False |
False |
68,484,368 |
| 100 |
268.60 |
241.83 |
26.77 |
10.0% |
1.26 |
0.5% |
95% |
False |
False |
68,440,831 |
| 120 |
268.60 |
240.34 |
28.26 |
10.6% |
1.24 |
0.5% |
95% |
False |
False |
66,067,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
274.65 |
|
2.618 |
272.30 |
|
1.618 |
270.86 |
|
1.000 |
269.97 |
|
0.618 |
269.42 |
|
HIGH |
268.53 |
|
0.618 |
267.98 |
|
0.500 |
267.81 |
|
0.382 |
267.64 |
|
LOW |
267.09 |
|
0.618 |
266.20 |
|
1.000 |
265.65 |
|
1.618 |
264.76 |
|
2.618 |
263.32 |
|
4.250 |
260.97 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
267.81 |
267.11 |
| PP |
267.60 |
267.05 |
| S1 |
267.38 |
267.00 |
|