| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
268.48 |
268.27 |
-0.21 |
-0.1% |
265.58 |
| High |
268.53 |
268.33 |
-0.20 |
-0.1% |
267.56 |
| Low |
267.09 |
266.69 |
-0.40 |
-0.1% |
265.39 |
| Close |
267.17 |
267.03 |
-0.14 |
-0.1% |
266.51 |
| Range |
1.44 |
1.64 |
0.20 |
13.9% |
2.17 |
| ATR |
1.60 |
1.60 |
0.00 |
0.2% |
0.00 |
| Volume |
82,382,800 |
76,751,504 |
-5,631,296 |
-6.8% |
516,455,408 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
272.27 |
271.29 |
267.93 |
|
| R3 |
270.63 |
269.65 |
267.48 |
|
| R2 |
268.99 |
268.99 |
267.33 |
|
| R1 |
268.01 |
268.01 |
267.18 |
267.68 |
| PP |
267.35 |
267.35 |
267.35 |
267.19 |
| S1 |
266.37 |
266.37 |
266.88 |
266.04 |
| S2 |
265.71 |
265.71 |
266.73 |
|
| S3 |
264.07 |
264.73 |
266.58 |
|
| S4 |
262.43 |
263.09 |
266.13 |
|
|
| 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% |
1.39 |
0.5% |
51% |
False |
False |
97,612,923 |
| 10 |
268.60 |
262.94 |
5.66 |
2.1% |
1.27 |
0.5% |
72% |
False |
False |
91,302,551 |
| 20 |
268.60 |
259.57 |
9.03 |
3.4% |
1.54 |
0.6% |
83% |
False |
False |
87,744,634 |
| 40 |
268.60 |
254.00 |
14.60 |
5.5% |
1.44 |
0.5% |
89% |
False |
False |
76,615,900 |
| 60 |
268.60 |
248.87 |
19.73 |
7.4% |
1.28 |
0.5% |
92% |
False |
False |
70,382,526 |
| 80 |
268.60 |
242.93 |
25.67 |
9.6% |
1.23 |
0.5% |
94% |
False |
False |
68,936,692 |
| 100 |
268.60 |
241.83 |
26.77 |
10.0% |
1.27 |
0.5% |
94% |
False |
False |
68,549,960 |
| 120 |
268.60 |
240.34 |
28.26 |
10.6% |
1.24 |
0.5% |
94% |
False |
False |
65,983,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
275.30 |
|
2.618 |
272.62 |
|
1.618 |
270.98 |
|
1.000 |
269.97 |
|
0.618 |
269.34 |
|
HIGH |
268.33 |
|
0.618 |
267.70 |
|
0.500 |
267.51 |
|
0.382 |
267.32 |
|
LOW |
266.69 |
|
0.618 |
265.68 |
|
1.000 |
265.05 |
|
1.618 |
264.04 |
|
2.618 |
262.40 |
|
4.250 |
259.72 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
267.51 |
267.65 |
| PP |
267.35 |
267.44 |
| S1 |
267.19 |
267.24 |
|