| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
24,807.21 |
24,849.63 |
42.42 |
0.2% |
24,715.84 |
| High |
24,839.23 |
24,871.66 |
32.43 |
0.1% |
24,871.66 |
| Low |
24,797.13 |
24,719.22 |
-77.91 |
-0.3% |
24,708.42 |
| Close |
24,837.51 |
24,719.22 |
-118.29 |
-0.5% |
24,719.22 |
| Range |
42.10 |
152.44 |
110.34 |
262.1% |
163.24 |
| ATR |
136.63 |
137.76 |
1.13 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,227.35 |
25,125.73 |
24,803.06 |
|
| R3 |
25,074.91 |
24,973.29 |
24,761.14 |
|
| R2 |
24,922.47 |
24,922.47 |
24,747.17 |
|
| R1 |
24,820.85 |
24,820.85 |
24,733.19 |
24,795.44 |
| PP |
24,770.03 |
24,770.03 |
24,770.03 |
24,757.33 |
| S1 |
24,668.41 |
24,668.41 |
24,705.25 |
24,643.00 |
| S2 |
24,617.59 |
24,617.59 |
24,691.27 |
|
| S3 |
24,465.15 |
24,515.97 |
24,677.30 |
|
| S4 |
24,312.71 |
24,363.53 |
24,635.38 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,256.15 |
25,150.93 |
24,809.00 |
|
| R3 |
25,092.91 |
24,987.69 |
24,764.11 |
|
| R2 |
24,929.67 |
24,929.67 |
24,749.15 |
|
| R1 |
24,824.45 |
24,824.45 |
24,734.18 |
24,877.06 |
| PP |
24,766.43 |
24,766.43 |
24,766.43 |
24,792.74 |
| S1 |
24,661.21 |
24,661.21 |
24,704.26 |
24,713.82 |
| S2 |
24,603.19 |
24,603.19 |
24,689.29 |
|
| S3 |
24,439.95 |
24,497.97 |
24,674.33 |
|
| S4 |
24,276.71 |
24,334.73 |
24,629.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24,871.66 |
24,708.42 |
163.24 |
0.7% |
77.75 |
0.3% |
7% |
True |
False |
|
| 10 |
24,876.07 |
24,584.44 |
291.63 |
1.2% |
100.39 |
0.4% |
46% |
False |
False |
|
| 20 |
24,876.07 |
23,921.90 |
954.17 |
3.9% |
135.06 |
0.5% |
84% |
False |
False |
|
| 40 |
24,876.07 |
23,242.75 |
1,633.32 |
6.6% |
127.86 |
0.5% |
90% |
False |
False |
|
| 60 |
24,876.07 |
22,655.14 |
2,220.93 |
9.0% |
115.92 |
0.5% |
93% |
False |
False |
|
| 80 |
24,876.07 |
21,731.12 |
3,144.95 |
12.7% |
108.94 |
0.4% |
95% |
False |
False |
|
| 100 |
24,876.07 |
21,600.34 |
3,275.73 |
13.3% |
109.28 |
0.4% |
95% |
False |
False |
|
| 120 |
24,876.07 |
21,467.93 |
3,408.14 |
13.8% |
104.74 |
0.4% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,519.53 |
|
2.618 |
25,270.75 |
|
1.618 |
25,118.31 |
|
1.000 |
25,024.10 |
|
0.618 |
24,965.87 |
|
HIGH |
24,871.66 |
|
0.618 |
24,813.43 |
|
0.500 |
24,795.44 |
|
0.382 |
24,777.45 |
|
LOW |
24,719.22 |
|
0.618 |
24,625.01 |
|
1.000 |
24,566.78 |
|
1.618 |
24,472.57 |
|
2.618 |
24,320.13 |
|
4.250 |
24,071.35 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
24,795.44 |
24,795.44 |
| PP |
24,770.03 |
24,770.03 |
| S1 |
24,744.63 |
24,744.63 |
|