| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,179.0 |
11,248.5 |
69.5 |
0.6% |
10,444.0 |
| High |
11,238.5 |
11,248.5 |
10.0 |
0.1% |
11,238.5 |
| Low |
11,143.5 |
11,141.0 |
-2.5 |
0.0% |
10,420.0 |
| Close |
11,204.0 |
11,181.5 |
-22.5 |
-0.2% |
11,204.0 |
| Range |
95.0 |
107.5 |
12.5 |
13.2% |
818.5 |
| ATR |
169.9 |
165.4 |
-4.5 |
-2.6% |
0.0 |
| Volume |
110,491 |
110,454 |
-37 |
0.0% |
531,948 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,512.8 |
11,454.7 |
11,240.6 |
|
| R3 |
11,405.3 |
11,347.2 |
11,211.1 |
|
| R2 |
11,297.8 |
11,297.8 |
11,201.2 |
|
| R1 |
11,239.7 |
11,239.7 |
11,191.4 |
11,215.0 |
| PP |
11,190.3 |
11,190.3 |
11,190.3 |
11,178.0 |
| S1 |
11,132.2 |
11,132.2 |
11,171.6 |
11,107.5 |
| S2 |
11,082.8 |
11,082.8 |
11,161.8 |
|
| S3 |
10,975.3 |
11,024.7 |
11,151.9 |
|
| S4 |
10,867.8 |
10,917.2 |
11,122.4 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,409.7 |
13,125.3 |
11,654.2 |
|
| R3 |
12,591.2 |
12,306.8 |
11,429.1 |
|
| R2 |
11,772.7 |
11,772.7 |
11,354.1 |
|
| R1 |
11,488.3 |
11,488.3 |
11,279.0 |
11,630.5 |
| PP |
10,954.2 |
10,954.2 |
10,954.2 |
11,025.3 |
| S1 |
10,669.8 |
10,669.8 |
11,129.0 |
10,812.0 |
| S2 |
10,135.7 |
10,135.7 |
11,053.9 |
|
| S3 |
9,317.2 |
9,851.3 |
10,978.9 |
|
| S4 |
8,498.7 |
9,032.8 |
10,753.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,248.5 |
10,664.0 |
584.5 |
5.2% |
169.2 |
1.5% |
89% |
True |
False |
108,029 |
| 10 |
11,248.5 |
10,400.0 |
848.5 |
7.6% |
166.1 |
1.5% |
92% |
True |
False |
110,417 |
| 20 |
11,248.5 |
10,400.0 |
848.5 |
7.6% |
144.1 |
1.3% |
92% |
True |
False |
98,060 |
| 40 |
11,248.5 |
10,013.0 |
1,235.5 |
11.0% |
150.6 |
1.3% |
95% |
True |
False |
99,924 |
| 60 |
11,248.5 |
10,013.0 |
1,235.5 |
11.0% |
156.2 |
1.4% |
95% |
True |
False |
100,533 |
| 80 |
11,248.5 |
10,013.0 |
1,235.5 |
11.0% |
154.0 |
1.4% |
95% |
True |
False |
80,044 |
| 100 |
11,248.5 |
10,013.0 |
1,235.5 |
11.0% |
145.1 |
1.3% |
95% |
True |
False |
64,068 |
| 120 |
11,248.5 |
9,164.5 |
2,084.0 |
18.6% |
151.5 |
1.4% |
97% |
True |
False |
53,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,705.4 |
|
2.618 |
11,529.9 |
|
1.618 |
11,422.4 |
|
1.000 |
11,356.0 |
|
0.618 |
11,314.9 |
|
HIGH |
11,248.5 |
|
0.618 |
11,207.4 |
|
0.500 |
11,194.8 |
|
0.382 |
11,182.1 |
|
LOW |
11,141.0 |
|
0.618 |
11,074.6 |
|
1.000 |
11,033.5 |
|
1.618 |
10,967.1 |
|
2.618 |
10,859.6 |
|
4.250 |
10,684.1 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,194.8 |
11,159.1 |
| PP |
11,190.3 |
11,136.7 |
| S1 |
11,185.9 |
11,114.3 |
|