| 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 |
2,246.75 |
2,260.75 |
14.00 |
0.6% |
2,184.00 |
| High |
2,261.25 |
2,270.25 |
9.00 |
0.4% |
2,261.25 |
| Low |
2,245.00 |
2,252.25 |
7.25 |
0.3% |
2,179.00 |
| Close |
2,260.00 |
2,256.00 |
-4.00 |
-0.2% |
2,260.00 |
| Range |
16.25 |
18.00 |
1.75 |
10.8% |
82.25 |
| ATR |
20.80 |
20.60 |
-0.20 |
-1.0% |
0.00 |
| Volume |
1,090,581 |
1,019,782 |
-70,799 |
-6.5% |
8,676,685 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.50 |
2,302.75 |
2,266.00 |
|
| R3 |
2,295.50 |
2,284.75 |
2,261.00 |
|
| R2 |
2,277.50 |
2,277.50 |
2,259.25 |
|
| R1 |
2,266.75 |
2,266.75 |
2,257.75 |
2,263.00 |
| PP |
2,259.50 |
2,259.50 |
2,259.50 |
2,257.75 |
| S1 |
2,248.75 |
2,248.75 |
2,254.25 |
2,245.00 |
| S2 |
2,241.50 |
2,241.50 |
2,252.75 |
|
| S3 |
2,223.50 |
2,230.75 |
2,251.00 |
|
| S4 |
2,205.50 |
2,212.75 |
2,246.00 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.25 |
2,452.25 |
2,305.25 |
|
| R3 |
2,398.00 |
2,370.00 |
2,282.50 |
|
| R2 |
2,315.75 |
2,315.75 |
2,275.00 |
|
| R1 |
2,287.75 |
2,287.75 |
2,267.50 |
2,301.75 |
| PP |
2,233.50 |
2,233.50 |
2,233.50 |
2,240.50 |
| S1 |
2,205.50 |
2,205.50 |
2,252.50 |
2,219.50 |
| S2 |
2,151.25 |
2,151.25 |
2,245.00 |
|
| S3 |
2,069.00 |
2,123.25 |
2,237.50 |
|
| S4 |
1,986.75 |
2,041.00 |
2,214.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,270.25 |
2,200.25 |
70.00 |
3.1% |
20.00 |
0.9% |
80% |
True |
False |
1,606,547 |
| 10 |
2,270.25 |
2,179.00 |
91.25 |
4.0% |
19.00 |
0.8% |
84% |
True |
False |
1,689,297 |
| 20 |
2,270.25 |
2,152.25 |
118.00 |
5.2% |
17.00 |
0.8% |
88% |
True |
False |
1,481,827 |
| 40 |
2,270.25 |
2,028.50 |
241.75 |
10.7% |
21.50 |
1.0% |
94% |
True |
False |
1,681,696 |
| 60 |
2,270.25 |
2,028.50 |
241.75 |
10.7% |
21.75 |
1.0% |
94% |
True |
False |
1,684,585 |
| 80 |
2,270.25 |
2,028.50 |
241.75 |
10.7% |
21.75 |
1.0% |
94% |
True |
False |
1,490,135 |
| 100 |
2,270.25 |
2,028.50 |
241.75 |
10.7% |
20.25 |
0.9% |
94% |
True |
False |
1,193,040 |
| 120 |
2,270.25 |
1,972.25 |
298.00 |
13.2% |
21.75 |
1.0% |
95% |
True |
False |
994,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,346.75 |
|
2.618 |
2,317.25 |
|
1.618 |
2,299.25 |
|
1.000 |
2,288.25 |
|
0.618 |
2,281.25 |
|
HIGH |
2,270.25 |
|
0.618 |
2,263.25 |
|
0.500 |
2,261.25 |
|
0.382 |
2,259.25 |
|
LOW |
2,252.25 |
|
0.618 |
2,241.25 |
|
1.000 |
2,234.25 |
|
1.618 |
2,223.25 |
|
2.618 |
2,205.25 |
|
4.250 |
2,175.75 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,261.25 |
2,254.50 |
| PP |
2,259.50 |
2,253.00 |
| S1 |
2,257.75 |
2,251.50 |
|