| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,273.25 |
2,256.00 |
-17.25 |
-0.8% |
2,184.00 |
| High |
2,277.00 |
2,272.75 |
-4.25 |
-0.2% |
2,261.25 |
| Low |
2,248.00 |
2,252.25 |
4.25 |
0.2% |
2,179.00 |
| Close |
2,257.00 |
2,263.50 |
6.50 |
0.3% |
2,260.00 |
| Range |
29.00 |
20.50 |
-8.50 |
-29.3% |
82.25 |
| ATR |
21.49 |
21.42 |
-0.07 |
-0.3% |
0.00 |
| Volume |
767,129 |
477,530 |
-289,599 |
-37.8% |
8,676,685 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.25 |
2,314.50 |
2,274.75 |
|
| R3 |
2,303.75 |
2,294.00 |
2,269.25 |
|
| R2 |
2,283.25 |
2,283.25 |
2,267.25 |
|
| R1 |
2,273.50 |
2,273.50 |
2,265.50 |
2,278.50 |
| PP |
2,262.75 |
2,262.75 |
2,262.75 |
2,265.25 |
| S1 |
2,253.00 |
2,253.00 |
2,261.50 |
2,258.00 |
| S2 |
2,242.25 |
2,242.25 |
2,259.75 |
|
| S3 |
2,221.75 |
2,232.50 |
2,257.75 |
|
| S4 |
2,201.25 |
2,212.00 |
2,252.25 |
|
|
| 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 |
2,278.25 |
2,245.00 |
33.25 |
1.5% |
21.75 |
1.0% |
56% |
False |
False |
881,767 |
| 10 |
2,278.25 |
2,179.00 |
99.25 |
4.4% |
21.75 |
1.0% |
85% |
False |
False |
1,367,698 |
| 20 |
2,278.25 |
2,171.75 |
106.50 |
4.7% |
17.75 |
0.8% |
86% |
False |
False |
1,367,410 |
| 40 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
22.25 |
1.0% |
94% |
False |
False |
1,655,665 |
| 60 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
21.75 |
1.0% |
94% |
False |
False |
1,643,881 |
| 80 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
22.25 |
1.0% |
94% |
False |
False |
1,518,644 |
| 100 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
20.50 |
0.9% |
94% |
False |
False |
1,215,886 |
| 120 |
2,278.25 |
1,974.25 |
304.00 |
13.4% |
20.75 |
0.9% |
95% |
False |
False |
1,013,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,360.00 |
|
2.618 |
2,326.50 |
|
1.618 |
2,306.00 |
|
1.000 |
2,293.25 |
|
0.618 |
2,285.50 |
|
HIGH |
2,272.75 |
|
0.618 |
2,265.00 |
|
0.500 |
2,262.50 |
|
0.382 |
2,260.00 |
|
LOW |
2,252.25 |
|
0.618 |
2,239.50 |
|
1.000 |
2,231.75 |
|
1.618 |
2,219.00 |
|
2.618 |
2,198.50 |
|
4.250 |
2,165.00 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,263.25 |
2,263.50 |
| PP |
2,262.75 |
2,263.25 |
| S1 |
2,262.50 |
2,263.00 |
|