| 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 |
1,172.5 |
1,161.4 |
-11.1 |
-0.9% |
1,182.6 |
| High |
1,173.8 |
1,167.9 |
-5.9 |
-0.5% |
1,190.2 |
| Low |
1,157.6 |
1,152.5 |
-5.1 |
-0.4% |
1,157.6 |
| Close |
1,161.9 |
1,165.8 |
3.9 |
0.3% |
1,161.9 |
| Range |
16.2 |
15.4 |
-0.8 |
-4.9% |
32.6 |
| ATR |
18.6 |
18.4 |
-0.2 |
-1.2% |
0.0 |
| Volume |
162,823 |
166,798 |
3,975 |
2.4% |
815,452 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,208.3 |
1,202.4 |
1,174.3 |
|
| R3 |
1,192.9 |
1,187.0 |
1,170.0 |
|
| R2 |
1,177.5 |
1,177.5 |
1,168.6 |
|
| R1 |
1,171.6 |
1,171.6 |
1,167.2 |
1,174.6 |
| PP |
1,162.1 |
1,162.1 |
1,162.1 |
1,163.5 |
| S1 |
1,156.2 |
1,156.2 |
1,164.4 |
1,159.2 |
| S2 |
1,146.7 |
1,146.7 |
1,163.0 |
|
| S3 |
1,131.3 |
1,140.8 |
1,161.6 |
|
| S4 |
1,115.9 |
1,125.4 |
1,157.3 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.7 |
1,247.4 |
1,179.8 |
|
| R3 |
1,235.1 |
1,214.8 |
1,170.9 |
|
| R2 |
1,202.5 |
1,202.5 |
1,167.9 |
|
| R1 |
1,182.2 |
1,182.2 |
1,164.9 |
1,176.1 |
| PP |
1,169.9 |
1,169.9 |
1,169.9 |
1,166.8 |
| S1 |
1,149.6 |
1,149.6 |
1,158.9 |
1,143.5 |
| S2 |
1,137.3 |
1,137.3 |
1,155.9 |
|
| S3 |
1,104.7 |
1,117.0 |
1,152.9 |
|
| S4 |
1,072.1 |
1,084.4 |
1,144.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,182.3 |
1,152.5 |
29.8 |
2.6% |
13.1 |
1.1% |
45% |
False |
True |
152,158 |
| 10 |
1,197.7 |
1,152.5 |
45.2 |
3.9% |
16.6 |
1.4% |
29% |
False |
True |
185,400 |
| 20 |
1,236.1 |
1,152.5 |
83.6 |
7.2% |
17.3 |
1.5% |
16% |
False |
True |
119,388 |
| 40 |
1,341.0 |
1,152.5 |
188.5 |
16.2% |
18.2 |
1.6% |
7% |
False |
True |
69,094 |
| 60 |
1,351.2 |
1,152.5 |
198.7 |
17.0% |
16.9 |
1.4% |
7% |
False |
True |
48,198 |
| 80 |
1,361.5 |
1,152.5 |
209.0 |
17.9% |
16.4 |
1.4% |
6% |
False |
True |
37,278 |
| 100 |
1,378.1 |
1,152.5 |
225.6 |
19.4% |
16.3 |
1.4% |
6% |
False |
True |
30,596 |
| 120 |
1,387.1 |
1,152.5 |
234.6 |
20.1% |
17.1 |
1.5% |
6% |
False |
True |
25,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,233.4 |
|
2.618 |
1,208.2 |
|
1.618 |
1,192.8 |
|
1.000 |
1,183.3 |
|
0.618 |
1,177.4 |
|
HIGH |
1,167.9 |
|
0.618 |
1,162.0 |
|
0.500 |
1,160.2 |
|
0.382 |
1,158.4 |
|
LOW |
1,152.5 |
|
0.618 |
1,143.0 |
|
1.000 |
1,137.1 |
|
1.618 |
1,127.6 |
|
2.618 |
1,112.2 |
|
4.250 |
1,087.1 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,163.9 |
1,166.6 |
| PP |
1,162.1 |
1,166.3 |
| S1 |
1,160.2 |
1,166.1 |
|