| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1,161.4 |
1,164.5 |
3.1 |
0.3% |
1,182.6 |
| High |
1,167.9 |
1,167.0 |
-0.9 |
-0.1% |
1,190.2 |
| Low |
1,152.5 |
1,156.3 |
3.8 |
0.3% |
1,157.6 |
| Close |
1,165.8 |
1,159.0 |
-6.8 |
-0.6% |
1,161.9 |
| Range |
15.4 |
10.7 |
-4.7 |
-30.5% |
32.6 |
| ATR |
18.4 |
17.8 |
-0.5 |
-3.0% |
0.0 |
| Volume |
166,798 |
142,850 |
-23,948 |
-14.4% |
815,452 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,192.9 |
1,186.6 |
1,164.9 |
|
| R3 |
1,182.2 |
1,175.9 |
1,161.9 |
|
| R2 |
1,171.5 |
1,171.5 |
1,161.0 |
|
| R1 |
1,165.2 |
1,165.2 |
1,160.0 |
1,163.0 |
| PP |
1,160.8 |
1,160.8 |
1,160.8 |
1,159.7 |
| S1 |
1,154.5 |
1,154.5 |
1,158.0 |
1,152.3 |
| S2 |
1,150.1 |
1,150.1 |
1,157.0 |
|
| S3 |
1,139.4 |
1,143.8 |
1,156.1 |
|
| S4 |
1,128.7 |
1,133.1 |
1,153.1 |
|
|
| 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% |
13.4 |
1.2% |
22% |
False |
False |
153,205 |
| 10 |
1,196.8 |
1,152.5 |
44.3 |
3.8% |
16.1 |
1.4% |
15% |
False |
False |
178,066 |
| 20 |
1,236.1 |
1,152.5 |
83.6 |
7.2% |
16.8 |
1.5% |
8% |
False |
False |
125,435 |
| 40 |
1,341.0 |
1,152.5 |
188.5 |
16.3% |
18.3 |
1.6% |
3% |
False |
False |
72,473 |
| 60 |
1,351.2 |
1,152.5 |
198.7 |
17.1% |
16.9 |
1.5% |
3% |
False |
False |
50,492 |
| 80 |
1,360.7 |
1,152.5 |
208.2 |
18.0% |
16.4 |
1.4% |
3% |
False |
False |
39,043 |
| 100 |
1,378.1 |
1,152.5 |
225.6 |
19.5% |
16.3 |
1.4% |
3% |
False |
False |
31,980 |
| 120 |
1,387.1 |
1,152.5 |
234.6 |
20.2% |
17.0 |
1.5% |
3% |
False |
False |
26,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,212.5 |
|
2.618 |
1,195.0 |
|
1.618 |
1,184.3 |
|
1.000 |
1,177.7 |
|
0.618 |
1,173.6 |
|
HIGH |
1,167.0 |
|
0.618 |
1,162.9 |
|
0.500 |
1,161.7 |
|
0.382 |
1,160.4 |
|
LOW |
1,156.3 |
|
0.618 |
1,149.7 |
|
1.000 |
1,145.6 |
|
1.618 |
1,139.0 |
|
2.618 |
1,128.3 |
|
4.250 |
1,110.8 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,161.7 |
1,163.2 |
| PP |
1,160.8 |
1,161.8 |
| S1 |
1,159.9 |
1,160.4 |
|