| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1,164.5 |
1,159.8 |
-4.7 |
-0.4% |
1,182.6 |
| High |
1,167.0 |
1,168.0 |
1.0 |
0.1% |
1,190.2 |
| Low |
1,156.3 |
1,140.0 |
-16.3 |
-1.4% |
1,157.6 |
| Close |
1,159.0 |
1,163.7 |
4.7 |
0.4% |
1,161.9 |
| Range |
10.7 |
28.0 |
17.3 |
161.7% |
32.6 |
| ATR |
17.8 |
18.5 |
0.7 |
4.1% |
0.0 |
| Volume |
142,850 |
214,400 |
71,550 |
50.1% |
815,452 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.2 |
1,230.5 |
1,179.1 |
|
| R3 |
1,213.2 |
1,202.5 |
1,171.4 |
|
| R2 |
1,185.2 |
1,185.2 |
1,168.8 |
|
| R1 |
1,174.5 |
1,174.5 |
1,166.3 |
1,179.9 |
| PP |
1,157.2 |
1,157.2 |
1,157.2 |
1,159.9 |
| S1 |
1,146.5 |
1,146.5 |
1,161.1 |
1,151.9 |
| S2 |
1,129.2 |
1,129.2 |
1,158.6 |
|
| S3 |
1,101.2 |
1,118.5 |
1,156.0 |
|
| S4 |
1,073.2 |
1,090.5 |
1,148.3 |
|
|
| 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 |
1,180.7 |
1,140.0 |
40.7 |
3.5% |
16.0 |
1.4% |
58% |
False |
True |
166,924 |
| 10 |
1,190.2 |
1,140.0 |
50.2 |
4.3% |
16.4 |
1.4% |
47% |
False |
True |
174,575 |
| 20 |
1,236.1 |
1,140.0 |
96.1 |
8.3% |
17.6 |
1.5% |
25% |
False |
True |
135,357 |
| 40 |
1,341.0 |
1,140.0 |
201.0 |
17.3% |
18.8 |
1.6% |
12% |
False |
True |
77,604 |
| 60 |
1,351.2 |
1,140.0 |
211.2 |
18.1% |
17.3 |
1.5% |
11% |
False |
True |
54,015 |
| 80 |
1,360.7 |
1,140.0 |
220.7 |
19.0% |
16.6 |
1.4% |
11% |
False |
True |
41,704 |
| 100 |
1,378.1 |
1,140.0 |
238.1 |
20.5% |
16.5 |
1.4% |
10% |
False |
True |
34,108 |
| 120 |
1,387.1 |
1,140.0 |
247.1 |
21.2% |
16.4 |
1.4% |
10% |
False |
True |
28,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,287.0 |
|
2.618 |
1,241.3 |
|
1.618 |
1,213.3 |
|
1.000 |
1,196.0 |
|
0.618 |
1,185.3 |
|
HIGH |
1,168.0 |
|
0.618 |
1,157.3 |
|
0.500 |
1,154.0 |
|
0.382 |
1,150.7 |
|
LOW |
1,140.0 |
|
0.618 |
1,122.7 |
|
1.000 |
1,112.0 |
|
1.618 |
1,094.7 |
|
2.618 |
1,066.7 |
|
4.250 |
1,021.0 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.5 |
1,160.5 |
| PP |
1,157.2 |
1,157.2 |
| S1 |
1,154.0 |
1,154.0 |
|