| 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 |
1,159.8 |
1,143.8 |
-16.0 |
-1.4% |
1,182.6 |
| High |
1,168.0 |
1,146.0 |
-22.0 |
-1.9% |
1,190.2 |
| Low |
1,140.0 |
1,124.3 |
-15.7 |
-1.4% |
1,157.6 |
| Close |
1,163.7 |
1,129.8 |
-33.9 |
-2.9% |
1,161.9 |
| Range |
28.0 |
21.7 |
-6.3 |
-22.5% |
32.6 |
| ATR |
18.5 |
20.0 |
1.5 |
8.0% |
0.0 |
| Volume |
214,400 |
281,607 |
67,207 |
31.3% |
815,452 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.5 |
1,185.8 |
1,141.7 |
|
| R3 |
1,176.8 |
1,164.1 |
1,135.8 |
|
| R2 |
1,155.1 |
1,155.1 |
1,133.8 |
|
| R1 |
1,142.4 |
1,142.4 |
1,131.8 |
1,137.9 |
| PP |
1,133.4 |
1,133.4 |
1,133.4 |
1,131.1 |
| S1 |
1,120.7 |
1,120.7 |
1,127.8 |
1,116.2 |
| S2 |
1,111.7 |
1,111.7 |
1,125.8 |
|
| S3 |
1,090.0 |
1,099.0 |
1,123.8 |
|
| S4 |
1,068.3 |
1,077.3 |
1,117.9 |
|
|
| 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 |
1,173.8 |
1,124.3 |
49.5 |
4.4% |
18.4 |
1.6% |
11% |
False |
True |
193,695 |
| 10 |
1,190.2 |
1,124.3 |
65.9 |
5.8% |
16.9 |
1.5% |
8% |
False |
True |
179,707 |
| 20 |
1,234.0 |
1,124.3 |
109.7 |
9.7% |
18.1 |
1.6% |
5% |
False |
True |
148,014 |
| 40 |
1,341.0 |
1,124.3 |
216.7 |
19.2% |
19.0 |
1.7% |
3% |
False |
True |
84,610 |
| 60 |
1,351.2 |
1,124.3 |
226.9 |
20.1% |
17.2 |
1.5% |
2% |
False |
True |
58,640 |
| 80 |
1,360.7 |
1,124.3 |
236.4 |
20.9% |
16.8 |
1.5% |
2% |
False |
True |
45,187 |
| 100 |
1,378.1 |
1,124.3 |
253.8 |
22.5% |
16.6 |
1.5% |
2% |
False |
True |
36,911 |
| 120 |
1,387.1 |
1,124.3 |
262.8 |
23.3% |
16.5 |
1.5% |
2% |
False |
True |
30,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.2 |
|
2.618 |
1,202.8 |
|
1.618 |
1,181.1 |
|
1.000 |
1,167.7 |
|
0.618 |
1,159.4 |
|
HIGH |
1,146.0 |
|
0.618 |
1,137.7 |
|
0.500 |
1,135.2 |
|
0.382 |
1,132.6 |
|
LOW |
1,124.3 |
|
0.618 |
1,110.9 |
|
1.000 |
1,102.6 |
|
1.618 |
1,089.2 |
|
2.618 |
1,067.5 |
|
4.250 |
1,032.1 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,135.2 |
1,146.2 |
| PP |
1,133.4 |
1,140.7 |
| S1 |
1,131.6 |
1,135.3 |
|