| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1,130.5 |
1,136.1 |
5.6 |
0.5% |
1,161.4 |
| High |
1,143.2 |
1,144.4 |
1.2 |
0.1% |
1,168.0 |
| Low |
1,128.5 |
1,135.5 |
7.0 |
0.6% |
1,124.3 |
| Close |
1,137.4 |
1,142.7 |
5.3 |
0.5% |
1,137.4 |
| Range |
14.7 |
8.9 |
-5.8 |
-39.5% |
43.7 |
| ATR |
19.7 |
18.9 |
-0.8 |
-3.9% |
0.0 |
| Volume |
178,640 |
119,183 |
-59,457 |
-33.3% |
984,295 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,167.6 |
1,164.0 |
1,147.6 |
|
| R3 |
1,158.7 |
1,155.1 |
1,145.1 |
|
| R2 |
1,149.8 |
1,149.8 |
1,144.3 |
|
| R1 |
1,146.2 |
1,146.2 |
1,143.5 |
1,148.0 |
| PP |
1,140.9 |
1,140.9 |
1,140.9 |
1,141.8 |
| S1 |
1,137.3 |
1,137.3 |
1,141.9 |
1,139.1 |
| S2 |
1,132.0 |
1,132.0 |
1,141.1 |
|
| S3 |
1,123.1 |
1,128.4 |
1,140.3 |
|
| S4 |
1,114.2 |
1,119.5 |
1,137.8 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.3 |
1,249.6 |
1,161.4 |
|
| R3 |
1,230.6 |
1,205.9 |
1,149.4 |
|
| R2 |
1,186.9 |
1,186.9 |
1,145.4 |
|
| R1 |
1,162.2 |
1,162.2 |
1,141.4 |
1,152.7 |
| PP |
1,143.2 |
1,143.2 |
1,143.2 |
1,138.5 |
| S1 |
1,118.5 |
1,118.5 |
1,133.4 |
1,109.0 |
| S2 |
1,099.5 |
1,099.5 |
1,129.4 |
|
| S3 |
1,055.8 |
1,074.8 |
1,125.4 |
|
| S4 |
1,012.1 |
1,031.1 |
1,113.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,168.0 |
1,124.3 |
43.7 |
3.8% |
16.8 |
1.5% |
42% |
False |
False |
187,336 |
| 10 |
1,182.3 |
1,124.3 |
58.0 |
5.1% |
15.0 |
1.3% |
32% |
False |
False |
169,747 |
| 20 |
1,223.6 |
1,124.3 |
99.3 |
8.7% |
17.4 |
1.5% |
19% |
False |
False |
160,357 |
| 40 |
1,341.0 |
1,124.3 |
216.7 |
19.0% |
19.2 |
1.7% |
8% |
False |
False |
91,734 |
| 60 |
1,349.8 |
1,124.3 |
225.5 |
19.7% |
17.2 |
1.5% |
8% |
False |
False |
63,465 |
| 80 |
1,360.7 |
1,124.3 |
236.4 |
20.7% |
16.7 |
1.5% |
8% |
False |
False |
48,691 |
| 100 |
1,378.1 |
1,124.3 |
253.8 |
22.2% |
16.4 |
1.4% |
7% |
False |
False |
39,815 |
| 120 |
1,387.1 |
1,124.3 |
262.8 |
23.0% |
16.5 |
1.4% |
7% |
False |
False |
33,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,182.2 |
|
2.618 |
1,167.7 |
|
1.618 |
1,158.8 |
|
1.000 |
1,153.3 |
|
0.618 |
1,149.9 |
|
HIGH |
1,144.4 |
|
0.618 |
1,141.0 |
|
0.500 |
1,140.0 |
|
0.382 |
1,138.9 |
|
LOW |
1,135.5 |
|
0.618 |
1,130.0 |
|
1.000 |
1,126.6 |
|
1.618 |
1,121.1 |
|
2.618 |
1,112.2 |
|
4.250 |
1,097.7 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,141.8 |
1,140.2 |
| PP |
1,140.9 |
1,137.7 |
| S1 |
1,140.0 |
1,135.2 |
|