| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1,130.0 |
1,135.3 |
5.3 |
0.5% |
1,136.1 |
| High |
1,137.3 |
1,151.7 |
14.4 |
1.3% |
1,144.4 |
| Low |
1,129.5 |
1,132.8 |
3.3 |
0.3% |
1,127.3 |
| Close |
1,133.6 |
1,138.8 |
5.2 |
0.5% |
1,133.6 |
| Range |
7.8 |
18.9 |
11.1 |
142.3% |
17.1 |
| ATR |
16.4 |
16.6 |
0.2 |
1.1% |
0.0 |
| Volume |
74,795 |
108,454 |
33,659 |
45.0% |
574,404 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,197.8 |
1,187.2 |
1,149.2 |
|
| R3 |
1,178.9 |
1,168.3 |
1,144.0 |
|
| R2 |
1,160.0 |
1,160.0 |
1,142.3 |
|
| R1 |
1,149.4 |
1,149.4 |
1,140.5 |
1,154.7 |
| PP |
1,141.1 |
1,141.1 |
1,141.1 |
1,143.8 |
| S1 |
1,130.5 |
1,130.5 |
1,137.1 |
1,135.8 |
| S2 |
1,122.2 |
1,122.2 |
1,135.3 |
|
| S3 |
1,103.3 |
1,111.6 |
1,133.6 |
|
| S4 |
1,084.4 |
1,092.7 |
1,128.4 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,186.4 |
1,177.1 |
1,143.0 |
|
| R3 |
1,169.3 |
1,160.0 |
1,138.3 |
|
| R2 |
1,152.2 |
1,152.2 |
1,136.7 |
|
| R1 |
1,142.9 |
1,142.9 |
1,135.2 |
1,139.0 |
| PP |
1,135.1 |
1,135.1 |
1,135.1 |
1,133.2 |
| S1 |
1,125.8 |
1,125.8 |
1,132.0 |
1,121.9 |
| S2 |
1,118.0 |
1,118.0 |
1,130.5 |
|
| S3 |
1,100.9 |
1,108.7 |
1,128.9 |
|
| S4 |
1,083.8 |
1,091.6 |
1,124.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,151.7 |
1,127.3 |
24.4 |
2.1% |
11.2 |
1.0% |
47% |
True |
False |
112,735 |
| 10 |
1,168.0 |
1,124.3 |
43.7 |
3.8% |
14.0 |
1.2% |
33% |
False |
False |
150,035 |
| 20 |
1,197.7 |
1,124.3 |
73.4 |
6.4% |
15.3 |
1.3% |
20% |
False |
False |
167,717 |
| 40 |
1,341.0 |
1,124.3 |
216.7 |
19.0% |
18.9 |
1.7% |
7% |
False |
False |
104,601 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
19.0% |
17.2 |
1.5% |
7% |
False |
False |
72,460 |
| 80 |
1,360.7 |
1,124.3 |
236.4 |
20.8% |
16.5 |
1.4% |
6% |
False |
False |
55,457 |
| 100 |
1,375.2 |
1,124.3 |
250.9 |
22.0% |
16.2 |
1.4% |
6% |
False |
False |
45,275 |
| 120 |
1,383.6 |
1,124.3 |
259.3 |
22.8% |
16.4 |
1.4% |
6% |
False |
False |
38,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,232.0 |
|
2.618 |
1,201.2 |
|
1.618 |
1,182.3 |
|
1.000 |
1,170.6 |
|
0.618 |
1,163.4 |
|
HIGH |
1,151.7 |
|
0.618 |
1,144.5 |
|
0.500 |
1,142.3 |
|
0.382 |
1,140.0 |
|
LOW |
1,132.8 |
|
0.618 |
1,121.1 |
|
1.000 |
1,113.9 |
|
1.618 |
1,102.2 |
|
2.618 |
1,083.3 |
|
4.250 |
1,052.5 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,142.3 |
1,140.2 |
| PP |
1,141.1 |
1,139.7 |
| S1 |
1,140.0 |
1,139.3 |
|