| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1,139.3 |
1,143.1 |
3.8 |
0.3% |
1,136.1 |
| High |
1,145.1 |
1,160.6 |
15.5 |
1.4% |
1,144.4 |
| Low |
1,137.1 |
1,142.6 |
5.5 |
0.5% |
1,127.3 |
| Close |
1,140.9 |
1,158.1 |
17.2 |
1.5% |
1,133.6 |
| Range |
8.0 |
18.0 |
10.0 |
125.0% |
17.1 |
| ATR |
16.0 |
16.2 |
0.3 |
1.7% |
0.0 |
| Volume |
112,510 |
158,029 |
45,519 |
40.5% |
574,404 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,207.8 |
1,200.9 |
1,168.0 |
|
| R3 |
1,189.8 |
1,182.9 |
1,163.1 |
|
| R2 |
1,171.8 |
1,171.8 |
1,161.4 |
|
| R1 |
1,164.9 |
1,164.9 |
1,159.8 |
1,168.4 |
| PP |
1,153.8 |
1,153.8 |
1,153.8 |
1,155.5 |
| S1 |
1,146.9 |
1,146.9 |
1,156.5 |
1,150.4 |
| S2 |
1,135.8 |
1,135.8 |
1,154.8 |
|
| S3 |
1,117.8 |
1,128.9 |
1,153.2 |
|
| S4 |
1,099.8 |
1,110.9 |
1,148.2 |
|
|
| 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 |
1,160.6 |
1,128.6 |
32.0 |
2.8% |
11.9 |
1.0% |
92% |
True |
False |
114,821 |
| 10 |
1,160.6 |
1,124.3 |
36.3 |
3.1% |
12.7 |
1.1% |
93% |
True |
False |
141,364 |
| 20 |
1,190.2 |
1,124.3 |
65.9 |
5.7% |
14.6 |
1.3% |
51% |
False |
False |
157,969 |
| 40 |
1,341.0 |
1,124.3 |
216.7 |
18.7% |
18.9 |
1.6% |
16% |
False |
False |
110,878 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
18.7% |
16.7 |
1.4% |
16% |
False |
False |
76,608 |
| 80 |
1,360.7 |
1,124.3 |
236.4 |
20.4% |
16.1 |
1.4% |
14% |
False |
False |
58,683 |
| 100 |
1,368.0 |
1,124.3 |
243.7 |
21.0% |
16.0 |
1.4% |
14% |
False |
False |
47,886 |
| 120 |
1,378.1 |
1,124.3 |
253.8 |
21.9% |
16.1 |
1.4% |
13% |
False |
False |
40,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,237.1 |
|
2.618 |
1,207.7 |
|
1.618 |
1,189.7 |
|
1.000 |
1,178.6 |
|
0.618 |
1,171.7 |
|
HIGH |
1,160.6 |
|
0.618 |
1,153.7 |
|
0.500 |
1,151.6 |
|
0.382 |
1,149.5 |
|
LOW |
1,142.6 |
|
0.618 |
1,131.5 |
|
1.000 |
1,124.6 |
|
1.618 |
1,113.5 |
|
2.618 |
1,095.5 |
|
4.250 |
1,066.1 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,155.9 |
1,154.3 |
| PP |
1,153.8 |
1,150.5 |
| S1 |
1,151.6 |
1,146.7 |
|