| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,179.0 |
3,201.0 |
22.0 |
0.7% |
2,976.0 |
| High |
3,200.0 |
3,201.0 |
1.0 |
0.0% |
3,200.0 |
| Low |
3,165.0 |
3,172.0 |
7.0 |
0.2% |
2,962.0 |
| Close |
3,184.0 |
3,184.0 |
0.0 |
0.0% |
3,184.0 |
| Range |
35.0 |
29.0 |
-6.0 |
-17.1% |
238.0 |
| ATR |
48.3 |
46.9 |
-1.4 |
-2.9% |
0.0 |
| Volume |
1,045,105 |
1,659,000 |
613,895 |
58.7% |
2,412,527 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,272.7 |
3,257.3 |
3,200.0 |
|
| R3 |
3,243.7 |
3,228.3 |
3,192.0 |
|
| R2 |
3,214.7 |
3,214.7 |
3,189.3 |
|
| R1 |
3,199.3 |
3,199.3 |
3,186.7 |
3,192.5 |
| PP |
3,185.7 |
3,185.7 |
3,185.7 |
3,182.3 |
| S1 |
3,170.3 |
3,170.3 |
3,181.3 |
3,163.5 |
| S2 |
3,156.7 |
3,156.7 |
3,178.7 |
|
| S3 |
3,127.7 |
3,141.3 |
3,176.0 |
|
| S4 |
3,098.7 |
3,112.3 |
3,168.1 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,829.3 |
3,744.7 |
3,314.9 |
|
| R3 |
3,591.3 |
3,506.7 |
3,249.5 |
|
| R2 |
3,353.3 |
3,353.3 |
3,227.6 |
|
| R1 |
3,268.7 |
3,268.7 |
3,205.8 |
3,311.0 |
| PP |
3,115.3 |
3,115.3 |
3,115.3 |
3,136.5 |
| S1 |
3,030.7 |
3,030.7 |
3,162.2 |
3,073.0 |
| S2 |
2,877.3 |
2,877.3 |
3,140.4 |
|
| S3 |
2,639.3 |
2,792.7 |
3,118.6 |
|
| S4 |
2,401.3 |
2,554.7 |
3,053.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,201.0 |
3,034.0 |
167.0 |
5.2% |
49.2 |
1.5% |
90% |
True |
False |
793,345 |
| 10 |
3,201.0 |
2,962.0 |
239.0 |
7.5% |
48.7 |
1.5% |
93% |
True |
False |
432,238 |
| 20 |
3,201.0 |
2,962.0 |
239.0 |
7.5% |
41.4 |
1.3% |
93% |
True |
False |
219,991 |
| 40 |
3,201.0 |
2,868.0 |
333.0 |
10.5% |
42.2 |
1.3% |
95% |
True |
False |
117,341 |
| 60 |
3,201.0 |
2,868.0 |
333.0 |
10.5% |
41.5 |
1.3% |
95% |
True |
False |
78,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,324.3 |
|
2.618 |
3,276.9 |
|
1.618 |
3,247.9 |
|
1.000 |
3,230.0 |
|
0.618 |
3,218.9 |
|
HIGH |
3,201.0 |
|
0.618 |
3,189.9 |
|
0.500 |
3,186.5 |
|
0.382 |
3,183.1 |
|
LOW |
3,172.0 |
|
0.618 |
3,154.1 |
|
1.000 |
3,143.0 |
|
1.618 |
3,125.1 |
|
2.618 |
3,096.1 |
|
4.250 |
3,048.8 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,186.5 |
3,177.0 |
| PP |
3,185.7 |
3,170.0 |
| S1 |
3,184.8 |
3,163.0 |
|