| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,201.0 |
3,181.0 |
-20.0 |
-0.6% |
2,976.0 |
| High |
3,201.0 |
3,231.0 |
30.0 |
0.9% |
3,200.0 |
| Low |
3,172.0 |
3,175.0 |
3.0 |
0.1% |
2,962.0 |
| Close |
3,184.0 |
3,227.0 |
43.0 |
1.4% |
3,184.0 |
| Range |
29.0 |
56.0 |
27.0 |
93.1% |
238.0 |
| ATR |
46.9 |
47.6 |
0.6 |
1.4% |
0.0 |
| Volume |
1,659,000 |
1,645,789 |
-13,211 |
-0.8% |
2,412,527 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,379.0 |
3,359.0 |
3,257.8 |
|
| R3 |
3,323.0 |
3,303.0 |
3,242.4 |
|
| R2 |
3,267.0 |
3,267.0 |
3,237.3 |
|
| R1 |
3,247.0 |
3,247.0 |
3,232.1 |
3,257.0 |
| PP |
3,211.0 |
3,211.0 |
3,211.0 |
3,216.0 |
| S1 |
3,191.0 |
3,191.0 |
3,221.9 |
3,201.0 |
| S2 |
3,155.0 |
3,155.0 |
3,216.7 |
|
| S3 |
3,099.0 |
3,135.0 |
3,211.6 |
|
| S4 |
3,043.0 |
3,079.0 |
3,196.2 |
|
|
| 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 |
3,231.0 |
3,108.0 |
123.0 |
3.8% |
45.4 |
1.4% |
97% |
True |
False |
1,091,516 |
| 10 |
3,231.0 |
2,962.0 |
269.0 |
8.3% |
50.2 |
1.6% |
99% |
True |
False |
593,039 |
| 20 |
3,231.0 |
2,962.0 |
269.0 |
8.3% |
42.8 |
1.3% |
99% |
True |
False |
302,266 |
| 40 |
3,231.0 |
2,868.0 |
363.0 |
11.2% |
42.8 |
1.3% |
99% |
True |
False |
158,233 |
| 60 |
3,231.0 |
2,868.0 |
363.0 |
11.2% |
42.1 |
1.3% |
99% |
True |
False |
106,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,469.0 |
|
2.618 |
3,377.6 |
|
1.618 |
3,321.6 |
|
1.000 |
3,287.0 |
|
0.618 |
3,265.6 |
|
HIGH |
3,231.0 |
|
0.618 |
3,209.6 |
|
0.500 |
3,203.0 |
|
0.382 |
3,196.4 |
|
LOW |
3,175.0 |
|
0.618 |
3,140.4 |
|
1.000 |
3,119.0 |
|
1.618 |
3,084.4 |
|
2.618 |
3,028.4 |
|
4.250 |
2,937.0 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,219.0 |
3,217.3 |
| PP |
3,211.0 |
3,207.7 |
| S1 |
3,203.0 |
3,198.0 |
|