| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,222.0 |
3,206.0 |
-16.0 |
-0.5% |
2,976.0 |
| High |
3,226.0 |
3,255.0 |
29.0 |
0.9% |
3,200.0 |
| Low |
3,191.0 |
3,201.0 |
10.0 |
0.3% |
2,962.0 |
| Close |
3,205.0 |
3,242.0 |
37.0 |
1.2% |
3,184.0 |
| Range |
35.0 |
54.0 |
19.0 |
54.3% |
238.0 |
| ATR |
46.7 |
47.3 |
0.5 |
1.1% |
0.0 |
| Volume |
1,163,705 |
1,491,719 |
328,014 |
28.2% |
2,412,527 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,394.7 |
3,372.3 |
3,271.7 |
|
| R3 |
3,340.7 |
3,318.3 |
3,256.9 |
|
| R2 |
3,286.7 |
3,286.7 |
3,251.9 |
|
| R1 |
3,264.3 |
3,264.3 |
3,247.0 |
3,275.5 |
| PP |
3,232.7 |
3,232.7 |
3,232.7 |
3,238.3 |
| S1 |
3,210.3 |
3,210.3 |
3,237.1 |
3,221.5 |
| S2 |
3,178.7 |
3,178.7 |
3,232.1 |
|
| S3 |
3,124.7 |
3,156.3 |
3,227.2 |
|
| S4 |
3,070.7 |
3,102.3 |
3,212.3 |
|
|
| 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 |
3,255.0 |
3,165.0 |
90.0 |
2.8% |
41.8 |
1.3% |
86% |
True |
False |
1,401,063 |
| 10 |
3,255.0 |
2,962.0 |
293.0 |
9.0% |
52.7 |
1.6% |
96% |
True |
False |
842,987 |
| 20 |
3,255.0 |
2,962.0 |
293.0 |
9.0% |
42.8 |
1.3% |
96% |
True |
False |
434,306 |
| 40 |
3,255.0 |
2,868.0 |
387.0 |
11.9% |
43.5 |
1.3% |
97% |
True |
False |
224,350 |
| 60 |
3,255.0 |
2,868.0 |
387.0 |
11.9% |
42.0 |
1.3% |
97% |
True |
False |
150,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,484.5 |
|
2.618 |
3,396.4 |
|
1.618 |
3,342.4 |
|
1.000 |
3,309.0 |
|
0.618 |
3,288.4 |
|
HIGH |
3,255.0 |
|
0.618 |
3,234.4 |
|
0.500 |
3,228.0 |
|
0.382 |
3,221.6 |
|
LOW |
3,201.0 |
|
0.618 |
3,167.6 |
|
1.000 |
3,147.0 |
|
1.618 |
3,113.6 |
|
2.618 |
3,059.6 |
|
4.250 |
2,971.5 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,237.3 |
3,233.0 |
| PP |
3,232.7 |
3,224.0 |
| S1 |
3,228.0 |
3,215.0 |
|