| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,435 |
19,610 |
175 |
0.9% |
19,275 |
| High |
19,680 |
19,615 |
-65 |
-0.3% |
19,570 |
| Low |
19,390 |
19,395 |
5 |
0.0% |
19,075 |
| Close |
19,595 |
19,470 |
-125 |
-0.6% |
19,365 |
| Range |
290 |
220 |
-70 |
-24.1% |
495 |
| ATR |
272 |
268 |
-4 |
-1.4% |
0 |
| Volume |
10,034 |
8,234 |
-1,800 |
-17.9% |
62,943 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,153 |
20,032 |
19,591 |
|
| R3 |
19,933 |
19,812 |
19,531 |
|
| R2 |
19,713 |
19,713 |
19,510 |
|
| R1 |
19,592 |
19,592 |
19,490 |
19,543 |
| PP |
19,493 |
19,493 |
19,493 |
19,469 |
| S1 |
19,372 |
19,372 |
19,450 |
19,323 |
| S2 |
19,273 |
19,273 |
19,430 |
|
| S3 |
19,053 |
19,152 |
19,410 |
|
| S4 |
18,833 |
18,932 |
19,349 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,822 |
20,588 |
19,637 |
|
| R3 |
20,327 |
20,093 |
19,501 |
|
| R2 |
19,832 |
19,832 |
19,456 |
|
| R1 |
19,598 |
19,598 |
19,411 |
19,715 |
| PP |
19,337 |
19,337 |
19,337 |
19,395 |
| S1 |
19,103 |
19,103 |
19,320 |
19,220 |
| S2 |
18,842 |
18,842 |
19,274 |
|
| S3 |
18,347 |
18,608 |
19,229 |
|
| S4 |
17,852 |
18,113 |
19,093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,680 |
19,185 |
495 |
2.5% |
254 |
1.3% |
58% |
False |
False |
10,551 |
| 10 |
19,680 |
18,640 |
1,040 |
5.3% |
285 |
1.5% |
80% |
False |
False |
12,285 |
| 20 |
19,680 |
18,210 |
1,470 |
7.6% |
268 |
1.4% |
86% |
False |
False |
8,543 |
| 40 |
19,680 |
16,190 |
3,490 |
17.9% |
272 |
1.4% |
94% |
False |
False |
4,287 |
| 60 |
19,680 |
16,190 |
3,490 |
17.9% |
228 |
1.2% |
94% |
False |
False |
2,859 |
| 80 |
19,680 |
16,190 |
3,490 |
17.9% |
203 |
1.0% |
94% |
False |
False |
2,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,550 |
|
2.618 |
20,191 |
|
1.618 |
19,971 |
|
1.000 |
19,835 |
|
0.618 |
19,751 |
|
HIGH |
19,615 |
|
0.618 |
19,531 |
|
0.500 |
19,505 |
|
0.382 |
19,479 |
|
LOW |
19,395 |
|
0.618 |
19,259 |
|
1.000 |
19,175 |
|
1.618 |
19,039 |
|
2.618 |
18,819 |
|
4.250 |
18,460 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,505 |
19,498 |
| PP |
19,493 |
19,488 |
| S1 |
19,482 |
19,479 |
|