| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,610 |
19,450 |
-160 |
-0.8% |
19,275 |
| High |
19,615 |
19,475 |
-140 |
-0.7% |
19,570 |
| Low |
19,395 |
19,340 |
-55 |
-0.3% |
19,075 |
| Close |
19,470 |
19,445 |
-25 |
-0.1% |
19,365 |
| Range |
220 |
135 |
-85 |
-38.6% |
495 |
| ATR |
268 |
259 |
-10 |
-3.5% |
0 |
| Volume |
8,234 |
5,424 |
-2,810 |
-34.1% |
62,943 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,825 |
19,770 |
19,519 |
|
| R3 |
19,690 |
19,635 |
19,482 |
|
| R2 |
19,555 |
19,555 |
19,470 |
|
| R1 |
19,500 |
19,500 |
19,458 |
19,460 |
| PP |
19,420 |
19,420 |
19,420 |
19,400 |
| S1 |
19,365 |
19,365 |
19,433 |
19,325 |
| S2 |
19,285 |
19,285 |
19,420 |
|
| S3 |
19,150 |
19,230 |
19,408 |
|
| S4 |
19,015 |
19,095 |
19,371 |
|
|
| 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 |
19,305 |
375 |
1.9% |
204 |
1.0% |
37% |
False |
False |
8,129 |
| 10 |
19,680 |
18,825 |
855 |
4.4% |
268 |
1.4% |
73% |
False |
False |
10,843 |
| 20 |
19,680 |
18,260 |
1,420 |
7.3% |
260 |
1.3% |
83% |
False |
False |
8,812 |
| 40 |
19,680 |
16,190 |
3,490 |
17.9% |
273 |
1.4% |
93% |
False |
False |
4,422 |
| 60 |
19,680 |
16,190 |
3,490 |
17.9% |
228 |
1.2% |
93% |
False |
False |
2,949 |
| 80 |
19,680 |
16,190 |
3,490 |
17.9% |
204 |
1.1% |
93% |
False |
False |
2,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,049 |
|
2.618 |
19,829 |
|
1.618 |
19,694 |
|
1.000 |
19,610 |
|
0.618 |
19,559 |
|
HIGH |
19,475 |
|
0.618 |
19,424 |
|
0.500 |
19,408 |
|
0.382 |
19,392 |
|
LOW |
19,340 |
|
0.618 |
19,257 |
|
1.000 |
19,205 |
|
1.618 |
19,122 |
|
2.618 |
18,987 |
|
4.250 |
18,766 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,433 |
19,510 |
| PP |
19,420 |
19,488 |
| S1 |
19,408 |
19,467 |
|