| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1,365.0 |
1,373.1 |
8.1 |
0.6% |
1,385.9 |
| High |
1,376.7 |
1,386.8 |
10.1 |
0.7% |
1,395.0 |
| Low |
1,363.5 |
1,372.5 |
9.0 |
0.7% |
1,352.3 |
| Close |
1,373.3 |
1,383.3 |
10.0 |
0.7% |
1,366.1 |
| Range |
13.2 |
14.3 |
1.1 |
8.3% |
42.7 |
| ATR |
18.3 |
18.0 |
-0.3 |
-1.6% |
0.0 |
| Volume |
100,873 |
101,058 |
185 |
0.2% |
1,145,261 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.8 |
1,417.8 |
1,391.3 |
|
| R3 |
1,409.5 |
1,403.5 |
1,387.3 |
|
| R2 |
1,395.3 |
1,395.3 |
1,386.0 |
|
| R1 |
1,389.3 |
1,389.3 |
1,384.5 |
1,392.3 |
| PP |
1,380.8 |
1,380.8 |
1,380.8 |
1,382.3 |
| S1 |
1,375.0 |
1,375.0 |
1,382.0 |
1,378.0 |
| S2 |
1,366.5 |
1,366.5 |
1,380.8 |
|
| S3 |
1,352.3 |
1,360.8 |
1,379.3 |
|
| S4 |
1,338.0 |
1,346.3 |
1,375.5 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.3 |
1,475.3 |
1,389.5 |
|
| R3 |
1,456.5 |
1,432.8 |
1,377.8 |
|
| R2 |
1,413.8 |
1,413.8 |
1,374.0 |
|
| R1 |
1,390.0 |
1,390.0 |
1,370.0 |
1,380.5 |
| PP |
1,371.3 |
1,371.3 |
1,371.3 |
1,366.5 |
| S1 |
1,347.3 |
1,347.3 |
1,362.3 |
1,337.8 |
| S2 |
1,328.5 |
1,328.5 |
1,358.3 |
|
| S3 |
1,285.8 |
1,304.5 |
1,354.3 |
|
| S4 |
1,243.0 |
1,261.8 |
1,342.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,386.8 |
1,352.3 |
34.5 |
2.5% |
19.0 |
1.4% |
90% |
True |
False |
160,555 |
| 10 |
1,395.0 |
1,345.0 |
50.0 |
3.6% |
20.0 |
1.4% |
77% |
False |
False |
178,918 |
| 20 |
1,395.0 |
1,305.8 |
89.2 |
6.4% |
17.3 |
1.3% |
87% |
False |
False |
90,003 |
| 40 |
1,395.0 |
1,122.9 |
272.1 |
19.7% |
16.3 |
1.2% |
96% |
False |
False |
45,035 |
| 60 |
1,395.0 |
1,122.9 |
272.1 |
19.7% |
13.0 |
0.9% |
96% |
False |
False |
30,024 |
| 80 |
1,395.0 |
1,122.9 |
272.1 |
19.7% |
10.3 |
0.7% |
96% |
False |
False |
22,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,447.5 |
|
2.618 |
1,424.3 |
|
1.618 |
1,410.0 |
|
1.000 |
1,401.0 |
|
0.618 |
1,395.8 |
|
HIGH |
1,386.8 |
|
0.618 |
1,381.3 |
|
0.500 |
1,379.8 |
|
0.382 |
1,378.0 |
|
LOW |
1,372.5 |
|
0.618 |
1,363.8 |
|
1.000 |
1,358.3 |
|
1.618 |
1,349.3 |
|
2.618 |
1,335.0 |
|
4.250 |
1,311.8 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,382.0 |
1,380.3 |
| PP |
1,380.8 |
1,377.0 |
| S1 |
1,379.8 |
1,373.8 |
|