| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,241.50 |
2,255.25 |
13.75 |
0.6% |
2,179.00 |
| High |
2,255.75 |
2,264.75 |
9.00 |
0.4% |
2,255.75 |
| Low |
2,239.75 |
2,246.75 |
7.00 |
0.3% |
2,174.25 |
| Close |
2,254.75 |
2,250.50 |
-4.25 |
-0.2% |
2,254.75 |
| Range |
16.00 |
18.00 |
2.00 |
12.5% |
81.50 |
| ATR |
20.40 |
20.23 |
-0.17 |
-0.8% |
0.00 |
| Volume |
1,609,142 |
1,973,091 |
363,949 |
22.6% |
2,893,904 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,308.00 |
2,297.25 |
2,260.50 |
|
| R3 |
2,290.00 |
2,279.25 |
2,255.50 |
|
| R2 |
2,272.00 |
2,272.00 |
2,253.75 |
|
| R1 |
2,261.25 |
2,261.25 |
2,252.25 |
2,257.50 |
| PP |
2,254.00 |
2,254.00 |
2,254.00 |
2,252.25 |
| S1 |
2,243.25 |
2,243.25 |
2,248.75 |
2,239.50 |
| S2 |
2,236.00 |
2,236.00 |
2,247.25 |
|
| S3 |
2,218.00 |
2,225.25 |
2,245.50 |
|
| S4 |
2,200.00 |
2,207.25 |
2,240.50 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.75 |
2,445.25 |
2,299.50 |
|
| R3 |
2,391.25 |
2,363.75 |
2,277.25 |
|
| R2 |
2,309.75 |
2,309.75 |
2,269.75 |
|
| R1 |
2,282.25 |
2,282.25 |
2,262.25 |
2,296.00 |
| PP |
2,228.25 |
2,228.25 |
2,228.25 |
2,235.00 |
| S1 |
2,200.75 |
2,200.75 |
2,247.25 |
2,214.50 |
| S2 |
2,146.75 |
2,146.75 |
2,239.75 |
|
| S3 |
2,065.25 |
2,119.25 |
2,232.25 |
|
| S4 |
1,983.75 |
2,037.75 |
2,210.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,264.75 |
2,195.00 |
69.75 |
3.1% |
19.50 |
0.9% |
80% |
True |
False |
962,738 |
| 10 |
2,264.75 |
2,174.25 |
90.50 |
4.0% |
18.50 |
0.8% |
84% |
True |
False |
494,882 |
| 20 |
2,264.75 |
2,147.50 |
117.25 |
5.2% |
16.50 |
0.7% |
88% |
True |
False |
251,537 |
| 40 |
2,264.75 |
2,023.00 |
241.75 |
10.7% |
21.00 |
0.9% |
94% |
True |
False |
127,973 |
| 60 |
2,264.75 |
2,023.00 |
241.75 |
10.7% |
21.25 |
0.9% |
94% |
True |
False |
86,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,341.25 |
|
2.618 |
2,311.75 |
|
1.618 |
2,293.75 |
|
1.000 |
2,282.75 |
|
0.618 |
2,275.75 |
|
HIGH |
2,264.75 |
|
0.618 |
2,257.75 |
|
0.500 |
2,255.75 |
|
0.382 |
2,253.75 |
|
LOW |
2,246.75 |
|
0.618 |
2,235.75 |
|
1.000 |
2,228.75 |
|
1.618 |
2,217.75 |
|
2.618 |
2,199.75 |
|
4.250 |
2,170.25 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,255.75 |
2,249.00 |
| PP |
2,254.00 |
2,247.75 |
| S1 |
2,252.25 |
2,246.25 |
|