| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,255.25 |
2,250.25 |
-5.00 |
-0.2% |
2,179.00 |
| High |
2,264.75 |
2,273.00 |
8.25 |
0.4% |
2,255.75 |
| Low |
2,246.75 |
2,247.75 |
1.00 |
0.0% |
2,174.25 |
| Close |
2,250.50 |
2,267.75 |
17.25 |
0.8% |
2,254.75 |
| Range |
18.00 |
25.25 |
7.25 |
40.3% |
81.50 |
| ATR |
20.23 |
20.59 |
0.36 |
1.8% |
0.00 |
| Volume |
1,973,091 |
2,325,023 |
351,932 |
17.8% |
2,893,904 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,338.50 |
2,328.50 |
2,281.75 |
|
| R3 |
2,313.25 |
2,303.25 |
2,274.75 |
|
| R2 |
2,288.00 |
2,288.00 |
2,272.50 |
|
| R1 |
2,278.00 |
2,278.00 |
2,270.00 |
2,283.00 |
| PP |
2,262.75 |
2,262.75 |
2,262.75 |
2,265.50 |
| S1 |
2,252.75 |
2,252.75 |
2,265.50 |
2,257.75 |
| S2 |
2,237.50 |
2,237.50 |
2,263.00 |
|
| S3 |
2,212.25 |
2,227.50 |
2,260.75 |
|
| S4 |
2,187.00 |
2,202.25 |
2,253.75 |
|
|
| 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 |
2,273.00 |
2,201.50 |
71.50 |
3.2% |
22.25 |
1.0% |
93% |
True |
False |
1,406,750 |
| 10 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
19.75 |
0.9% |
95% |
True |
False |
725,324 |
| 20 |
2,273.00 |
2,154.00 |
119.00 |
5.2% |
16.75 |
0.7% |
96% |
True |
False |
367,467 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.0% |
21.50 |
0.9% |
98% |
True |
False |
186,064 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.0% |
21.25 |
0.9% |
98% |
True |
False |
124,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,380.25 |
|
2.618 |
2,339.00 |
|
1.618 |
2,313.75 |
|
1.000 |
2,298.25 |
|
0.618 |
2,288.50 |
|
HIGH |
2,273.00 |
|
0.618 |
2,263.25 |
|
0.500 |
2,260.50 |
|
0.382 |
2,257.50 |
|
LOW |
2,247.75 |
|
0.618 |
2,232.25 |
|
1.000 |
2,222.50 |
|
1.618 |
2,207.00 |
|
2.618 |
2,181.75 |
|
4.250 |
2,140.50 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,265.25 |
2,264.00 |
| PP |
2,262.75 |
2,260.25 |
| S1 |
2,260.50 |
2,256.50 |
|