| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,268.00 |
2,251.75 |
-16.25 |
-0.7% |
2,179.00 |
| High |
2,272.50 |
2,267.75 |
-4.75 |
-0.2% |
2,255.75 |
| Low |
2,243.00 |
2,247.25 |
4.25 |
0.2% |
2,174.25 |
| Close |
2,252.00 |
2,258.50 |
6.50 |
0.3% |
2,254.75 |
| Range |
29.50 |
20.50 |
-9.00 |
-30.5% |
81.50 |
| ATR |
21.22 |
21.17 |
-0.05 |
-0.2% |
0.00 |
| Volume |
2,267,763 |
1,976,782 |
-290,981 |
-12.8% |
2,893,904 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,319.25 |
2,309.50 |
2,269.75 |
|
| R3 |
2,298.75 |
2,289.00 |
2,264.25 |
|
| R2 |
2,278.25 |
2,278.25 |
2,262.25 |
|
| R1 |
2,268.50 |
2,268.50 |
2,260.50 |
2,273.50 |
| PP |
2,257.75 |
2,257.75 |
2,257.75 |
2,260.25 |
| S1 |
2,248.00 |
2,248.00 |
2,256.50 |
2,253.00 |
| S2 |
2,237.25 |
2,237.25 |
2,254.75 |
|
| S3 |
2,216.75 |
2,227.50 |
2,252.75 |
|
| S4 |
2,196.25 |
2,207.00 |
2,247.25 |
|
|
| 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 |
2,239.75 |
33.25 |
1.5% |
21.75 |
1.0% |
56% |
False |
False |
2,030,360 |
| 10 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
21.50 |
1.0% |
85% |
False |
False |
1,146,362 |
| 20 |
2,273.00 |
2,167.25 |
105.75 |
4.7% |
17.50 |
0.8% |
86% |
False |
False |
578,947 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.75 |
1.0% |
94% |
False |
False |
292,091 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.25 |
0.9% |
94% |
False |
False |
195,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,355.00 |
|
2.618 |
2,321.50 |
|
1.618 |
2,301.00 |
|
1.000 |
2,288.25 |
|
0.618 |
2,280.50 |
|
HIGH |
2,267.75 |
|
0.618 |
2,260.00 |
|
0.500 |
2,257.50 |
|
0.382 |
2,255.00 |
|
LOW |
2,247.25 |
|
0.618 |
2,234.50 |
|
1.000 |
2,226.75 |
|
1.618 |
2,214.00 |
|
2.618 |
2,193.50 |
|
4.250 |
2,160.00 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,258.25 |
2,258.25 |
| PP |
2,257.75 |
2,258.25 |
| S1 |
2,257.50 |
2,258.00 |
|