| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,251.75 |
2,259.50 |
7.75 |
0.3% |
2,255.25 |
| High |
2,267.75 |
2,264.00 |
-3.75 |
-0.2% |
2,273.00 |
| Low |
2,247.25 |
2,249.50 |
2.25 |
0.1% |
2,243.00 |
| Close |
2,258.50 |
2,255.25 |
-3.25 |
-0.1% |
2,255.25 |
| Range |
20.50 |
14.50 |
-6.00 |
-29.3% |
30.00 |
| ATR |
21.17 |
20.69 |
-0.48 |
-2.3% |
0.00 |
| Volume |
1,976,782 |
1,415,262 |
-561,520 |
-28.4% |
9,957,921 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,299.75 |
2,292.00 |
2,263.25 |
|
| R3 |
2,285.25 |
2,277.50 |
2,259.25 |
|
| R2 |
2,270.75 |
2,270.75 |
2,258.00 |
|
| R1 |
2,263.00 |
2,263.00 |
2,256.50 |
2,259.50 |
| PP |
2,256.25 |
2,256.25 |
2,256.25 |
2,254.50 |
| S1 |
2,248.50 |
2,248.50 |
2,254.00 |
2,245.00 |
| S2 |
2,241.75 |
2,241.75 |
2,252.50 |
|
| S3 |
2,227.25 |
2,234.00 |
2,251.25 |
|
| S4 |
2,212.75 |
2,219.50 |
2,247.25 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,347.00 |
2,331.25 |
2,271.75 |
|
| R3 |
2,317.00 |
2,301.25 |
2,263.50 |
|
| R2 |
2,287.00 |
2,287.00 |
2,260.75 |
|
| R1 |
2,271.25 |
2,271.25 |
2,258.00 |
2,270.25 |
| PP |
2,257.00 |
2,257.00 |
2,257.00 |
2,256.50 |
| S1 |
2,241.25 |
2,241.25 |
2,252.50 |
2,240.25 |
| S2 |
2,227.00 |
2,227.00 |
2,249.75 |
|
| S3 |
2,197.00 |
2,211.25 |
2,247.00 |
|
| S4 |
2,167.00 |
2,181.25 |
2,238.75 |
|
|
| 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 |
2,243.00 |
30.00 |
1.3% |
21.50 |
1.0% |
41% |
False |
False |
1,991,584 |
| 10 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
21.75 |
1.0% |
82% |
False |
False |
1,285,182 |
| 20 |
2,273.00 |
2,171.75 |
101.25 |
4.5% |
17.50 |
0.8% |
82% |
False |
False |
649,353 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.75 |
1.0% |
93% |
False |
False |
327,385 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.25 |
0.9% |
93% |
False |
False |
219,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,325.50 |
|
2.618 |
2,302.00 |
|
1.618 |
2,287.50 |
|
1.000 |
2,278.50 |
|
0.618 |
2,273.00 |
|
HIGH |
2,264.00 |
|
0.618 |
2,258.50 |
|
0.500 |
2,256.75 |
|
0.382 |
2,255.00 |
|
LOW |
2,249.50 |
|
0.618 |
2,240.50 |
|
1.000 |
2,235.00 |
|
1.618 |
2,226.00 |
|
2.618 |
2,211.50 |
|
4.250 |
2,188.00 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,256.75 |
2,257.75 |
| PP |
2,256.25 |
2,257.00 |
| S1 |
2,255.75 |
2,256.00 |
|