| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,259.50 |
2,256.00 |
-3.50 |
-0.2% |
2,255.25 |
| High |
2,264.00 |
2,263.75 |
-0.25 |
0.0% |
2,273.00 |
| Low |
2,249.50 |
2,254.00 |
4.50 |
0.2% |
2,243.00 |
| Close |
2,255.25 |
2,260.00 |
4.75 |
0.2% |
2,255.25 |
| Range |
14.50 |
9.75 |
-4.75 |
-32.8% |
30.00 |
| ATR |
20.69 |
19.91 |
-0.78 |
-3.8% |
0.00 |
| Volume |
1,415,262 |
928,690 |
-486,572 |
-34.4% |
9,957,921 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,288.50 |
2,284.00 |
2,265.25 |
|
| R3 |
2,278.75 |
2,274.25 |
2,262.75 |
|
| R2 |
2,269.00 |
2,269.00 |
2,261.75 |
|
| R1 |
2,264.50 |
2,264.50 |
2,261.00 |
2,266.75 |
| PP |
2,259.25 |
2,259.25 |
2,259.25 |
2,260.50 |
| S1 |
2,254.75 |
2,254.75 |
2,259.00 |
2,257.00 |
| S2 |
2,249.50 |
2,249.50 |
2,258.25 |
|
| S3 |
2,239.75 |
2,245.00 |
2,257.25 |
|
| S4 |
2,230.00 |
2,235.25 |
2,254.75 |
|
|
| 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% |
20.00 |
0.9% |
57% |
False |
False |
1,782,704 |
| 10 |
2,273.00 |
2,195.00 |
78.00 |
3.5% |
19.75 |
0.9% |
83% |
False |
False |
1,372,721 |
| 20 |
2,273.00 |
2,174.00 |
99.00 |
4.4% |
17.50 |
0.8% |
87% |
False |
False |
695,321 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.75 |
1.0% |
95% |
False |
False |
350,561 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.25 |
0.9% |
95% |
False |
False |
234,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,305.25 |
|
2.618 |
2,289.25 |
|
1.618 |
2,279.50 |
|
1.000 |
2,273.50 |
|
0.618 |
2,269.75 |
|
HIGH |
2,263.75 |
|
0.618 |
2,260.00 |
|
0.500 |
2,259.00 |
|
0.382 |
2,257.75 |
|
LOW |
2,254.00 |
|
0.618 |
2,248.00 |
|
1.000 |
2,244.25 |
|
1.618 |
2,238.25 |
|
2.618 |
2,228.50 |
|
4.250 |
2,212.50 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,259.50 |
2,259.25 |
| PP |
2,259.25 |
2,258.25 |
| S1 |
2,259.00 |
2,257.50 |
|