| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,256.00 |
2,260.25 |
4.25 |
0.2% |
2,255.25 |
| High |
2,263.75 |
2,269.50 |
5.75 |
0.3% |
2,273.00 |
| Low |
2,254.00 |
2,260.00 |
6.00 |
0.3% |
2,243.00 |
| Close |
2,260.00 |
2,266.50 |
6.50 |
0.3% |
2,255.25 |
| Range |
9.75 |
9.50 |
-0.25 |
-2.6% |
30.00 |
| ATR |
19.91 |
19.17 |
-0.74 |
-3.7% |
0.00 |
| Volume |
928,690 |
814,005 |
-114,685 |
-12.3% |
9,957,921 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,293.75 |
2,289.75 |
2,271.75 |
|
| R3 |
2,284.25 |
2,280.25 |
2,269.00 |
|
| R2 |
2,274.75 |
2,274.75 |
2,268.25 |
|
| R1 |
2,270.75 |
2,270.75 |
2,267.25 |
2,272.75 |
| PP |
2,265.25 |
2,265.25 |
2,265.25 |
2,266.50 |
| S1 |
2,261.25 |
2,261.25 |
2,265.75 |
2,263.25 |
| S2 |
2,255.75 |
2,255.75 |
2,264.75 |
|
| S3 |
2,246.25 |
2,251.75 |
2,264.00 |
|
| S4 |
2,236.75 |
2,242.25 |
2,261.25 |
|
|
| 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 |
2,272.50 |
2,243.00 |
29.50 |
1.3% |
16.75 |
0.7% |
80% |
False |
False |
1,480,500 |
| 10 |
2,273.00 |
2,201.50 |
71.50 |
3.2% |
19.50 |
0.9% |
91% |
False |
False |
1,443,625 |
| 20 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
17.00 |
0.8% |
93% |
False |
False |
735,723 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.0% |
21.50 |
1.0% |
97% |
False |
False |
370,881 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.0% |
21.00 |
0.9% |
97% |
False |
False |
248,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.00 |
|
2.618 |
2,294.25 |
|
1.618 |
2,284.75 |
|
1.000 |
2,279.00 |
|
0.618 |
2,275.25 |
|
HIGH |
2,269.50 |
|
0.618 |
2,265.75 |
|
0.500 |
2,264.75 |
|
0.382 |
2,263.75 |
|
LOW |
2,260.00 |
|
0.618 |
2,254.25 |
|
1.000 |
2,250.50 |
|
1.618 |
2,244.75 |
|
2.618 |
2,235.25 |
|
4.250 |
2,219.50 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,266.00 |
2,264.25 |
| PP |
2,265.25 |
2,261.75 |
| S1 |
2,264.75 |
2,259.50 |
|