| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,260.25 |
2,267.25 |
7.00 |
0.3% |
2,255.25 |
| High |
2,269.50 |
2,268.00 |
-1.50 |
-0.1% |
2,273.00 |
| Low |
2,260.00 |
2,258.00 |
-2.00 |
-0.1% |
2,243.00 |
| Close |
2,266.50 |
2,260.50 |
-6.00 |
-0.3% |
2,255.25 |
| Range |
9.50 |
10.00 |
0.50 |
5.3% |
30.00 |
| ATR |
19.17 |
18.51 |
-0.65 |
-3.4% |
0.00 |
| Volume |
814,005 |
667,705 |
-146,300 |
-18.0% |
9,957,921 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.25 |
2,286.25 |
2,266.00 |
|
| R3 |
2,282.25 |
2,276.25 |
2,263.25 |
|
| R2 |
2,272.25 |
2,272.25 |
2,262.25 |
|
| R1 |
2,266.25 |
2,266.25 |
2,261.50 |
2,264.25 |
| PP |
2,262.25 |
2,262.25 |
2,262.25 |
2,261.00 |
| S1 |
2,256.25 |
2,256.25 |
2,259.50 |
2,254.25 |
| S2 |
2,252.25 |
2,252.25 |
2,258.75 |
|
| S3 |
2,242.25 |
2,246.25 |
2,257.75 |
|
| S4 |
2,232.25 |
2,236.25 |
2,255.00 |
|
|
| 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 |
2,269.50 |
2,247.25 |
22.25 |
1.0% |
12.75 |
0.6% |
60% |
False |
False |
1,160,488 |
| 10 |
2,273.00 |
2,227.75 |
45.25 |
2.0% |
17.00 |
0.8% |
72% |
False |
False |
1,478,080 |
| 20 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
17.00 |
0.8% |
87% |
False |
False |
768,671 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.50 |
0.9% |
95% |
False |
False |
387,515 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
20.75 |
0.9% |
95% |
False |
False |
259,148 |
| 80 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.25 |
0.9% |
95% |
False |
False |
194,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.50 |
|
2.618 |
2,294.25 |
|
1.618 |
2,284.25 |
|
1.000 |
2,278.00 |
|
0.618 |
2,274.25 |
|
HIGH |
2,268.00 |
|
0.618 |
2,264.25 |
|
0.500 |
2,263.00 |
|
0.382 |
2,261.75 |
|
LOW |
2,258.00 |
|
0.618 |
2,251.75 |
|
1.000 |
2,248.00 |
|
1.618 |
2,241.75 |
|
2.618 |
2,231.75 |
|
4.250 |
2,215.50 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,263.00 |
2,261.75 |
| PP |
2,262.25 |
2,261.25 |
| S1 |
2,261.25 |
2,261.00 |
|