| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,267.25 |
2,258.25 |
-9.00 |
-0.4% |
2,255.25 |
| High |
2,268.00 |
2,261.00 |
-7.00 |
-0.3% |
2,273.00 |
| Low |
2,258.00 |
2,251.50 |
-6.50 |
-0.3% |
2,243.00 |
| Close |
2,260.50 |
2,258.75 |
-1.75 |
-0.1% |
2,255.25 |
| Range |
10.00 |
9.50 |
-0.50 |
-5.0% |
30.00 |
| ATR |
18.51 |
17.87 |
-0.64 |
-3.5% |
0.00 |
| Volume |
667,705 |
847,626 |
179,921 |
26.9% |
9,957,921 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.50 |
2,281.75 |
2,264.00 |
|
| R3 |
2,276.00 |
2,272.25 |
2,261.25 |
|
| R2 |
2,266.50 |
2,266.50 |
2,260.50 |
|
| R1 |
2,262.75 |
2,262.75 |
2,259.50 |
2,264.50 |
| PP |
2,257.00 |
2,257.00 |
2,257.00 |
2,258.00 |
| S1 |
2,253.25 |
2,253.25 |
2,258.00 |
2,255.00 |
| S2 |
2,247.50 |
2,247.50 |
2,257.00 |
|
| S3 |
2,238.00 |
2,243.75 |
2,256.25 |
|
| S4 |
2,228.50 |
2,234.25 |
2,253.50 |
|
|
| 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 |
2,249.50 |
20.00 |
0.9% |
10.75 |
0.5% |
46% |
False |
False |
934,657 |
| 10 |
2,273.00 |
2,239.75 |
33.25 |
1.5% |
16.25 |
0.7% |
57% |
False |
False |
1,482,508 |
| 20 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
17.00 |
0.7% |
86% |
False |
False |
810,593 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.25 |
0.9% |
94% |
False |
False |
408,615 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
20.75 |
0.9% |
94% |
False |
False |
273,211 |
| 80 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.25 |
0.9% |
94% |
False |
False |
205,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,301.50 |
|
2.618 |
2,285.75 |
|
1.618 |
2,276.25 |
|
1.000 |
2,270.50 |
|
0.618 |
2,266.75 |
|
HIGH |
2,261.00 |
|
0.618 |
2,257.25 |
|
0.500 |
2,256.25 |
|
0.382 |
2,255.25 |
|
LOW |
2,251.50 |
|
0.618 |
2,245.75 |
|
1.000 |
2,242.00 |
|
1.618 |
2,236.25 |
|
2.618 |
2,226.75 |
|
4.250 |
2,211.00 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,258.00 |
2,260.50 |
| PP |
2,257.00 |
2,260.00 |
| S1 |
2,256.25 |
2,259.25 |
|