| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,258.25 |
2,257.50 |
-0.75 |
0.0% |
2,256.00 |
| High |
2,261.00 |
2,261.00 |
0.00 |
0.0% |
2,269.50 |
| Low |
2,251.50 |
2,254.25 |
2.75 |
0.1% |
2,251.50 |
| Close |
2,258.75 |
2,260.00 |
1.25 |
0.1% |
2,260.00 |
| Range |
9.50 |
6.75 |
-2.75 |
-28.9% |
18.00 |
| ATR |
17.87 |
17.08 |
-0.79 |
-4.4% |
0.00 |
| Volume |
847,626 |
396,535 |
-451,091 |
-53.2% |
3,654,561 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.75 |
2,276.00 |
2,263.75 |
|
| R3 |
2,272.00 |
2,269.25 |
2,261.75 |
|
| R2 |
2,265.25 |
2,265.25 |
2,261.25 |
|
| R1 |
2,262.50 |
2,262.50 |
2,260.50 |
2,264.00 |
| PP |
2,258.50 |
2,258.50 |
2,258.50 |
2,259.00 |
| S1 |
2,255.75 |
2,255.75 |
2,259.50 |
2,257.00 |
| S2 |
2,251.75 |
2,251.75 |
2,258.75 |
|
| S3 |
2,245.00 |
2,249.00 |
2,258.25 |
|
| S4 |
2,238.25 |
2,242.25 |
2,256.25 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,314.25 |
2,305.25 |
2,270.00 |
|
| R3 |
2,296.25 |
2,287.25 |
2,265.00 |
|
| R2 |
2,278.25 |
2,278.25 |
2,263.25 |
|
| R1 |
2,269.25 |
2,269.25 |
2,261.75 |
2,273.75 |
| PP |
2,260.25 |
2,260.25 |
2,260.25 |
2,262.50 |
| S1 |
2,251.25 |
2,251.25 |
2,258.25 |
2,255.75 |
| S2 |
2,242.25 |
2,242.25 |
2,256.75 |
|
| S3 |
2,224.25 |
2,233.25 |
2,255.00 |
|
| S4 |
2,206.25 |
2,215.25 |
2,250.00 |
|
|
| 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 |
2,251.50 |
18.00 |
0.8% |
9.00 |
0.4% |
47% |
False |
False |
730,912 |
| 10 |
2,273.00 |
2,243.00 |
30.00 |
1.3% |
15.25 |
0.7% |
57% |
False |
False |
1,361,248 |
| 20 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
16.50 |
0.7% |
87% |
False |
False |
829,978 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.00 |
0.9% |
95% |
False |
False |
418,451 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
20.25 |
0.9% |
95% |
False |
False |
279,769 |
| 80 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.25 |
0.9% |
95% |
False |
False |
210,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,289.75 |
|
2.618 |
2,278.75 |
|
1.618 |
2,272.00 |
|
1.000 |
2,267.75 |
|
0.618 |
2,265.25 |
|
HIGH |
2,261.00 |
|
0.618 |
2,258.50 |
|
0.500 |
2,257.50 |
|
0.382 |
2,256.75 |
|
LOW |
2,254.25 |
|
0.618 |
2,250.00 |
|
1.000 |
2,247.50 |
|
1.618 |
2,243.25 |
|
2.618 |
2,236.50 |
|
4.250 |
2,225.50 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,259.25 |
2,260.00 |
| PP |
2,258.50 |
2,259.75 |
| S1 |
2,257.50 |
2,259.75 |
|