| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,258.75 |
2,261.25 |
2.50 |
0.1% |
2,256.00 |
| High |
2,269.50 |
2,267.50 |
-2.00 |
-0.1% |
2,269.50 |
| Low |
2,257.75 |
2,243.50 |
-14.25 |
-0.6% |
2,251.50 |
| Close |
2,261.00 |
2,245.25 |
-15.75 |
-0.7% |
2,260.00 |
| Range |
11.75 |
24.00 |
12.25 |
104.3% |
18.00 |
| ATR |
16.70 |
17.22 |
0.52 |
3.1% |
0.00 |
| Volume |
498,741 |
1,000,606 |
501,865 |
100.6% |
3,654,561 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.00 |
2,308.75 |
2,258.50 |
|
| R3 |
2,300.00 |
2,284.75 |
2,251.75 |
|
| R2 |
2,276.00 |
2,276.00 |
2,249.75 |
|
| R1 |
2,260.75 |
2,260.75 |
2,247.50 |
2,256.50 |
| PP |
2,252.00 |
2,252.00 |
2,252.00 |
2,250.00 |
| S1 |
2,236.75 |
2,236.75 |
2,243.00 |
2,232.50 |
| S2 |
2,228.00 |
2,228.00 |
2,240.75 |
|
| S3 |
2,204.00 |
2,212.75 |
2,238.75 |
|
| S4 |
2,180.00 |
2,188.75 |
2,232.00 |
|
|
| 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 |
2,243.50 |
26.00 |
1.2% |
12.50 |
0.6% |
7% |
False |
True |
682,242 |
| 10 |
2,272.50 |
2,243.00 |
29.50 |
1.3% |
14.50 |
0.6% |
8% |
False |
False |
1,081,371 |
| 20 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
17.25 |
0.8% |
72% |
False |
False |
903,347 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.00 |
0.9% |
89% |
False |
False |
455,756 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
20.00 |
0.9% |
89% |
False |
False |
304,698 |
| 80 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.25 |
0.9% |
89% |
False |
False |
228,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,369.50 |
|
2.618 |
2,330.25 |
|
1.618 |
2,306.25 |
|
1.000 |
2,291.50 |
|
0.618 |
2,282.25 |
|
HIGH |
2,267.50 |
|
0.618 |
2,258.25 |
|
0.500 |
2,255.50 |
|
0.382 |
2,252.75 |
|
LOW |
2,243.50 |
|
0.618 |
2,228.75 |
|
1.000 |
2,219.50 |
|
1.618 |
2,204.75 |
|
2.618 |
2,180.75 |
|
4.250 |
2,141.50 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,255.50 |
2,256.50 |
| PP |
2,252.00 |
2,252.75 |
| S1 |
2,248.75 |
2,249.00 |
|