| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,261.25 |
2,245.50 |
-15.75 |
-0.7% |
2,256.00 |
| High |
2,267.50 |
2,250.00 |
-17.50 |
-0.8% |
2,269.50 |
| Low |
2,243.50 |
2,239.50 |
-4.00 |
-0.2% |
2,251.50 |
| Close |
2,245.25 |
2,245.00 |
-0.25 |
0.0% |
2,260.00 |
| Range |
24.00 |
10.50 |
-13.50 |
-56.3% |
18.00 |
| ATR |
17.22 |
16.74 |
-0.48 |
-2.8% |
0.00 |
| Volume |
1,000,606 |
913,220 |
-87,386 |
-8.7% |
3,654,561 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.25 |
2,271.25 |
2,250.75 |
|
| R3 |
2,265.75 |
2,260.75 |
2,248.00 |
|
| R2 |
2,255.25 |
2,255.25 |
2,247.00 |
|
| R1 |
2,250.25 |
2,250.25 |
2,246.00 |
2,247.50 |
| PP |
2,244.75 |
2,244.75 |
2,244.75 |
2,243.50 |
| S1 |
2,239.75 |
2,239.75 |
2,244.00 |
2,237.00 |
| S2 |
2,234.25 |
2,234.25 |
2,243.00 |
|
| S3 |
2,223.75 |
2,229.25 |
2,242.00 |
|
| S4 |
2,213.25 |
2,218.75 |
2,239.25 |
|
|
| 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 |
2,239.50 |
30.00 |
1.3% |
12.50 |
0.6% |
18% |
False |
True |
731,345 |
| 10 |
2,269.50 |
2,239.50 |
30.00 |
1.3% |
12.75 |
0.6% |
18% |
False |
True |
945,917 |
| 20 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
17.00 |
0.8% |
72% |
False |
False |
948,217 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
20.25 |
0.9% |
89% |
False |
False |
478,484 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
19.75 |
0.9% |
89% |
False |
False |
319,842 |
| 80 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.25 |
0.9% |
89% |
False |
False |
240,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,294.50 |
|
2.618 |
2,277.50 |
|
1.618 |
2,267.00 |
|
1.000 |
2,260.50 |
|
0.618 |
2,256.50 |
|
HIGH |
2,250.00 |
|
0.618 |
2,246.00 |
|
0.500 |
2,244.75 |
|
0.382 |
2,243.50 |
|
LOW |
2,239.50 |
|
0.618 |
2,233.00 |
|
1.000 |
2,229.00 |
|
1.618 |
2,222.50 |
|
2.618 |
2,212.00 |
|
4.250 |
2,195.00 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,245.00 |
2,254.50 |
| PP |
2,244.75 |
2,251.25 |
| S1 |
2,244.75 |
2,248.25 |
|