| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,169.5 |
11,244.5 |
75.0 |
0.7% |
10,446.0 |
| High |
11,232.0 |
11,246.5 |
14.5 |
0.1% |
11,232.0 |
| Low |
11,142.5 |
11,139.0 |
-3.5 |
0.0% |
10,424.5 |
| Close |
11,202.0 |
11,179.5 |
-22.5 |
-0.2% |
11,202.0 |
| Range |
89.5 |
107.5 |
18.0 |
20.1% |
807.5 |
| ATR |
157.5 |
153.9 |
-3.6 |
-2.3% |
0.0 |
| Volume |
29,866 |
79,247 |
49,381 |
165.3% |
42,622 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,510.8 |
11,452.7 |
11,238.6 |
|
| R3 |
11,403.3 |
11,345.2 |
11,209.1 |
|
| R2 |
11,295.8 |
11,295.8 |
11,199.2 |
|
| R1 |
11,237.7 |
11,237.7 |
11,189.4 |
11,213.0 |
| PP |
11,188.3 |
11,188.3 |
11,188.3 |
11,176.0 |
| S1 |
11,130.2 |
11,130.2 |
11,169.6 |
11,105.5 |
| S2 |
11,080.8 |
11,080.8 |
11,159.8 |
|
| S3 |
10,973.3 |
11,022.7 |
11,149.9 |
|
| S4 |
10,865.8 |
10,915.2 |
11,120.4 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,375.3 |
13,096.2 |
11,646.1 |
|
| R3 |
12,567.8 |
12,288.7 |
11,424.1 |
|
| R2 |
11,760.3 |
11,760.3 |
11,350.0 |
|
| R1 |
11,481.2 |
11,481.2 |
11,276.0 |
11,620.8 |
| PP |
10,952.8 |
10,952.8 |
10,952.8 |
11,022.6 |
| S1 |
10,673.7 |
10,673.7 |
11,128.0 |
10,813.3 |
| S2 |
10,145.3 |
10,145.3 |
11,054.0 |
|
| S3 |
9,337.8 |
9,866.2 |
10,979.9 |
|
| S4 |
8,530.3 |
9,058.7 |
10,757.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,246.5 |
10,664.5 |
582.0 |
5.2% |
164.2 |
1.5% |
88% |
True |
False |
24,043 |
| 10 |
11,246.5 |
10,398.0 |
848.5 |
7.6% |
156.7 |
1.4% |
92% |
True |
False |
12,421 |
| 20 |
11,246.5 |
10,398.0 |
848.5 |
7.6% |
131.5 |
1.2% |
92% |
True |
False |
6,313 |
| 40 |
11,246.5 |
10,021.5 |
1,225.0 |
11.0% |
138.0 |
1.2% |
95% |
True |
False |
3,283 |
| 60 |
11,246.5 |
10,021.5 |
1,225.0 |
11.0% |
138.5 |
1.2% |
95% |
True |
False |
2,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,703.4 |
|
2.618 |
11,527.9 |
|
1.618 |
11,420.4 |
|
1.000 |
11,354.0 |
|
0.618 |
11,312.9 |
|
HIGH |
11,246.5 |
|
0.618 |
11,205.4 |
|
0.500 |
11,192.8 |
|
0.382 |
11,180.1 |
|
LOW |
11,139.0 |
|
0.618 |
11,072.6 |
|
1.000 |
11,031.5 |
|
1.618 |
10,965.1 |
|
2.618 |
10,857.6 |
|
4.250 |
10,682.1 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,192.8 |
11,157.0 |
| PP |
11,188.3 |
11,134.5 |
| S1 |
11,183.9 |
11,112.0 |
|