| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,244.5 |
11,180.0 |
-64.5 |
-0.6% |
10,446.0 |
| High |
11,246.5 |
11,305.5 |
59.0 |
0.5% |
11,232.0 |
| Low |
11,139.0 |
11,173.0 |
34.0 |
0.3% |
10,424.5 |
| Close |
11,179.5 |
11,293.0 |
113.5 |
1.0% |
11,202.0 |
| Range |
107.5 |
132.5 |
25.0 |
23.3% |
807.5 |
| ATR |
153.9 |
152.4 |
-1.5 |
-1.0% |
0.0 |
| Volume |
79,247 |
58,128 |
-21,119 |
-26.6% |
42,622 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,654.7 |
11,606.3 |
11,365.9 |
|
| R3 |
11,522.2 |
11,473.8 |
11,329.4 |
|
| R2 |
11,389.7 |
11,389.7 |
11,317.3 |
|
| R1 |
11,341.3 |
11,341.3 |
11,305.1 |
11,365.5 |
| PP |
11,257.2 |
11,257.2 |
11,257.2 |
11,269.3 |
| S1 |
11,208.8 |
11,208.8 |
11,280.9 |
11,233.0 |
| S2 |
11,124.7 |
11,124.7 |
11,268.7 |
|
| S3 |
10,992.2 |
11,076.3 |
11,256.6 |
|
| S4 |
10,859.7 |
10,943.8 |
11,220.1 |
|
|
| 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 |
11,305.5 |
10,845.5 |
460.0 |
4.1% |
157.3 |
1.4% |
97% |
True |
False |
35,169 |
| 10 |
11,305.5 |
10,398.0 |
907.5 |
8.0% |
160.7 |
1.4% |
99% |
True |
False |
18,224 |
| 20 |
11,305.5 |
10,398.0 |
907.5 |
8.0% |
133.7 |
1.2% |
99% |
True |
False |
9,206 |
| 40 |
11,305.5 |
10,021.5 |
1,284.0 |
11.4% |
138.8 |
1.2% |
99% |
True |
False |
4,734 |
| 60 |
11,305.5 |
10,021.5 |
1,284.0 |
11.4% |
139.8 |
1.2% |
99% |
True |
False |
3,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,868.6 |
|
2.618 |
11,652.4 |
|
1.618 |
11,519.9 |
|
1.000 |
11,438.0 |
|
0.618 |
11,387.4 |
|
HIGH |
11,305.5 |
|
0.618 |
11,254.9 |
|
0.500 |
11,239.3 |
|
0.382 |
11,223.6 |
|
LOW |
11,173.0 |
|
0.618 |
11,091.1 |
|
1.000 |
11,040.5 |
|
1.618 |
10,958.6 |
|
2.618 |
10,826.1 |
|
4.250 |
10,609.9 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,275.1 |
11,269.4 |
| PP |
11,257.2 |
11,245.8 |
| S1 |
11,239.3 |
11,222.3 |
|