| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,180.0 |
11,281.5 |
101.5 |
0.9% |
10,446.0 |
| High |
11,305.5 |
11,321.0 |
15.5 |
0.1% |
11,232.0 |
| Low |
11,173.0 |
11,221.0 |
48.0 |
0.4% |
10,424.5 |
| Close |
11,293.0 |
11,263.0 |
-30.0 |
-0.3% |
11,202.0 |
| Range |
132.5 |
100.0 |
-32.5 |
-24.5% |
807.5 |
| ATR |
152.4 |
148.7 |
-3.7 |
-2.5% |
0.0 |
| Volume |
58,128 |
53,247 |
-4,881 |
-8.4% |
42,622 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,568.3 |
11,515.7 |
11,318.0 |
|
| R3 |
11,468.3 |
11,415.7 |
11,290.5 |
|
| R2 |
11,368.3 |
11,368.3 |
11,281.3 |
|
| R1 |
11,315.7 |
11,315.7 |
11,272.2 |
11,292.0 |
| PP |
11,268.3 |
11,268.3 |
11,268.3 |
11,256.5 |
| S1 |
11,215.7 |
11,215.7 |
11,253.8 |
11,192.0 |
| S2 |
11,168.3 |
11,168.3 |
11,244.7 |
|
| S3 |
11,068.3 |
11,115.7 |
11,235.5 |
|
| S4 |
10,968.3 |
11,015.7 |
11,208.0 |
|
|
| 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 |
11,321.0 |
10,977.5 |
343.5 |
3.0% |
130.4 |
1.2% |
83% |
True |
False |
45,128 |
| 10 |
11,321.0 |
10,398.0 |
923.0 |
8.2% |
163.5 |
1.5% |
94% |
True |
False |
23,443 |
| 20 |
11,321.0 |
10,398.0 |
923.0 |
8.2% |
130.2 |
1.2% |
94% |
True |
False |
11,863 |
| 40 |
11,321.0 |
10,021.5 |
1,299.5 |
11.5% |
139.3 |
1.2% |
96% |
True |
False |
6,062 |
| 60 |
11,321.0 |
10,021.5 |
1,299.5 |
11.5% |
140.1 |
1.2% |
96% |
True |
False |
4,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,746.0 |
|
2.618 |
11,582.8 |
|
1.618 |
11,482.8 |
|
1.000 |
11,421.0 |
|
0.618 |
11,382.8 |
|
HIGH |
11,321.0 |
|
0.618 |
11,282.8 |
|
0.500 |
11,271.0 |
|
0.382 |
11,259.2 |
|
LOW |
11,221.0 |
|
0.618 |
11,159.2 |
|
1.000 |
11,121.0 |
|
1.618 |
11,059.2 |
|
2.618 |
10,959.2 |
|
4.250 |
10,796.0 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,271.0 |
11,252.0 |
| PP |
11,268.3 |
11,241.0 |
| S1 |
11,265.7 |
11,230.0 |
|