| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,281.5 |
11,269.0 |
-12.5 |
-0.1% |
10,446.0 |
| High |
11,321.0 |
11,397.0 |
76.0 |
0.7% |
11,232.0 |
| Low |
11,221.0 |
11,256.5 |
35.5 |
0.3% |
10,424.5 |
| Close |
11,263.0 |
11,379.0 |
116.0 |
1.0% |
11,202.0 |
| Range |
100.0 |
140.5 |
40.5 |
40.5% |
807.5 |
| ATR |
148.7 |
148.1 |
-0.6 |
-0.4% |
0.0 |
| Volume |
53,247 |
97,982 |
44,735 |
84.0% |
42,622 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,765.7 |
11,712.8 |
11,456.3 |
|
| R3 |
11,625.2 |
11,572.3 |
11,417.6 |
|
| R2 |
11,484.7 |
11,484.7 |
11,404.8 |
|
| R1 |
11,431.8 |
11,431.8 |
11,391.9 |
11,458.3 |
| PP |
11,344.2 |
11,344.2 |
11,344.2 |
11,357.4 |
| S1 |
11,291.3 |
11,291.3 |
11,366.1 |
11,317.8 |
| S2 |
11,203.7 |
11,203.7 |
11,353.2 |
|
| S3 |
11,063.2 |
11,150.8 |
11,340.4 |
|
| S4 |
10,922.7 |
11,010.3 |
11,301.7 |
|
|
| 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 |
11,397.0 |
11,139.0 |
258.0 |
2.3% |
114.0 |
1.0% |
93% |
True |
False |
63,694 |
| 10 |
11,397.0 |
10,398.0 |
999.0 |
8.8% |
163.9 |
1.4% |
98% |
True |
False |
33,192 |
| 20 |
11,397.0 |
10,398.0 |
999.0 |
8.8% |
131.2 |
1.2% |
98% |
True |
False |
16,758 |
| 40 |
11,397.0 |
10,021.5 |
1,375.5 |
12.1% |
139.3 |
1.2% |
99% |
True |
False |
8,511 |
| 60 |
11,397.0 |
10,021.5 |
1,375.5 |
12.1% |
140.4 |
1.2% |
99% |
True |
False |
5,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,994.1 |
|
2.618 |
11,764.8 |
|
1.618 |
11,624.3 |
|
1.000 |
11,537.5 |
|
0.618 |
11,483.8 |
|
HIGH |
11,397.0 |
|
0.618 |
11,343.3 |
|
0.500 |
11,326.8 |
|
0.382 |
11,310.2 |
|
LOW |
11,256.5 |
|
0.618 |
11,169.7 |
|
1.000 |
11,116.0 |
|
1.618 |
11,029.2 |
|
2.618 |
10,888.7 |
|
4.250 |
10,659.4 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,361.6 |
11,347.7 |
| PP |
11,344.2 |
11,316.3 |
| S1 |
11,326.8 |
11,285.0 |
|