| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,369.5 |
11,419.0 |
49.5 |
0.4% |
11,244.5 |
| High |
11,451.5 |
11,431.5 |
-20.0 |
-0.2% |
11,451.5 |
| Low |
11,351.0 |
11,377.0 |
26.0 |
0.2% |
11,139.0 |
| Close |
11,384.0 |
11,417.0 |
33.0 |
0.3% |
11,384.0 |
| Range |
100.5 |
54.5 |
-46.0 |
-45.8% |
312.5 |
| ATR |
144.7 |
138.2 |
-6.4 |
-4.5% |
0.0 |
| Volume |
52,340 |
58,267 |
5,927 |
11.3% |
340,944 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,572.0 |
11,549.0 |
11,447.0 |
|
| R3 |
11,517.5 |
11,494.5 |
11,432.0 |
|
| R2 |
11,463.0 |
11,463.0 |
11,427.0 |
|
| R1 |
11,440.0 |
11,440.0 |
11,422.0 |
11,424.3 |
| PP |
11,408.5 |
11,408.5 |
11,408.5 |
11,400.6 |
| S1 |
11,385.5 |
11,385.5 |
11,412.0 |
11,369.8 |
| S2 |
11,354.0 |
11,354.0 |
11,407.0 |
|
| S3 |
11,299.5 |
11,331.0 |
11,402.0 |
|
| S4 |
11,245.0 |
11,276.5 |
11,387.0 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,262.3 |
12,135.7 |
11,555.9 |
|
| R3 |
11,949.8 |
11,823.2 |
11,469.9 |
|
| R2 |
11,637.3 |
11,637.3 |
11,441.3 |
|
| R1 |
11,510.7 |
11,510.7 |
11,412.6 |
11,574.0 |
| PP |
11,324.8 |
11,324.8 |
11,324.8 |
11,356.5 |
| S1 |
11,198.2 |
11,198.2 |
11,355.4 |
11,261.5 |
| S2 |
11,012.3 |
11,012.3 |
11,326.7 |
|
| S3 |
10,699.8 |
10,885.7 |
11,298.1 |
|
| S4 |
10,387.3 |
10,573.2 |
11,212.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,451.5 |
11,173.0 |
278.5 |
2.4% |
105.6 |
0.9% |
88% |
False |
False |
63,992 |
| 10 |
11,451.5 |
10,664.5 |
787.0 |
6.9% |
134.9 |
1.2% |
96% |
False |
False |
44,017 |
| 20 |
11,451.5 |
10,398.0 |
1,053.5 |
9.2% |
127.4 |
1.1% |
97% |
False |
False |
22,277 |
| 40 |
11,451.5 |
10,021.5 |
1,430.0 |
12.5% |
139.0 |
1.2% |
98% |
False |
False |
11,266 |
| 60 |
11,451.5 |
10,021.5 |
1,430.0 |
12.5% |
138.8 |
1.2% |
98% |
False |
False |
7,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,663.1 |
|
2.618 |
11,574.2 |
|
1.618 |
11,519.7 |
|
1.000 |
11,486.0 |
|
0.618 |
11,465.2 |
|
HIGH |
11,431.5 |
|
0.618 |
11,410.7 |
|
0.500 |
11,404.3 |
|
0.382 |
11,397.8 |
|
LOW |
11,377.0 |
|
0.618 |
11,343.3 |
|
1.000 |
11,322.5 |
|
1.618 |
11,288.8 |
|
2.618 |
11,234.3 |
|
4.250 |
11,145.4 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,412.8 |
11,396.0 |
| PP |
11,408.5 |
11,375.0 |
| S1 |
11,404.3 |
11,354.0 |
|