| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,419.0 |
11,415.5 |
-3.5 |
0.0% |
11,244.5 |
| High |
11,431.5 |
11,476.5 |
45.0 |
0.4% |
11,451.5 |
| Low |
11,377.0 |
11,408.5 |
31.5 |
0.3% |
11,139.0 |
| Close |
11,417.0 |
11,468.5 |
51.5 |
0.5% |
11,384.0 |
| Range |
54.5 |
68.0 |
13.5 |
24.8% |
312.5 |
| ATR |
138.2 |
133.2 |
-5.0 |
-3.6% |
0.0 |
| Volume |
58,267 |
45,159 |
-13,108 |
-22.5% |
340,944 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,655.2 |
11,629.8 |
11,505.9 |
|
| R3 |
11,587.2 |
11,561.8 |
11,487.2 |
|
| R2 |
11,519.2 |
11,519.2 |
11,481.0 |
|
| R1 |
11,493.8 |
11,493.8 |
11,474.7 |
11,506.5 |
| PP |
11,451.2 |
11,451.2 |
11,451.2 |
11,457.5 |
| S1 |
11,425.8 |
11,425.8 |
11,462.3 |
11,438.5 |
| S2 |
11,383.2 |
11,383.2 |
11,456.0 |
|
| S3 |
11,315.2 |
11,357.8 |
11,449.8 |
|
| S4 |
11,247.2 |
11,289.8 |
11,431.1 |
|
|
| 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 |
11,476.5 |
11,221.0 |
255.5 |
2.2% |
92.7 |
0.8% |
97% |
True |
False |
61,399 |
| 10 |
11,476.5 |
10,845.5 |
631.0 |
5.5% |
125.0 |
1.1% |
99% |
True |
False |
48,284 |
| 20 |
11,476.5 |
10,398.0 |
1,078.5 |
9.4% |
127.1 |
1.1% |
99% |
True |
False |
24,516 |
| 40 |
11,476.5 |
10,021.5 |
1,455.0 |
12.7% |
138.6 |
1.2% |
99% |
True |
False |
12,393 |
| 60 |
11,476.5 |
10,021.5 |
1,455.0 |
12.7% |
137.8 |
1.2% |
99% |
True |
False |
8,316 |
| 80 |
11,476.5 |
10,021.5 |
1,455.0 |
12.7% |
124.4 |
1.1% |
99% |
True |
False |
6,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,765.5 |
|
2.618 |
11,654.5 |
|
1.618 |
11,586.5 |
|
1.000 |
11,544.5 |
|
0.618 |
11,518.5 |
|
HIGH |
11,476.5 |
|
0.618 |
11,450.5 |
|
0.500 |
11,442.5 |
|
0.382 |
11,434.5 |
|
LOW |
11,408.5 |
|
0.618 |
11,366.5 |
|
1.000 |
11,340.5 |
|
1.618 |
11,298.5 |
|
2.618 |
11,230.5 |
|
4.250 |
11,119.5 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,459.8 |
11,450.3 |
| PP |
11,451.2 |
11,432.0 |
| S1 |
11,442.5 |
11,413.8 |
|