| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,415.5 |
11,447.0 |
31.5 |
0.3% |
11,244.5 |
| High |
11,476.5 |
11,483.0 |
6.5 |
0.1% |
11,451.5 |
| Low |
11,408.5 |
11,444.0 |
35.5 |
0.3% |
11,139.0 |
| Close |
11,468.5 |
11,470.0 |
1.5 |
0.0% |
11,384.0 |
| Range |
68.0 |
39.0 |
-29.0 |
-42.6% |
312.5 |
| ATR |
133.2 |
126.5 |
-6.7 |
-5.1% |
0.0 |
| Volume |
45,159 |
44,849 |
-310 |
-0.7% |
340,944 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,582.7 |
11,565.3 |
11,491.5 |
|
| R3 |
11,543.7 |
11,526.3 |
11,480.7 |
|
| R2 |
11,504.7 |
11,504.7 |
11,477.2 |
|
| R1 |
11,487.3 |
11,487.3 |
11,473.6 |
11,496.0 |
| PP |
11,465.7 |
11,465.7 |
11,465.7 |
11,470.0 |
| S1 |
11,448.3 |
11,448.3 |
11,466.4 |
11,457.0 |
| S2 |
11,426.7 |
11,426.7 |
11,462.9 |
|
| S3 |
11,387.7 |
11,409.3 |
11,459.3 |
|
| S4 |
11,348.7 |
11,370.3 |
11,448.6 |
|
|
| 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 |
11,483.0 |
11,256.5 |
226.5 |
2.0% |
80.5 |
0.7% |
94% |
True |
False |
59,719 |
| 10 |
11,483.0 |
10,977.5 |
505.5 |
4.4% |
105.5 |
0.9% |
97% |
True |
False |
52,423 |
| 20 |
11,483.0 |
10,398.0 |
1,085.0 |
9.5% |
122.7 |
1.1% |
99% |
True |
False |
26,746 |
| 40 |
11,483.0 |
10,021.5 |
1,461.5 |
12.7% |
136.4 |
1.2% |
99% |
True |
False |
13,513 |
| 60 |
11,483.0 |
10,021.5 |
1,461.5 |
12.7% |
135.3 |
1.2% |
99% |
True |
False |
9,062 |
| 80 |
11,483.0 |
10,021.5 |
1,461.5 |
12.7% |
124.6 |
1.1% |
99% |
True |
False |
6,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,648.8 |
|
2.618 |
11,585.1 |
|
1.618 |
11,546.1 |
|
1.000 |
11,522.0 |
|
0.618 |
11,507.1 |
|
HIGH |
11,483.0 |
|
0.618 |
11,468.1 |
|
0.500 |
11,463.5 |
|
0.382 |
11,458.9 |
|
LOW |
11,444.0 |
|
0.618 |
11,419.9 |
|
1.000 |
11,405.0 |
|
1.618 |
11,380.9 |
|
2.618 |
11,341.9 |
|
4.250 |
11,278.3 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,467.8 |
11,456.7 |
| PP |
11,465.7 |
11,443.3 |
| S1 |
11,463.5 |
11,430.0 |
|