| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,448.0 |
11,462.0 |
14.0 |
0.1% |
11,419.0 |
| High |
11,478.5 |
11,487.0 |
8.5 |
0.1% |
11,487.0 |
| Low |
11,428.0 |
11,406.0 |
-22.0 |
-0.2% |
11,377.0 |
| Close |
11,444.5 |
11,447.5 |
3.0 |
0.0% |
11,447.5 |
| Range |
50.5 |
81.0 |
30.5 |
60.4% |
110.0 |
| ATR |
121.1 |
118.2 |
-2.9 |
-2.4% |
0.0 |
| Volume |
36,066 |
23,655 |
-12,411 |
-34.4% |
207,996 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,689.8 |
11,649.7 |
11,492.1 |
|
| R3 |
11,608.8 |
11,568.7 |
11,469.8 |
|
| R2 |
11,527.8 |
11,527.8 |
11,462.4 |
|
| R1 |
11,487.7 |
11,487.7 |
11,454.9 |
11,467.3 |
| PP |
11,446.8 |
11,446.8 |
11,446.8 |
11,436.6 |
| S1 |
11,406.7 |
11,406.7 |
11,440.1 |
11,386.3 |
| S2 |
11,365.8 |
11,365.8 |
11,432.7 |
|
| S3 |
11,284.8 |
11,325.7 |
11,425.2 |
|
| S4 |
11,203.8 |
11,244.7 |
11,403.0 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,767.2 |
11,717.3 |
11,508.0 |
|
| R3 |
11,657.2 |
11,607.3 |
11,477.8 |
|
| R2 |
11,547.2 |
11,547.2 |
11,467.7 |
|
| R1 |
11,497.3 |
11,497.3 |
11,457.6 |
11,522.3 |
| PP |
11,437.2 |
11,437.2 |
11,437.2 |
11,449.6 |
| S1 |
11,387.3 |
11,387.3 |
11,437.4 |
11,412.3 |
| S2 |
11,327.2 |
11,327.2 |
11,427.3 |
|
| S3 |
11,217.2 |
11,277.3 |
11,417.3 |
|
| S4 |
11,107.2 |
11,167.3 |
11,387.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,487.0 |
11,377.0 |
110.0 |
1.0% |
58.6 |
0.5% |
64% |
True |
False |
41,599 |
| 10 |
11,487.0 |
11,139.0 |
348.0 |
3.0% |
87.4 |
0.8% |
89% |
True |
False |
54,894 |
| 20 |
11,487.0 |
10,398.0 |
1,089.0 |
9.5% |
123.2 |
1.1% |
96% |
True |
False |
29,723 |
| 40 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
133.2 |
1.2% |
97% |
True |
False |
15,003 |
| 60 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
130.3 |
1.1% |
97% |
True |
False |
10,053 |
| 80 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
125.5 |
1.1% |
97% |
True |
False |
7,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,831.3 |
|
2.618 |
11,699.1 |
|
1.618 |
11,618.1 |
|
1.000 |
11,568.0 |
|
0.618 |
11,537.1 |
|
HIGH |
11,487.0 |
|
0.618 |
11,456.1 |
|
0.500 |
11,446.5 |
|
0.382 |
11,436.9 |
|
LOW |
11,406.0 |
|
0.618 |
11,355.9 |
|
1.000 |
11,325.0 |
|
1.618 |
11,274.9 |
|
2.618 |
11,193.9 |
|
4.250 |
11,061.8 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,447.2 |
11,447.2 |
| PP |
11,446.8 |
11,446.8 |
| S1 |
11,446.5 |
11,446.5 |
|