| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,462.0 |
11,426.0 |
-36.0 |
-0.3% |
11,419.0 |
| High |
11,487.0 |
11,483.5 |
-3.5 |
0.0% |
11,487.0 |
| Low |
11,406.0 |
11,425.5 |
19.5 |
0.2% |
11,377.0 |
| Close |
11,447.5 |
11,475.5 |
28.0 |
0.2% |
11,447.5 |
| Range |
81.0 |
58.0 |
-23.0 |
-28.4% |
110.0 |
| ATR |
118.2 |
113.9 |
-4.3 |
-3.6% |
0.0 |
| Volume |
23,655 |
32,438 |
8,783 |
37.1% |
207,996 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,635.5 |
11,613.5 |
11,507.4 |
|
| R3 |
11,577.5 |
11,555.5 |
11,491.5 |
|
| R2 |
11,519.5 |
11,519.5 |
11,486.1 |
|
| R1 |
11,497.5 |
11,497.5 |
11,480.8 |
11,508.5 |
| PP |
11,461.5 |
11,461.5 |
11,461.5 |
11,467.0 |
| S1 |
11,439.5 |
11,439.5 |
11,470.2 |
11,450.5 |
| S2 |
11,403.5 |
11,403.5 |
11,464.9 |
|
| S3 |
11,345.5 |
11,381.5 |
11,459.6 |
|
| S4 |
11,287.5 |
11,323.5 |
11,443.6 |
|
|
| 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 |
11,406.0 |
81.0 |
0.7% |
59.3 |
0.5% |
86% |
False |
False |
36,433 |
| 10 |
11,487.0 |
11,173.0 |
314.0 |
2.7% |
82.5 |
0.7% |
96% |
False |
False |
50,213 |
| 20 |
11,487.0 |
10,398.0 |
1,089.0 |
9.5% |
119.6 |
1.0% |
99% |
False |
False |
31,317 |
| 40 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
133.7 |
1.2% |
99% |
False |
False |
15,811 |
| 60 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
125.6 |
1.1% |
99% |
False |
False |
10,590 |
| 80 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
126.2 |
1.1% |
99% |
False |
False |
7,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,730.0 |
|
2.618 |
11,635.3 |
|
1.618 |
11,577.3 |
|
1.000 |
11,541.5 |
|
0.618 |
11,519.3 |
|
HIGH |
11,483.5 |
|
0.618 |
11,461.3 |
|
0.500 |
11,454.5 |
|
0.382 |
11,447.7 |
|
LOW |
11,425.5 |
|
0.618 |
11,389.7 |
|
1.000 |
11,367.5 |
|
1.618 |
11,331.7 |
|
2.618 |
11,273.7 |
|
4.250 |
11,179.0 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,468.5 |
11,465.8 |
| PP |
11,461.5 |
11,456.2 |
| S1 |
11,454.5 |
11,446.5 |
|