| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,426.0 |
11,473.0 |
47.0 |
0.4% |
11,419.0 |
| High |
11,483.5 |
11,481.0 |
-2.5 |
0.0% |
11,487.0 |
| Low |
11,425.5 |
11,433.0 |
7.5 |
0.1% |
11,377.0 |
| Close |
11,475.5 |
11,471.5 |
-4.0 |
0.0% |
11,447.5 |
| Range |
58.0 |
48.0 |
-10.0 |
-17.2% |
110.0 |
| ATR |
113.9 |
109.2 |
-4.7 |
-4.1% |
0.0 |
| Volume |
32,438 |
39,805 |
7,367 |
22.7% |
207,996 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,605.8 |
11,586.7 |
11,497.9 |
|
| R3 |
11,557.8 |
11,538.7 |
11,484.7 |
|
| R2 |
11,509.8 |
11,509.8 |
11,480.3 |
|
| R1 |
11,490.7 |
11,490.7 |
11,475.9 |
11,476.3 |
| PP |
11,461.8 |
11,461.8 |
11,461.8 |
11,454.6 |
| S1 |
11,442.7 |
11,442.7 |
11,467.1 |
11,428.3 |
| S2 |
11,413.8 |
11,413.8 |
11,462.7 |
|
| S3 |
11,365.8 |
11,394.7 |
11,458.3 |
|
| S4 |
11,317.8 |
11,346.7 |
11,445.1 |
|
|
| 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% |
55.3 |
0.5% |
81% |
False |
False |
35,362 |
| 10 |
11,487.0 |
11,221.0 |
266.0 |
2.3% |
74.0 |
0.6% |
94% |
False |
False |
48,380 |
| 20 |
11,487.0 |
10,398.0 |
1,089.0 |
9.5% |
117.4 |
1.0% |
99% |
False |
False |
33,302 |
| 40 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
127.7 |
1.1% |
99% |
False |
False |
16,803 |
| 60 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
124.0 |
1.1% |
99% |
False |
False |
11,253 |
| 80 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
126.2 |
1.1% |
99% |
False |
False |
8,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,685.0 |
|
2.618 |
11,606.7 |
|
1.618 |
11,558.7 |
|
1.000 |
11,529.0 |
|
0.618 |
11,510.7 |
|
HIGH |
11,481.0 |
|
0.618 |
11,462.7 |
|
0.500 |
11,457.0 |
|
0.382 |
11,451.3 |
|
LOW |
11,433.0 |
|
0.618 |
11,403.3 |
|
1.000 |
11,385.0 |
|
1.618 |
11,355.3 |
|
2.618 |
11,307.3 |
|
4.250 |
11,229.0 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,466.7 |
11,463.2 |
| PP |
11,461.8 |
11,454.8 |
| S1 |
11,457.0 |
11,446.5 |
|