| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,473.0 |
11,451.5 |
-21.5 |
-0.2% |
11,419.0 |
| High |
11,481.0 |
11,465.0 |
-16.0 |
-0.1% |
11,487.0 |
| Low |
11,433.0 |
11,412.5 |
-20.5 |
-0.2% |
11,377.0 |
| Close |
11,471.5 |
11,442.5 |
-29.0 |
-0.3% |
11,447.5 |
| Range |
48.0 |
52.5 |
4.5 |
9.4% |
110.0 |
| ATR |
109.2 |
105.6 |
-3.6 |
-3.3% |
0.0 |
| Volume |
39,805 |
46,246 |
6,441 |
16.2% |
207,996 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,597.5 |
11,572.5 |
11,471.4 |
|
| R3 |
11,545.0 |
11,520.0 |
11,456.9 |
|
| R2 |
11,492.5 |
11,492.5 |
11,452.1 |
|
| R1 |
11,467.5 |
11,467.5 |
11,447.3 |
11,453.8 |
| PP |
11,440.0 |
11,440.0 |
11,440.0 |
11,433.1 |
| S1 |
11,415.0 |
11,415.0 |
11,437.7 |
11,401.3 |
| S2 |
11,387.5 |
11,387.5 |
11,432.9 |
|
| S3 |
11,335.0 |
11,362.5 |
11,428.1 |
|
| S4 |
11,282.5 |
11,310.0 |
11,413.6 |
|
|
| 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% |
58.0 |
0.5% |
45% |
False |
False |
35,642 |
| 10 |
11,487.0 |
11,256.5 |
230.5 |
2.0% |
69.3 |
0.6% |
81% |
False |
False |
47,680 |
| 20 |
11,487.0 |
10,398.0 |
1,089.0 |
9.5% |
116.4 |
1.0% |
96% |
False |
False |
35,562 |
| 40 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
126.5 |
1.1% |
97% |
False |
False |
17,957 |
| 60 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
123.3 |
1.1% |
97% |
False |
False |
12,022 |
| 80 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
126.5 |
1.1% |
97% |
False |
False |
9,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,688.1 |
|
2.618 |
11,602.4 |
|
1.618 |
11,549.9 |
|
1.000 |
11,517.5 |
|
0.618 |
11,497.4 |
|
HIGH |
11,465.0 |
|
0.618 |
11,444.9 |
|
0.500 |
11,438.8 |
|
0.382 |
11,432.6 |
|
LOW |
11,412.5 |
|
0.618 |
11,380.1 |
|
1.000 |
11,360.0 |
|
1.618 |
11,327.6 |
|
2.618 |
11,275.1 |
|
4.250 |
11,189.4 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,441.3 |
11,448.0 |
| PP |
11,440.0 |
11,446.2 |
| S1 |
11,438.8 |
11,444.3 |
|