| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,451.5 |
11,456.0 |
4.5 |
0.0% |
11,426.0 |
| High |
11,465.0 |
11,486.0 |
21.0 |
0.2% |
11,486.0 |
| Low |
11,412.5 |
11,403.0 |
-9.5 |
-0.1% |
11,403.0 |
| Close |
11,442.5 |
11,465.0 |
22.5 |
0.2% |
11,465.0 |
| Range |
52.5 |
83.0 |
30.5 |
58.1% |
83.0 |
| ATR |
105.6 |
104.0 |
-1.6 |
-1.5% |
0.0 |
| Volume |
46,246 |
31,665 |
-14,581 |
-31.5% |
150,154 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,700.3 |
11,665.7 |
11,510.7 |
|
| R3 |
11,617.3 |
11,582.7 |
11,487.8 |
|
| R2 |
11,534.3 |
11,534.3 |
11,480.2 |
|
| R1 |
11,499.7 |
11,499.7 |
11,472.6 |
11,517.0 |
| PP |
11,451.3 |
11,451.3 |
11,451.3 |
11,460.0 |
| S1 |
11,416.7 |
11,416.7 |
11,457.4 |
11,434.0 |
| S2 |
11,368.3 |
11,368.3 |
11,449.8 |
|
| S3 |
11,285.3 |
11,333.7 |
11,442.2 |
|
| S4 |
11,202.3 |
11,250.7 |
11,419.4 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,700.3 |
11,665.7 |
11,510.7 |
|
| R3 |
11,617.3 |
11,582.7 |
11,487.8 |
|
| R2 |
11,534.3 |
11,534.3 |
11,480.2 |
|
| R1 |
11,499.7 |
11,499.7 |
11,472.6 |
11,517.0 |
| PP |
11,451.3 |
11,451.3 |
11,451.3 |
11,460.0 |
| S1 |
11,416.7 |
11,416.7 |
11,457.4 |
11,434.0 |
| S2 |
11,368.3 |
11,368.3 |
11,449.8 |
|
| S3 |
11,285.3 |
11,333.7 |
11,442.2 |
|
| S4 |
11,202.3 |
11,250.7 |
11,419.4 |
|
|
| 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 |
11,403.0 |
84.0 |
0.7% |
64.5 |
0.6% |
74% |
False |
True |
34,761 |
| 10 |
11,487.0 |
11,351.0 |
136.0 |
1.2% |
63.5 |
0.6% |
84% |
False |
False |
41,049 |
| 20 |
11,487.0 |
10,398.0 |
1,089.0 |
9.5% |
113.7 |
1.0% |
98% |
False |
False |
37,120 |
| 40 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
126.2 |
1.1% |
98% |
False |
False |
18,746 |
| 60 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
123.2 |
1.1% |
98% |
False |
False |
12,548 |
| 80 |
11,487.0 |
10,021.5 |
1,465.5 |
12.8% |
126.6 |
1.1% |
98% |
False |
False |
9,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,838.8 |
|
2.618 |
11,703.3 |
|
1.618 |
11,620.3 |
|
1.000 |
11,569.0 |
|
0.618 |
11,537.3 |
|
HIGH |
11,486.0 |
|
0.618 |
11,454.3 |
|
0.500 |
11,444.5 |
|
0.382 |
11,434.7 |
|
LOW |
11,403.0 |
|
0.618 |
11,351.7 |
|
1.000 |
11,320.0 |
|
1.618 |
11,268.7 |
|
2.618 |
11,185.7 |
|
4.250 |
11,050.3 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,458.2 |
11,458.2 |
| PP |
11,451.3 |
11,451.3 |
| S1 |
11,444.5 |
11,444.5 |
|