| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,770.20 |
19,852.21 |
82.01 |
0.4% |
19,244.35 |
| High |
19,824.59 |
19,953.75 |
129.16 |
0.7% |
19,757.74 |
| Low |
19,747.74 |
19,846.45 |
98.71 |
0.5% |
19,184.74 |
| Close |
19,796.43 |
19,911.21 |
114.78 |
0.6% |
19,756.85 |
| Range |
76.85 |
107.30 |
30.45 |
39.6% |
573.00 |
| ATR |
126.40 |
128.61 |
2.21 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,225.70 |
20,175.76 |
19,970.23 |
|
| R3 |
20,118.40 |
20,068.46 |
19,940.72 |
|
| R2 |
20,011.10 |
20,011.10 |
19,930.88 |
|
| R1 |
19,961.16 |
19,961.16 |
19,921.05 |
19,986.13 |
| PP |
19,903.80 |
19,903.80 |
19,903.80 |
19,916.29 |
| S1 |
19,853.86 |
19,853.86 |
19,901.37 |
19,878.83 |
| S2 |
19,796.50 |
19,796.50 |
19,891.54 |
|
| S3 |
19,689.20 |
19,746.56 |
19,881.70 |
|
| S4 |
19,581.90 |
19,639.26 |
19,852.20 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,285.44 |
21,094.15 |
20,072.00 |
|
| R3 |
20,712.44 |
20,521.15 |
19,914.43 |
|
| R2 |
20,139.44 |
20,139.44 |
19,861.90 |
|
| R1 |
19,948.15 |
19,948.15 |
19,809.38 |
20,043.80 |
| PP |
19,566.44 |
19,566.44 |
19,566.44 |
19,614.27 |
| S1 |
19,375.15 |
19,375.15 |
19,704.33 |
19,470.80 |
| S2 |
18,993.44 |
18,993.44 |
19,651.80 |
|
| S3 |
18,420.44 |
18,802.15 |
19,599.28 |
|
| S4 |
17,847.44 |
18,229.15 |
19,441.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,953.75 |
19,229.83 |
723.92 |
3.6% |
156.89 |
0.8% |
94% |
True |
False |
|
| 10 |
19,953.75 |
19,123.38 |
830.37 |
4.2% |
117.61 |
0.6% |
95% |
True |
False |
|
| 20 |
19,953.75 |
18,806.06 |
1,147.69 |
5.8% |
97.46 |
0.5% |
96% |
True |
False |
|
| 40 |
19,953.75 |
17,883.56 |
2,070.19 |
10.4% |
124.31 |
0.6% |
98% |
True |
False |
|
| 60 |
19,953.75 |
17,883.56 |
2,070.19 |
10.4% |
133.39 |
0.7% |
98% |
True |
False |
|
| 80 |
19,953.75 |
17,883.56 |
2,070.19 |
10.4% |
137.47 |
0.7% |
98% |
True |
False |
|
| 100 |
19,953.75 |
17,883.56 |
2,070.19 |
10.4% |
129.56 |
0.7% |
98% |
True |
False |
|
| 120 |
19,953.75 |
17,063.08 |
2,890.67 |
14.5% |
135.22 |
0.7% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,409.78 |
|
2.618 |
20,234.66 |
|
1.618 |
20,127.36 |
|
1.000 |
20,061.05 |
|
0.618 |
20,020.06 |
|
HIGH |
19,953.75 |
|
0.618 |
19,912.76 |
|
0.500 |
19,900.10 |
|
0.382 |
19,887.44 |
|
LOW |
19,846.45 |
|
0.618 |
19,780.14 |
|
1.000 |
19,739.15 |
|
1.618 |
19,672.84 |
|
2.618 |
19,565.54 |
|
4.250 |
19,390.43 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,907.51 |
19,870.30 |
| PP |
19,903.80 |
19,829.38 |
| S1 |
19,900.10 |
19,788.47 |
|