| 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 |
19,835.46 |
19,833.17 |
-2.29 |
0.0% |
19,943.46 |
| High |
19,878.44 |
19,852.55 |
-25.89 |
-0.1% |
19,981.11 |
| Low |
19,788.94 |
19,718.67 |
-70.27 |
-0.4% |
19,718.67 |
| Close |
19,819.78 |
19,762.60 |
-57.18 |
-0.3% |
19,762.60 |
| Range |
89.50 |
133.88 |
44.38 |
49.6% |
262.44 |
| ATR |
109.41 |
111.16 |
1.75 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,179.58 |
20,104.97 |
19,836.23 |
|
| R3 |
20,045.70 |
19,971.09 |
19,799.42 |
|
| R2 |
19,911.82 |
19,911.82 |
19,787.14 |
|
| R1 |
19,837.21 |
19,837.21 |
19,774.87 |
19,807.58 |
| PP |
19,777.94 |
19,777.94 |
19,777.94 |
19,763.12 |
| S1 |
19,703.33 |
19,703.33 |
19,750.33 |
19,673.70 |
| S2 |
19,644.06 |
19,644.06 |
19,738.06 |
|
| S3 |
19,510.18 |
19,569.45 |
19,725.78 |
|
| S4 |
19,376.30 |
19,435.57 |
19,688.97 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,608.11 |
20,447.80 |
19,906.94 |
|
| R3 |
20,345.67 |
20,185.36 |
19,834.77 |
|
| R2 |
20,083.23 |
20,083.23 |
19,810.71 |
|
| R1 |
19,922.92 |
19,922.92 |
19,786.66 |
19,871.86 |
| PP |
19,820.79 |
19,820.79 |
19,820.79 |
19,795.26 |
| S1 |
19,660.48 |
19,660.48 |
19,738.54 |
19,609.42 |
| S2 |
19,558.35 |
19,558.35 |
19,714.49 |
|
| S3 |
19,295.91 |
19,398.04 |
19,690.43 |
|
| S4 |
19,033.47 |
19,135.60 |
19,618.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,981.11 |
19,718.67 |
262.44 |
1.3% |
90.54 |
0.5% |
17% |
False |
True |
|
| 10 |
19,987.63 |
19,718.67 |
268.96 |
1.4% |
80.32 |
0.4% |
16% |
False |
True |
|
| 20 |
19,987.63 |
19,141.18 |
846.45 |
4.3% |
107.97 |
0.5% |
73% |
False |
False |
|
| 40 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
117.24 |
0.6% |
89% |
False |
False |
|
| 60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
121.79 |
0.6% |
89% |
False |
False |
|
| 80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
135.70 |
0.7% |
89% |
False |
False |
|
| 100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
128.60 |
0.7% |
89% |
False |
False |
|
| 120 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
123.34 |
0.6% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,421.54 |
|
2.618 |
20,203.05 |
|
1.618 |
20,069.17 |
|
1.000 |
19,986.43 |
|
0.618 |
19,935.29 |
|
HIGH |
19,852.55 |
|
0.618 |
19,801.41 |
|
0.500 |
19,785.61 |
|
0.382 |
19,769.81 |
|
LOW |
19,718.67 |
|
0.618 |
19,635.93 |
|
1.000 |
19,584.79 |
|
1.618 |
19,502.05 |
|
2.618 |
19,368.17 |
|
4.250 |
19,149.68 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,785.61 |
19,849.89 |
| PP |
19,777.94 |
19,820.79 |
| S1 |
19,770.27 |
19,791.70 |
|