| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,256.00 |
2,264.25 |
8.25 |
0.4% |
2,260.75 |
| High |
2,272.75 |
2,269.50 |
-3.25 |
-0.1% |
2,278.25 |
| Low |
2,252.25 |
2,261.75 |
9.50 |
0.4% |
2,248.00 |
| Close |
2,263.50 |
2,268.63 |
5.13 |
0.2% |
2,268.63 |
| Range |
20.50 |
7.75 |
-12.75 |
-62.2% |
30.25 |
| ATR |
21.42 |
20.44 |
-0.98 |
-4.6% |
0.00 |
| Volume |
477,530 |
49,846 |
-427,684 |
-89.6% |
3,368,102 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,290.00 |
2,287.00 |
2,273.00 |
|
| R3 |
2,282.25 |
2,279.25 |
2,270.75 |
|
| R2 |
2,274.50 |
2,274.50 |
2,270.00 |
|
| R1 |
2,271.50 |
2,271.50 |
2,269.25 |
2,273.00 |
| PP |
2,266.75 |
2,266.75 |
2,266.75 |
2,267.25 |
| S1 |
2,263.75 |
2,263.75 |
2,268.00 |
2,265.25 |
| S2 |
2,259.00 |
2,259.00 |
2,267.25 |
|
| S3 |
2,251.25 |
2,256.00 |
2,266.50 |
|
| S4 |
2,243.50 |
2,248.25 |
2,264.25 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,355.75 |
2,342.50 |
2,285.25 |
|
| R3 |
2,325.50 |
2,312.25 |
2,277.00 |
|
| R2 |
2,295.25 |
2,295.25 |
2,274.25 |
|
| R1 |
2,282.00 |
2,282.00 |
2,271.50 |
2,288.50 |
| PP |
2,265.00 |
2,265.00 |
2,265.00 |
2,268.25 |
| S1 |
2,251.75 |
2,251.75 |
2,265.75 |
2,258.25 |
| S2 |
2,234.75 |
2,234.75 |
2,263.00 |
|
| S3 |
2,204.50 |
2,221.50 |
2,260.25 |
|
| S4 |
2,174.25 |
2,191.25 |
2,252.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,278.25 |
2,248.00 |
30.25 |
1.3% |
20.00 |
0.9% |
68% |
False |
False |
673,620 |
| 10 |
2,278.25 |
2,179.00 |
99.25 |
4.4% |
21.25 |
0.9% |
90% |
False |
False |
1,204,478 |
| 20 |
2,278.25 |
2,176.50 |
101.75 |
4.5% |
17.50 |
0.8% |
91% |
False |
False |
1,302,385 |
| 40 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
22.00 |
1.0% |
96% |
False |
False |
1,616,633 |
| 60 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
21.50 |
1.0% |
96% |
False |
False |
1,619,312 |
| 80 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
22.00 |
1.0% |
96% |
False |
False |
1,519,183 |
| 100 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
20.25 |
0.9% |
96% |
False |
False |
1,216,313 |
| 120 |
2,278.25 |
2,014.50 |
263.75 |
11.6% |
20.50 |
0.9% |
96% |
False |
False |
1,014,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,302.50 |
|
2.618 |
2,289.75 |
|
1.618 |
2,282.00 |
|
1.000 |
2,277.25 |
|
0.618 |
2,274.25 |
|
HIGH |
2,269.50 |
|
0.618 |
2,266.50 |
|
0.500 |
2,265.50 |
|
0.382 |
2,264.75 |
|
LOW |
2,261.75 |
|
0.618 |
2,257.00 |
|
1.000 |
2,254.00 |
|
1.618 |
2,249.25 |
|
2.618 |
2,241.50 |
|
4.250 |
2,228.75 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,267.75 |
2,266.50 |
| PP |
2,266.75 |
2,264.50 |
| S1 |
2,265.50 |
2,262.50 |
|