| 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 |
2,260.75 |
2,256.00 |
-4.75 |
-0.2% |
2,184.00 |
| High |
2,270.25 |
2,278.25 |
8.00 |
0.4% |
2,261.25 |
| Low |
2,252.25 |
2,253.25 |
1.00 |
0.0% |
2,179.00 |
| Close |
2,256.00 |
2,273.25 |
17.25 |
0.8% |
2,260.00 |
| Range |
18.00 |
25.00 |
7.00 |
38.9% |
82.25 |
| ATR |
20.60 |
20.91 |
0.31 |
1.5% |
0.00 |
| Volume |
1,019,782 |
1,053,815 |
34,033 |
3.3% |
8,676,685 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,343.25 |
2,333.25 |
2,287.00 |
|
| R3 |
2,318.25 |
2,308.25 |
2,280.00 |
|
| R2 |
2,293.25 |
2,293.25 |
2,277.75 |
|
| R1 |
2,283.25 |
2,283.25 |
2,275.50 |
2,288.25 |
| PP |
2,268.25 |
2,268.25 |
2,268.25 |
2,270.75 |
| S1 |
2,258.25 |
2,258.25 |
2,271.00 |
2,263.25 |
| S2 |
2,243.25 |
2,243.25 |
2,268.75 |
|
| S3 |
2,218.25 |
2,233.25 |
2,266.50 |
|
| S4 |
2,193.25 |
2,208.25 |
2,259.50 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.25 |
2,452.25 |
2,305.25 |
|
| R3 |
2,398.00 |
2,370.00 |
2,282.50 |
|
| R2 |
2,315.75 |
2,315.75 |
2,275.00 |
|
| R1 |
2,287.75 |
2,287.75 |
2,267.50 |
2,301.75 |
| PP |
2,233.50 |
2,233.50 |
2,233.50 |
2,240.50 |
| S1 |
2,205.50 |
2,205.50 |
2,252.50 |
2,219.50 |
| S2 |
2,151.25 |
2,151.25 |
2,245.00 |
|
| S3 |
2,069.00 |
2,123.25 |
2,237.50 |
|
| S4 |
1,986.75 |
2,041.00 |
2,214.75 |
|
|
| 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 |
2,206.75 |
71.50 |
3.1% |
22.50 |
1.0% |
93% |
True |
False |
1,520,521 |
| 10 |
2,278.25 |
2,179.00 |
99.25 |
4.4% |
20.00 |
0.9% |
95% |
True |
False |
1,654,123 |
| 20 |
2,278.25 |
2,158.50 |
119.75 |
5.3% |
17.00 |
0.8% |
96% |
True |
False |
1,443,751 |
| 40 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
21.75 |
1.0% |
98% |
True |
False |
1,676,743 |
| 60 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
21.75 |
1.0% |
98% |
True |
False |
1,676,684 |
| 80 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
22.00 |
1.0% |
98% |
True |
False |
1,503,252 |
| 100 |
2,278.25 |
2,028.50 |
249.75 |
11.0% |
20.25 |
0.9% |
98% |
True |
False |
1,203,563 |
| 120 |
2,278.25 |
1,972.25 |
306.00 |
13.5% |
21.75 |
1.0% |
98% |
True |
False |
1,003,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,384.50 |
|
2.618 |
2,343.75 |
|
1.618 |
2,318.75 |
|
1.000 |
2,303.25 |
|
0.618 |
2,293.75 |
|
HIGH |
2,278.25 |
|
0.618 |
2,268.75 |
|
0.500 |
2,265.75 |
|
0.382 |
2,262.75 |
|
LOW |
2,253.25 |
|
0.618 |
2,237.75 |
|
1.000 |
2,228.25 |
|
1.618 |
2,212.75 |
|
2.618 |
2,187.75 |
|
4.250 |
2,147.00 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,270.75 |
2,269.50 |
| PP |
2,268.25 |
2,265.50 |
| S1 |
2,265.75 |
2,261.50 |
|