| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,615 |
19,773 |
158 |
0.8% |
19,110 |
| High |
19,783 |
19,876 |
93 |
0.5% |
19,783 |
| Low |
19,611 |
19,751 |
140 |
0.7% |
19,083 |
| Close |
19,769 |
19,781 |
12 |
0.1% |
19,769 |
| Range |
172 |
125 |
-47 |
-27.3% |
700 |
| ATR |
162 |
159 |
-3 |
-1.6% |
0 |
| Volume |
71,100 |
68,749 |
-2,351 |
-3.3% |
673,289 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,178 |
20,104 |
19,850 |
|
| R3 |
20,053 |
19,979 |
19,816 |
|
| R2 |
19,928 |
19,928 |
19,804 |
|
| R1 |
19,854 |
19,854 |
19,793 |
19,891 |
| PP |
19,803 |
19,803 |
19,803 |
19,821 |
| S1 |
19,729 |
19,729 |
19,770 |
19,766 |
| S2 |
19,678 |
19,678 |
19,758 |
|
| S3 |
19,553 |
19,604 |
19,747 |
|
| S4 |
19,428 |
19,479 |
19,712 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,645 |
21,407 |
20,154 |
|
| R3 |
20,945 |
20,707 |
19,962 |
|
| R2 |
20,245 |
20,245 |
19,897 |
|
| R1 |
20,007 |
20,007 |
19,833 |
20,126 |
| PP |
19,545 |
19,545 |
19,545 |
19,605 |
| S1 |
19,307 |
19,307 |
19,705 |
19,426 |
| S2 |
18,845 |
18,845 |
19,641 |
|
| S3 |
18,145 |
18,607 |
19,577 |
|
| S4 |
17,445 |
17,907 |
19,384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,876 |
19,176 |
700 |
3.5% |
176 |
0.9% |
86% |
True |
False |
120,065 |
| 10 |
19,876 |
19,059 |
817 |
4.1% |
141 |
0.7% |
88% |
True |
False |
134,605 |
| 20 |
19,876 |
18,756 |
1,120 |
5.7% |
121 |
0.6% |
92% |
True |
False |
131,439 |
| 40 |
19,876 |
17,418 |
2,458 |
12.4% |
167 |
0.8% |
96% |
True |
False |
165,607 |
| 60 |
19,876 |
17,418 |
2,458 |
12.4% |
174 |
0.9% |
96% |
True |
False |
161,118 |
| 80 |
19,876 |
17,418 |
2,458 |
12.4% |
174 |
0.9% |
96% |
True |
False |
138,868 |
| 100 |
19,876 |
17,418 |
2,458 |
12.4% |
161 |
0.8% |
96% |
True |
False |
111,114 |
| 120 |
19,876 |
16,876 |
3,000 |
15.2% |
169 |
0.9% |
97% |
True |
False |
92,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,407 |
|
2.618 |
20,203 |
|
1.618 |
20,078 |
|
1.000 |
20,001 |
|
0.618 |
19,953 |
|
HIGH |
19,876 |
|
0.618 |
19,828 |
|
0.500 |
19,814 |
|
0.382 |
19,799 |
|
LOW |
19,751 |
|
0.618 |
19,674 |
|
1.000 |
19,626 |
|
1.618 |
19,549 |
|
2.618 |
19,424 |
|
4.250 |
19,220 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,814 |
19,749 |
| PP |
19,803 |
19,717 |
| S1 |
19,792 |
19,685 |
|