| 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 |
19,773 |
19,789 |
16 |
0.1% |
19,110 |
| High |
19,876 |
19,957 |
81 |
0.4% |
19,783 |
| Low |
19,751 |
19,774 |
23 |
0.1% |
19,083 |
| Close |
19,781 |
19,912 |
131 |
0.7% |
19,769 |
| Range |
125 |
183 |
58 |
46.4% |
700 |
| ATR |
159 |
161 |
2 |
1.1% |
0 |
| Volume |
68,749 |
55,556 |
-13,193 |
-19.2% |
673,289 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,430 |
20,354 |
20,013 |
|
| R3 |
20,247 |
20,171 |
19,962 |
|
| R2 |
20,064 |
20,064 |
19,946 |
|
| R1 |
19,988 |
19,988 |
19,929 |
20,026 |
| PP |
19,881 |
19,881 |
19,881 |
19,900 |
| S1 |
19,805 |
19,805 |
19,895 |
19,843 |
| S2 |
19,698 |
19,698 |
19,879 |
|
| S3 |
19,515 |
19,622 |
19,862 |
|
| S4 |
19,332 |
19,439 |
19,811 |
|
|
| 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 |
19,957 |
19,218 |
739 |
3.7% |
198 |
1.0% |
94% |
True |
False |
110,411 |
| 10 |
19,957 |
19,083 |
874 |
4.4% |
152 |
0.8% |
95% |
True |
False |
128,243 |
| 20 |
19,957 |
18,756 |
1,201 |
6.0% |
123 |
0.6% |
96% |
True |
False |
123,591 |
| 40 |
19,957 |
17,418 |
2,539 |
12.8% |
168 |
0.8% |
98% |
True |
False |
163,555 |
| 60 |
19,957 |
17,418 |
2,539 |
12.8% |
174 |
0.9% |
98% |
True |
False |
159,995 |
| 80 |
19,957 |
17,418 |
2,539 |
12.8% |
175 |
0.9% |
98% |
True |
False |
139,558 |
| 100 |
19,957 |
17,418 |
2,539 |
12.8% |
162 |
0.8% |
98% |
True |
False |
111,669 |
| 120 |
19,957 |
16,876 |
3,081 |
15.5% |
170 |
0.9% |
99% |
True |
False |
93,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,735 |
|
2.618 |
20,436 |
|
1.618 |
20,253 |
|
1.000 |
20,140 |
|
0.618 |
20,070 |
|
HIGH |
19,957 |
|
0.618 |
19,887 |
|
0.500 |
19,866 |
|
0.382 |
19,844 |
|
LOW |
19,774 |
|
0.618 |
19,661 |
|
1.000 |
19,591 |
|
1.618 |
19,478 |
|
2.618 |
19,295 |
|
4.250 |
18,996 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,897 |
19,869 |
| PP |
19,881 |
19,827 |
| S1 |
19,866 |
19,784 |
|