| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,912 |
19,823 |
-89 |
-0.4% |
19,110 |
| High |
19,968 |
19,955 |
-13 |
-0.1% |
19,783 |
| Low |
19,749 |
19,779 |
30 |
0.2% |
19,083 |
| Close |
19,824 |
19,863 |
39 |
0.2% |
19,769 |
| Range |
219 |
176 |
-43 |
-19.6% |
700 |
| ATR |
165 |
166 |
1 |
0.5% |
0 |
| Volume |
52,320 |
41,658 |
-10,662 |
-20.4% |
673,289 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,394 |
20,304 |
19,960 |
|
| R3 |
20,218 |
20,128 |
19,912 |
|
| R2 |
20,042 |
20,042 |
19,895 |
|
| R1 |
19,952 |
19,952 |
19,879 |
19,997 |
| PP |
19,866 |
19,866 |
19,866 |
19,888 |
| S1 |
19,776 |
19,776 |
19,847 |
19,821 |
| S2 |
19,690 |
19,690 |
19,831 |
|
| S3 |
19,514 |
19,600 |
19,815 |
|
| S4 |
19,338 |
19,424 |
19,766 |
|
|
| 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 |
19,968 |
19,611 |
357 |
1.8% |
175 |
0.9% |
71% |
False |
False |
57,876 |
| 10 |
19,968 |
19,083 |
885 |
4.5% |
171 |
0.9% |
88% |
False |
False |
102,813 |
| 20 |
19,968 |
18,812 |
1,156 |
5.8% |
130 |
0.7% |
91% |
False |
False |
114,507 |
| 40 |
19,968 |
17,418 |
2,550 |
12.8% |
171 |
0.9% |
96% |
False |
False |
160,191 |
| 60 |
19,968 |
17,418 |
2,550 |
12.8% |
176 |
0.9% |
96% |
False |
False |
156,538 |
| 80 |
19,968 |
17,418 |
2,550 |
12.8% |
178 |
0.9% |
96% |
False |
False |
140,730 |
| 100 |
19,968 |
17,418 |
2,550 |
12.8% |
164 |
0.8% |
96% |
False |
False |
112,608 |
| 120 |
19,968 |
16,930 |
3,038 |
15.3% |
164 |
0.8% |
97% |
False |
False |
93,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,703 |
|
2.618 |
20,416 |
|
1.618 |
20,240 |
|
1.000 |
20,131 |
|
0.618 |
20,064 |
|
HIGH |
19,955 |
|
0.618 |
19,888 |
|
0.500 |
19,867 |
|
0.382 |
19,846 |
|
LOW |
19,779 |
|
0.618 |
19,670 |
|
1.000 |
19,603 |
|
1.618 |
19,494 |
|
2.618 |
19,318 |
|
4.250 |
19,031 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,867 |
19,862 |
| PP |
19,866 |
19,860 |
| S1 |
19,864 |
19,859 |
|