| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1,139.8 |
1,134.0 |
-5.8 |
-0.5% |
1,161.4 |
| High |
1,141.7 |
1,138.8 |
-2.9 |
-0.3% |
1,168.0 |
| Low |
1,127.3 |
1,131.0 |
3.7 |
0.3% |
1,124.3 |
| Close |
1,133.6 |
1,133.2 |
-0.4 |
0.0% |
1,137.4 |
| Range |
14.4 |
7.8 |
-6.6 |
-45.8% |
43.7 |
| ATR |
18.6 |
17.9 |
-0.8 |
-4.2% |
0.0 |
| Volume |
146,050 |
114,055 |
-31,995 |
-21.9% |
984,295 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,157.7 |
1,153.3 |
1,137.5 |
|
| R3 |
1,149.9 |
1,145.5 |
1,135.3 |
|
| R2 |
1,142.1 |
1,142.1 |
1,134.6 |
|
| R1 |
1,137.7 |
1,137.7 |
1,133.9 |
1,136.0 |
| PP |
1,134.3 |
1,134.3 |
1,134.3 |
1,133.5 |
| S1 |
1,129.9 |
1,129.9 |
1,132.5 |
1,128.2 |
| S2 |
1,126.5 |
1,126.5 |
1,131.8 |
|
| S3 |
1,118.7 |
1,122.1 |
1,131.1 |
|
| S4 |
1,110.9 |
1,114.3 |
1,128.9 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.3 |
1,249.6 |
1,161.4 |
|
| R3 |
1,230.6 |
1,205.9 |
1,149.4 |
|
| R2 |
1,186.9 |
1,186.9 |
1,145.4 |
|
| R1 |
1,162.2 |
1,162.2 |
1,141.4 |
1,152.7 |
| PP |
1,143.2 |
1,143.2 |
1,143.2 |
1,138.5 |
| S1 |
1,118.5 |
1,118.5 |
1,133.4 |
1,109.0 |
| S2 |
1,099.5 |
1,099.5 |
1,129.4 |
|
| S3 |
1,055.8 |
1,074.8 |
1,125.4 |
|
| S4 |
1,012.1 |
1,031.1 |
1,113.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,146.0 |
1,124.3 |
21.7 |
1.9% |
13.5 |
1.2% |
41% |
False |
False |
167,907 |
| 10 |
1,180.7 |
1,124.3 |
56.4 |
5.0% |
14.8 |
1.3% |
16% |
False |
False |
167,415 |
| 20 |
1,217.6 |
1,124.3 |
93.3 |
8.2% |
17.2 |
1.5% |
10% |
False |
False |
170,129 |
| 40 |
1,341.0 |
1,124.3 |
216.7 |
19.1% |
19.1 |
1.7% |
4% |
False |
False |
97,628 |
| 60 |
1,341.0 |
1,124.3 |
216.7 |
19.1% |
17.2 |
1.5% |
4% |
False |
False |
67,628 |
| 80 |
1,360.7 |
1,124.3 |
236.4 |
20.9% |
16.6 |
1.5% |
4% |
False |
False |
51,786 |
| 100 |
1,378.1 |
1,124.3 |
253.8 |
22.4% |
16.3 |
1.4% |
4% |
False |
False |
42,365 |
| 120 |
1,387.1 |
1,124.3 |
262.8 |
23.2% |
16.5 |
1.5% |
3% |
False |
False |
35,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,172.0 |
|
2.618 |
1,159.2 |
|
1.618 |
1,151.4 |
|
1.000 |
1,146.6 |
|
0.618 |
1,143.6 |
|
HIGH |
1,138.8 |
|
0.618 |
1,135.8 |
|
0.500 |
1,134.9 |
|
0.382 |
1,134.0 |
|
LOW |
1,131.0 |
|
0.618 |
1,126.2 |
|
1.000 |
1,123.2 |
|
1.618 |
1,118.4 |
|
2.618 |
1,110.6 |
|
4.250 |
1,097.9 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,134.9 |
1,135.9 |
| PP |
1,134.3 |
1,135.0 |
| S1 |
1,133.8 |
1,134.1 |
|